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  • LR test

    Hi everyone,
    I've run a logit regression on my panel data. The sigma and LR test results are:
    Wald chi2(17) = 19820.52
    Prob > chi2 = 0.0000
    .
    .
    /sigma2_u | 9.127715 .1932545 (std. err)
    --------------------------------------------------------------------------------
    LR test vs. ologit model: chibar2(01) = 17901.55 Prob >= chibar2 = 0.0000

    Almost all the variables I've used are strongly significant. How can I interpret my model?! Is it sounds good ?!


  • #2
    Possibly this is helpful to evaluate the calibration of binary models, I refer you to the following paper from The State Journal, and this presentation from the 2018 Stata Conference.
    You can install the calibration belt package from the Stata command window:
    Code:
    net install gr0071
    There is an example data set and do file that you can get typing:
    Code:
    net get gr0071
    Note to first change your working directory to an appropriate folder before downloading.
    http://publicationslist.org/eric.melse

    Comment


    • #3
      Originally posted by Ali Niazi View Post
      Hi everyone,
      I've run a logit regression on my panel data. The sigma and LR test results are:
      Wald chi2(17) = 19820.52
      Prob > chi2 = 0.0000
      .
      .
      /sigma2_u | 9.127715 .1932545 (std. err)
      --------------------------------------------------------------------------------
      LR test vs. ologit model: chibar2(01) = 17901.55 Prob >= chibar2 = 0.0000

      Almost all the variables I've used are strongly significant. How can I interpret my model?! Is it sounds good ?!
      Excuse me, the ordered logit model

      Comment

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