Scalar measures of fit for regression models
Abstract
Submissions to the STB, including submissions to the supporting files (programs, datasets, and help files), are on a nonexclusive, free-use basis. In particular, the author grants to StataCorp the nonexclusive right to copyright and distribute the material in accordance with the Copyright Statement below. The author also grants to StataCorp the right to freely use the ideas, including communication of the ideas to other parties, even if the material is never published in the STB. Submissions should be addressed to the Editor. Submission guidelines can be obtained from either the editor or StataCorp. Copyright Statement. The Stata Technical Bulletin (STB) and the contents of the supporting files (programs, datasets, and help files) are copyright c by StataCorp. The contents of the supporting files (programs, datasets, and help files), may be copied or reproduced by any means whatsoever, in whole or in part, as long as any copy or reproduction includes attribution to both (1) the author and (2) the STB. The insertions appearing in the STB may be copied or reproduced as printed copies, in whole or in part, as long as any copy or reproduction includes attribution to both (1) the author and (2) the STB. Written permission must be obtained from Stata Corporation if you wish to make electronic copies of the insertions. Users of any of the software, ideas, data, or other materials published in the STB or the supporting files understand that such use is made without warranty of any kind, either by the STB, the author, or Stata Corporation. In particular, there is no warranty of fitness of purpose or merchantability, nor for special, incidental, or consequential damages such as loss of profits. The purpose of the STB is to promote free communication among Stata users.
References (43)
- Cox, N. J. 1999. dm69: Further new matrix commands. Stata Technical Bulletin 50: 5-9. Reprinted in The Stata Technical Bulletin Reprints, vol. 9, pp. 29-34.
- Harville, D. A. 1997. Matrix Algebra from a Statistician's Perspective. New York: Springer-Verlag.
- Weesie, J. 1997. dm49: Some new matrix commands. Stata Technical Bulletin 39: 17-20. Reprinted in The Stata Technical Bulletin Reprints, vol. 7, pp. 43-48.
- References Cox, N. J. 1999a. dm45.1: Changing string variables to numeric: update. Stata Technical Bulletin 49: 2. Reprinted in Stata Technical Bulletin Reprints, vol. 9, p. 14.
- --. 1999b. dm45.2: Changing string variables to numeric: correction. Stata Technical Bulletin 52: 2. Reprinted in Stata Technical Bulletin Reprints, vol. 9, p. 14.
- References Tobias, A. 1998. sbe20: Assessing heterogeneity in meta-analysis: the Galbraith plot. Stata Technical Bulletin 41: 15-17. Reprinted in Stata Technical Bulletin Reprints, vol. 7, pp. 133-136.
- References Tobias, A. 1999. sbe28: Meta-analysis of p-values. Stata Technical Bulletin 49: 15-17. Reprinted in Stata Technical Bulletin Reprints, vol. 9, pp. 138-140.
- Altman, D. G. and J. M. Bland. 1994a. Diagnostic tests 1: sensitivity and specificity. British Medical Journal 308: 1552.
- --. 1994b. Diagnostic tests 2: predictive values. British Medical Journal 309: 102.
- Drum, D. E. and J. S. Christacapoulos. 1972. Hepatic scintigraphy in clinical decision making. Journal of Nuclear Medicine 13: 908-915.
- Gardner, M. J. and D. G. Altman. 1989. Calculating confidence intervals for proportions and their differences. In Statistics with Confidence, ed. M. J. Gardner and D. G. Altman. London: BMJ Publishing Group.
- References Anderson, J. A. 1984. Regression and ordered categorical variables. Journal of the Royal Statistical Society, Series B 46: 1-30.
- Breen, R. 1994. Individual level models for mobility tables and other cross-classifications. Sociological Methods & Research 33: 147-173.
- DiPrete, T. A. 1990. Adding covariates to loglinear models for the study of social mobility. American Sociological Review 55: 757-773.
- Goodman, L. A. 1979. Multiplicative models for the analysis of occupational mobility tables and other kinds of cross-classification tables. American Journal of Sociology 84: 804-819.
- Hendrickx, J. 1999. dm73: Using categorical variables in Stata. Stata Technical Bulletin 52: 2-8. Reprinted in Stata Technical Bulletin Reprints, vol. 9, pp. 51-59.
- Logan, J. A. 1983. A multivariate model for mobility tables. American Journal of Sociology 89: 324-349. sg143 Cronbach's alpha one-sided confidence interval
- References Bravo, G. and L. Potvin. 1991. Estimating the reliability of continuous measures with Cronbach's alpha or the intraclass correlation coefficient: toward the integration of two traditions. Journal of Clinical Epidemiology 44: 381-390.
