st: RE: Question about modified park test

[Nick Cox <n.j.cox@durham.ac.uk>]

You posted this before, with no replies. I'll speak for those for whom "modified Park test" means nothing and who are unwilling to look it up to find an explanation. If you don't get an answer this time round, try explaining what it is, with literature reference(s). 

Nick 
n.j.cox@durham.ac.uk 

Insun Choi

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


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