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st: Re: St: Logistic regression & standardized coefficients; Multinomial GOF test
From
Ronald McDowell <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Re: St: Logistic regression & standardized coefficients; Multinomial GOF test
Date
Wed, 7 Dec 2011 14:31:45 +0000
Richard
Thanks for the excellent references (below). A follow-up question is whether there is such a thing as standardized coefficients in multinomial logistic regression models,
and if so if there are any parallel references.
Many thanks
Ron McDowell
-----------------------------------------
Ron McDowell
Institute of Nursing Research
University of Ulster, Coleraine
[email protected]
Date: Tue, 06 Dec 2011 12:14:22 -0500
From: Richard Williams <[email protected]>
Subject: Re: st: St: Logistic regression & standardized coefficients; Multinomial GOF test
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]
WWW: http://www.nd.edu/~rwilliam
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