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Re: st: St: Logistic regression & standardized coefficients; Multinomial GOF test
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: St: Logistic regression & standardized coefficients; Multinomial GOF test
Date
Tue, 06 Dec 2011 12:14:22 -0500
At 11:55 AM 12/6/2011, Ronald McDowell wrote:
Hi all
1. I've been looking at some materials online about standardized
coefficients in logistic regression eg.
http://www.nd.edu/~rwilliam/stats3/L06.pdf
Full standardization includes dividing the estimated coefficients by
the standard deviation of Y*. Can someone clarify for me what
exactly Y* is ? I'm aware it is a function of the fitted values. I
have used listcoef and fitstat to obtain sd(Y*) so far, but
would like to be able to manually compute it.
See Long & Freese's book for a detailed explanation:
http://www.stata.com/bookstore/regmodcdvs.html
For a mini-explanation, including how to compute manually, see
http://www.nd.edu/~rwilliam/xsoc73994/L03.pdf
For more advanced discussions, see the first 19 slides of
http://www.nd.edu/~rwilliam/stats/Oglm.pdf
Also take a look at the -khb- command on SSC and the papers
associated with it. The relevant papers may still be forthcoming so
you may need to write the authors if you want them.
Finally, I don't have the full citation handy, but Scott Menard
offered an alternative approach to Y-standardization in a 2010 issue
of Social Forces.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
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