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st: Question about modified park test
From
"Insun Choi" <[email protected]>
To
<[email protected]>
Subject
st: Question about modified park test
Date
Fri, 29 Jul 2011 11:41:24 -0400
Dear all,
To determine family distribution for GLM model, I used Modified Park
Test(MPT).
The results was lambda=4. But I could not find the distribution when the
lambda=4.
What is the family distribution of GLM model when the result of MPT is
lambda=4 ??
The procedures which I used were as bellowing;
****************************************************************
glm tat_time med_cpoe_ord page2 page3 page4 pfemale age2 age3 age4 female
emergen pulmonary family surgery cardio gastro do md pa rnfa central_drug
gast_drug card_drug antinf_drug horm_drug autom_drug oth_drug, family(gamma)
link(log) predict yhat,mu gen lnyhat=ln(yhat) gen r2=((tat_time-yhat)^2) glm
r2 lnyhat, family(gamma) link(log) robust nolog test lnyhat==0 test
lnyhat==1 test lnyhat==2 test lnyhat==3 test lnyhat==4
************ TEST RESULT ************
. test lnyhat==0
( 1) [r2]lnyhat = 0
chi2( 1) = 160.88
Prob > chi2 = 0.0000
. test lnyhat==1
( 1) [r2]lnyhat = 1
chi2( 1) = 95.91
Prob > chi2 = 0.0000
. test lnyhat==2
( 1) [r2]lnyhat = 2
chi2( 1) = 47.65
Prob > chi2 = 0.0000
. test lnyhat==3
( 1) [r2]lnyhat = 3
chi2( 1) = 16.10
Prob > chi2 = 0.0001
. test lnyhat==4
( 1) [r2]lnyhat = 4
chi2( 1) = 1.26
Prob > chi2 = 0.2618
Insun Choi
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