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st: checking model fit with svy estimation on
From
Cheney <[email protected]>
To
[email protected]
Subject
st: checking model fit with svy estimation on
Date
Thu, 17 Feb 2011 15:20:06 -0800 (PST)
Hi,
I am having some troubles checking if my model is good (goodness of fit, no
influential outliers etc) and comparing model 1 to model 2 (with other iv's
or w iv's expanded), because of the limitations in stata for post est with
svy...
(eg. svy: logistic outcome iv1 iv2 iv3 iv4 iv5 iv1*iv3) My outcome is
binary and my IV's vary between categorical and binary (gender). I also know
you can test the model to see if you should have the iv's expanded into
dummy variables, I think you run one model, then another (with vars
expanded) then lrtest (I think- i haven't done it for a while) but you can't
do this with svy. I know you can do something with a wald test- but I don't
fully understand how to interpret that. Anyone have any suggestions? I need
a goodness of fit test...
What I have done so far:
checked for interactions- found then added to the model.
checked for collinearity- found, centered vars and re ran model with
centered vars.
checked for outliers- (plotted pearson resid's) but I couldn't estimate
deviance residuals (because of svy) so I'm not sure if just one plot is
enough? I had only one outlier.
specification error- i did a linktest which gave me this output:
_hat | 1.145419 .274488 4.17 0.000 .607336
1.683502
_hatsq | .0298467 .0544568 0.55 0.584 -.0769059
.1365993
which might mean that i don't have a problem with specification error. but I
wanted to do the 'boxtid' to check for non linear relationships, however
this is not supported with pweights... so I just ran the regression without
the svy etstimation and ran the boxtid. I ended up with non linear reasults
coming up, but none of them significant (in the example online they are
significant of course) so I didn't know if this meant they are non linear
but not to an extent that matters?
age | .4471324 .0736975 6.067 Nonlin. dev. 0.241 (P =
0.624)
p1 | 2.85128 3.722516 0.766
Any other suggestions for checking the model is sound?
thanks in advance!
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