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st: fixed-effects regression – link test?


From   Gwinyai Masukume <[email protected]>
To   statalist <[email protected]>
Subject   st: fixed-effects regression – link test?
Date   Tue, 2 Jul 2013 15:15:19 +0200

Dear Stata listers,

Hi.

I’m using Stata version 12.1.
I’m running a fixed-effects regression model and the output is below:
I’m not sure if the output suggests that the fixed-effects regression
model is appropriate and/or if significant predictors were omitted
from the model?
What goodness of fit test would be appropriate for this model?

-----------------------------

linktest, group(PAIR)

Iteration 0:   log likelihood = -30.729721
Iteration 1:   log likelihood = -30.672171
Iteration 2:   log likelihood = -30.672033
Iteration 3:   log likelihood = -30.672033

Conditional (fixed-effects) logistic regression   Number of obs   =        112
                                                  LR chi2(2)      =      16.29
                                                  Prob > chi2     =     0.0003
Log likelihood = -30.672033                       Pseudo R2       =     0.2098

------------------------------------------------------------------------------
         LOW |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        _hat |   .9628932    .538899     1.79   0.074    -.0933294    2.019116
      _hatsq |  -.0226049   .2737776    -0.08   0.934    -.5591992    .5139894
------------------------------------------------------------------------------

Kind regards,
Gwinyai

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