Fwd: st: goodness of fit svy: probit

[Bart van Rijsbergen <bartvanrijsbergen@student.ru.nl>]

Thanks Maarten

---------- Forwarded message ----------
From: Maarten buis <maartenbuis@yahoo.co.uk>
Date: 2011/2/10
Subject: Re: st: goodness of fit svy: probit
To: stata list <statalist@hsphsun2.harvard.edu>



--- On Thu, 10/2/11, Bart van Rijsbergen wrote me privately:
> Thanks for your response.
> See the do- and logfile.
> I'm using stata/SE 10.1

On Statalist you respond to the list not to individuals.
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-help probit postestimation- under Stata 10 says that
-estat gof- is not allowed when the -svy- prefix was
used. So, you can either update to Stata 11, or not
use these tests. I don't think these tests are good
idea anyhow, so my advise would be just to forget
about it.

When we are doing model selection we are making a
trade-off between simplicity/usefulness on the one hand
and fit/realism on the other. A test is not a useful
operationalisation of that trade-off. However, we are
so used to using tests all the time that in many
disciplines we think that we should also use it for
model selection to make it more "scientific". Basically,
we are suffering from the WYHAHAPLLN-syndrom (when-you-
have-a-hammer-all-problems-look-like-nails-syndrom (I
think I still need to work on a more catchy acronym)).

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------
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