- Cronbach, L. J. 1951. Coefficient alpha and the internal structure of a test. Psychometrika 16: 297-334.
- Feldt L. S. 1965. The approximate sampling distribution of Kuder-Richardson reliability coefficient twenty. Psychometrika 30: 357-371.
- Guttman L. 1953. Reliability formulas that do not assume experimental independence. Psychometrika 18: 225-239.
- Kristoff W. 1963. The statistical theory of stepped-up reliability coefficients when a test has been divided into several equivalent parts. Psychometrika 28: 221-238.
- Reference McDonald, J. F. and R. A. Moffitt. 1980. The uses of tobit analysis. The Review of Economics and Statistics 62: 318-387. sg145 Scalar measures of fit for regression models
- References Long, J. S. 1997. Regression Models for Categorical and Limited Dependent Variables. Thousand Oaks, CA: Sage.
- Raftery, A. E. 1996. Bayesian model selection in social research. In Sociological Methodology, ed. P. V. Marsden, 111-163. Oxford: Basil Blackwell. sg146 Parameter estimation for the generalized extreme value distribution
- References Dupuis, D. J. 1996. Estimating the probability of obtaining nonfeasible parameter estimates of the generalized extreme-value distribution. Journal of Statistical Computation and Simulation 54: 23-38.
- Dupuis, D. J. and M. Tsao. 1998. A hybrid estimator for generalized pareto and extreme-value distributions. Communications in Statistics-Theory and Methods 27(4): 925-941.
- Greenwood, J. A., J. M. Landwehr, N. C. Matelas, and J. R. Wallis. 1975. Probability-weighted moments: definition and relation to parameters of several distributions expressible in inverse form. Water Resources Research 15: 1049-1054.
- Hosking, J. R. M., J. R. Wallis, and E. F. Wood. 1985. Estimation of the generalized extreme-value distribution by the method of probability-weight moments. Technometrics 27: 251-261.
- Jenkinson, A. F. 1955. The frequency distribution of the annual maximum (or minimum) of meteorological elements. Quarterly Journal of the Royal Meteorological Society 81: 158-171.
- Scotto, M. G. 2000. sg140: The Gumbel quantile plot and a test for choice of extreme models. Stata Technical Bulletin 55: 23-25. sg147 Hill estimator for the index of regular variation Manuel G. Scotto, University of Lisbon, Portugal, arima@mail.telepac.pt Abstract: The Hill estimator for the index of regular variation is presented. We also pay attention to the Hill plot since the statistical analysis based on the Hill estimator is usually summarized graphically.
- References Hill, B. 1975. A simple approach to inference about the tail of a distribution. Annals of Statistics 3: 1163-1174.
- Resnick, S. I. 1997. Heavy tail modelling and teletraffic data. Annals of Statistics 25: 1805-1869.
- References Clayton, D. and M. Hills. 1993. Statistical Models in Epidemiology. Oxford: Oxford University Press.
- Parker, L., M. S. Pearce, H. O. Dickinson, M. Aitkin, and A. W. Craft. 1999. Stillbirths among the offspring of male radiation workers at the Sellafield nuclear reprocessing plant. Lancet 354: 1407-1414.
- References Edwards, J. H. 1961. The recognition and estimation of cyclic trends. Annals of Human Genetics 25: 83-87.
- Elwood, J. M. 1975. Seasonal variation in anencephalus in Canada. Br. J. Prev. Soc. Med. 29: 22-26.
- Roger, J. H. 1977. A significance test for cyclic trends in incidence data. Biometrika 64: 152-155.
- Rothwell, P. M., A. Staines, P. Smail, E. Wadsworth, and P. McKinney. 1996. Seasonality of birth of patients with childhood diabetes in Britain. British Medical Journal 312: 1456-57.
- St. Leger, A. S. 1976. Comparison of two tests for seasonality in epidemiological data. Applied Statistics 25: 280-286.
- Walter, S. D. 1994. Calendar effects in the analysis of seasonal data. American Journal of Epidemiology 140: 649-57.
- Walter, S. D. and J. M. Elwood. 1975. A test for seasonality of events with a variable population at risk. Br. J. Prev. Soc. Med. 29: 18-21.
- Westerbeek, R. M. C., V. Blair, O. B. Eden, A. M. Kelsey, R. F. Stevens, A. M. Will, G. M. Taylor, and J. M. Birch. 1998. Seasonal variations in the onset of childhood leukemia and lymphoma. British Journal of Cancer 78: 119-24.