English, Article edition: FITSTAT: Stata module to compute fit statistics for single equation regression models J. Scott Long; Jeremy Freese

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Bookmark: http://trove.nla.gov.au/version/103459
Physical Description
  • code
Language
  • English

Edition details

Title
  • FITSTAT: Stata module to compute fit statistics for single equation regression models
Author
  • J. Scott Long
  • Jeremy Freese
Physical Description
  • code
Notes
  • 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 saving() and using() 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. This is version 1.6.4 of the software.
  • goodness of fit, regression, logit, provit, poisson
  • RePEc:boc:bocode:s407201
Language
  • English
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