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80 lines
2.8 KiB
Plaintext
80 lines
2.8 KiB
Plaintext
7 months ago
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help for ^fitstat^ - 03Nov2005
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To document: ztp and ztnb
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: option nostata to supress bic aic based on stata formula
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Compute fit statistics for single equation regression models.
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-------------------------------------------------------------
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^fitstat^ [^, s^aving^(name)^ ^u^sing^(name)^ ^b^ic ^force^ ^save^ ^diff^]
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Description
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-----------
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^fitstat^ is a post-estimation command that computes a variety of measures
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of fit for many kinds of regression models. It works after the following:
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^clogit^, ^cnreg^, ^cloglog^, ^intreg^, ^logistic^, ^logit^, ^mlogit^, ^nbreg^, ^ocratio^,
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^ologit^, ^oprobit^, ^poisson^, ^probit^, ^regress^, ^zinb^, and ^zip^. With the ^s^aving^()^
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and ^u^sing^()^ options, it can also be used to compare fit measures for two
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different models.
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For all models, ^fitstat^ reports the log-likelihoods of the full and
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intercept-only models, the deviance (D), the likelihood ratio chi-square
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(G2), Akaike's Information Criterion (AIC), AIC*N, the Bayesian Information
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Criterion (BIC), and BIC'.
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For all models except ^regress^, ^fitstat^ reports McFadden's R2, McFadden's
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adjusted R2, the maximum likelihood R2, and Cragg & Uhler's R2. These
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measures all equal R2 for OLS regression. ^fitstat^ reports R2 and the
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adjusted R2 after ^regress^.
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fitstat reports the regular and adjusted count R2 for categorical data models.
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For ordered or binary logit or probit models, as well as models for censored
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data (^tobit^, ^cnreg^, or ^intreg^), it also reports McKelvey and Zavonia's R2.
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In addition, it reports Efron's R2 for ^logit^ or ^probit^.
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Not all measures are provided for models estimated with ^pweight^s or ^iweight^s.
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Options
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-------
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^saving(^name^)^ saves the computed measures in a matrix for subsequent
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comparisons. Name cannot be longer than 4 characters.
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^using(^name^)^ compares the fit measures for the current model with those of
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the model saved as name. Name cannot be longer than 4 characters.
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^bic^ only presents information measures.
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^force^ will compare two models even when the number of observations or the
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estimation method varies between the two models.
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^save^ and ^diff^ are equivalents of saving(0) and using(0) and do not require
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the user to provide model names.
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Examples
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--------
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To compute fit statistics for a single model:
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. ^use mroz,clear^
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. ^logit lfp k5 k618 age wc hc lwg inc^
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. ^fitstat^
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To compute and save fit measures:
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. ^logit lfp k5 k618 age wc hc lwg inc^
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. ^fitstat, saving(mod1)^
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To compare saved model to current model:
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. ^logit lfp k5 k618 age age2 wc hc lwg inc^
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. ^fitstat, using(mod1)^
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.-
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Authors: J. Scott Long and Jeremy Freese
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www.indiana.edu/~jslsoc/spost.htm
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spostsup@@indiana.edu
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