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]
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 16:31:33 -0500
At 02:18 PM 10/10/2013, Ozgur Ozdemir wrote:
Hi,
I am looking something similar to R-Square of OLS. To understand the
good of fit.
Is there anything else apart from Hosmer-Lemeshow goodnes of fit ?
thanks, Ozgur
probit and tobit automatically provide McFadden's Pseudo R^2 (at
least if you not using svyset data). The user-written fitstat command
(get the version that is part of spost9, i.e. type -findit spost9-)
offers several other fit statistics. You can also get BIC and AIC
statistics from stata. For a discussion, see
http://www3.nd.edu/~rwilliam/xsoc73994/L05.pdf
http://www.statisticalhorizons.com/r2logistic
----------------------------------------
> Date: Thu, 10 Oct 2013 11:56:38 -0500
> To: [email protected]; [email protected]
> From: [email protected]
> Subject: Re: st: Stata Probit performance
>
> 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
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> *
http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/
-------------------------------------------
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
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/