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Re: st: ST: re: logistic regression and 'adequate numbers'


From   Ronald McDowell <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: ST: re: logistic regression and 'adequate numbers'
Date   Fri, 8 Apr 2011 11:36:40 +0000

Maarten

Yes I'm aware that there are different kinds of standardized residuals available with logit models. I'm interested in deviance or pearson residuals.

Ron



Date: Thu, 7 Apr 2011 14:57:11 +0100 (BST)
From: Maarten buis <[email protected]>
Subject: Re: st: ST: re: logistic regression and 'adequate numbers'

- --- On Thu, 7/4/11, Ronald McDowell wrote:
> The slight complication is that my data is survey data and
> has probability weights and is stratified, so I can't get
> standardised residuals from STATA . Im told this is the case
> with other packages, though am happy to be proved wrong.
> However, if formulae were available for the
> variance-covariance matrix of the residuals under these
> conditions, I could attempt to compute my own.

What is a residual is and how to standardize it is no longer a
straightforward question in models like -logit-. As a
consequence many different "standardized" residuals exist. So
what flavor of standardized residuals do you want? Don't
answer "the right one", as that flavor does not exist or is
discipline specific
<http://www.stata.com/statalist/archive/2010-12/msg00614.html>.

- -- Maarten


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