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st: FW: Goodness of fit: Chi2 vs Wald test results
From
Ahmed_Doha <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: FW: Goodness of fit: Chi2 vs Wald test results
Date
Sat, 8 Oct 2011 23:52:32 -0400
Hi
I'm running an xtgee analysis on a panel dataset. Chi2 increases from model to model as I incrementally include the criterion variables of interest block after block. Chi2 increases from 1147 for the base model to 2171 for the final model, which should be used for interpretation. Given the definition of Chi2, (predicted - expected)2/expected, an increasing Chi2 indicates worsening of fit. On the other hand Wald tests, on the incrementally included blocks of variables, are significant which indicates improvement of fit.
I'm not sure how to interpret these mixed indicators in assessing the final model's goodness of fit.
Thank you for any help on this.
Ahmed Doha
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