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RE: st: fit statistics after svy logit
From
Jun Xu <[email protected]>
To
Listserv STATA <[email protected]>
Subject
RE: st: fit statistics after svy logit
Date
Tue, 8 Mar 2011 17:45:21 -0600
Thank you all! Would a generalized coefficient of determination work if one uses pseudolikelihood?
Jun
> Date: Tue, 8 Mar 2011 09:38:29 -0500
> To: [email protected]
> From: [email protected]
> Subject: Re: st: fit statistics after svy logit
>
> At 08:42 AM 3/8/2011, Jun Xu wrote:
> >Dear Statalisters,
> >
> >Is there a way to get fit statistics (like R2 or BIC) after svy
> >logit in Stata? Thanks.
> >
> >Jun Xu
> >
> >P.S.: Sorry about last post without a subject
> >line
> >*
>
> Fit stats based on Maximum Likelihood aren't valid for svy data. See
> the Stata 11 manual entry for the -svy- command. In particular, on p.
> 76 it says
>
> "Most standard commands are also fit using maximum likelihood. When
> used with independently distributed, nonweighted data, the likelihood
> to be maximized reflects the joint probability distribution of the
> data given the chosen model. With complex survey data, however, this
> interpretation of the likelihood is no longer valid, because survey
> data are weighted, not independently distributed, or both. Yet for
> survey data, (valid) parameter estimates for a given model can be
> obtained using the associated likelihood function with appropriate
> weighting. Because the probabilistic interpretation no longer holds,
> the likelihood here is instead called a pseudolikelihood, but
> likelihood-ratio tests are no longer valid."
>
>
> -------------------------------------------
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