Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Hosmer-Lemeshow and other Pseudo Rsquares
From
Joseph Padgett <[email protected]>
To
[email protected]
Subject
st: Hosmer-Lemeshow and other Pseudo Rsquares
Date
Mon, 14 May 2012 09:47:42 -0400
I am working with a data set where students are nested within school.
I have completed a thorough run of models starting with nulls and
ending with full fixed- and random-effects with all controls and
predictors and several models in between with various combinations of
controls. My dependent variable is a binary outcome.
I have Haussman tests, LR tests, and Wald taken care of, but I would
like to report some goodness-of-fit results for my models. I am aware
of the Hosmer-Lemeshow test statistic and it's interpretation, but I'm
having a difficult time finding out how to compute it from my model
results. I would also like to consider alternatives such as Cox and
Snell.
I have run my models with each of xtlogit, xtmelogit, and gllamm. I
did this mostly to be able to learn a bit about the post estimation
commands and different options with each command. That being said, I
don't know how to get the pseudo Rsquare measures after any of these
and most explanations that I find refer only to the logit command and
give examples using very simplistic models.
I'm fairly certain there's something terribly obvious that I'm
overlooking. Any help would be greatly appreciated.
- JP
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/