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Re: st: Stata Probit performance
From
Richard Williams <[email protected]>
To
[email protected], Stata <[email protected]>
Subject
Re: st: Stata Probit performance
Date
Thu, 10 Oct 2013 11:56:38 -0500
At 10:35 AM 10/10/2013, Ozgur Ozdemir wrote:
Hi,
Which information presents the model performance of Probit and Tobit
in Stata? Is there any specific command to request it if it is not
presented as part of standard Probit or Tobit output ?
thanks, Ozgur
What do you mean by "model performance?" The -estat gof- command
after probit will give you the Hosmer-Lemeshow goodness-of-fit test,
if that is what you want. That test has gotten a lot of criticism
though, e.g. see
http://www.statisticalhorizons.com/hosmer-lemeshow
If that isn't what you mean maybe you could be more specific. Other
commands you might be interested in (.e.g. -estat clas-) can be found by typing
help probit_postestimation
-------------------------------------------
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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