You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
80 lines
2.8 KiB
Plaintext
80 lines
2.8 KiB
Plaintext
.-
|
|
help for ^fitstat^ - 03Nov2005
|
|
.-
|
|
|
|
To document: ztp and ztnb
|
|
: option nostata to supress bic aic based on stata formula
|
|
|
|
Compute fit statistics for single equation regression models.
|
|
-------------------------------------------------------------
|
|
|
|
^fitstat^ [^, s^aving^(name)^ ^u^sing^(name)^ ^b^ic ^force^ ^save^ ^diff^]
|
|
|
|
Description
|
|
-----------
|
|
|
|
^fitstat^ is a post-estimation command that computes a variety of measures
|
|
of fit for many kinds of regression models. It works after the following:
|
|
^clogit^, ^cnreg^, ^cloglog^, ^intreg^, ^logistic^, ^logit^, ^mlogit^, ^nbreg^, ^ocratio^,
|
|
^ologit^, ^oprobit^, ^poisson^, ^probit^, ^regress^, ^zinb^, and ^zip^. With the ^s^aving^()^
|
|
and ^u^sing^()^ options, it can also be used to compare fit measures for two
|
|
different models.
|
|
|
|
For all models, ^fitstat^ reports the log-likelihoods of the full and
|
|
intercept-only models, the deviance (D), the likelihood ratio chi-square
|
|
(G2), Akaike's Information Criterion (AIC), AIC*N, the Bayesian Information
|
|
Criterion (BIC), and BIC'.
|
|
|
|
For all models except ^regress^, ^fitstat^ reports McFadden's R2, McFadden's
|
|
adjusted R2, the maximum likelihood R2, and Cragg & Uhler's R2. These
|
|
measures all equal R2 for OLS regression. ^fitstat^ reports R2 and the
|
|
adjusted R2 after ^regress^.
|
|
|
|
fitstat reports the regular and adjusted count R2 for categorical data models.
|
|
For ordered or binary logit or probit models, as well as models for censored
|
|
data (^tobit^, ^cnreg^, or ^intreg^), it also reports McKelvey and Zavonia's R2.
|
|
In addition, it reports Efron's R2 for ^logit^ or ^probit^.
|
|
|
|
Not all measures are provided for models estimated with ^pweight^s or ^iweight^s.
|
|
|
|
Options
|
|
-------
|
|
|
|
^saving(^name^)^ saves the computed measures in a matrix for subsequent
|
|
comparisons. Name cannot be longer than 4 characters.
|
|
|
|
^using(^name^)^ compares the fit measures for the current model with those of
|
|
the model saved as name. Name cannot be longer than 4 characters.
|
|
|
|
^bic^ only presents information measures.
|
|
|
|
^force^ will compare two models even when the number of observations or the
|
|
estimation method varies between the two models.
|
|
|
|
^save^ and ^diff^ are equivalents of saving(0) and using(0) and do not require
|
|
the user to provide model names.
|
|
|
|
Examples
|
|
--------
|
|
|
|
To compute fit statistics for a single model:
|
|
|
|
. ^use mroz,clear^
|
|
. ^logit lfp k5 k618 age wc hc lwg inc^
|
|
. ^fitstat^
|
|
|
|
To compute and save fit measures:
|
|
|
|
. ^logit lfp k5 k618 age wc hc lwg inc^
|
|
. ^fitstat, saving(mod1)^
|
|
|
|
To compare saved model to current model:
|
|
|
|
. ^logit lfp k5 k618 age age2 wc hc lwg inc^
|
|
. ^fitstat, using(mod1)^
|
|
|
|
.-
|
|
Authors: J. Scott Long and Jeremy Freese
|
|
www.indiana.edu/~jslsoc/spost.htm
|
|
spostsup@@indiana.edu
|