On Pearson's X^2 for categorical response variables

In this talk I discuss Pearson's X2 as a measure of goodness of fit for quantal response models, including binary outcome models (logit, probit, gompit), multinomial logistic regression (mlogit) and conditional logistic regression (clogit). Large sample results for X2 have been derived by a.o. McCullagh and Windmeijer. A Stata implementation of the test will be illustrated.

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Year of publication:	2002-06-06
Authors:	Weesie, Jeroen
Institutions:	Stata User Group

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Extent:	application/pdf
Series:	Dutch-German Stata Users' Group Meetings 2002.
Type of publication:	Book / Working Paper
Language:	English
Notes:	The text is part of a series Dutch-German Stata Users' Group Meeting, 2002 Number 7
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005103054