English, Article edition: WILLIAMS: Stata module to estimate logistic regression via Williams procedure Joseph Hilbe

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Bookmark: http://trove.nla.gov.au/version/175034
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  • code
Language
  • English

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Title
  • WILLIAMS: Stata module to estimate logistic regression via Williams procedure
Author
  • Joseph Hilbe
Physical Description
  • code
Notes
  • The Williams procedure, originally written in GLIM, helps accomodate for overdispersion in binomial (proportional) models. It is not a post facto sort of adjustment; rather there is an adjustment made to the variance at each iteration in the IRLS routine. The Williams procedure iteratively reduces the Chi2-based dispersion to approximately 1.0. An extra parameter, called phi, is used to scale the variance function. It changes with each iteration. The value of phi which results in a chi2-based dispersion of 1.0 is then used to weight a standard grouped logistic regression. The final weighted logistic regression displays p-values based on t-statistics per recommendation of D. Collett (1991), Modeling Binary Data, Chapman &​ Hall, p 196.
  • RePEc:boc:bocode:s354901
Language
  • English
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