GLMCORR: Stata module for correlation measure of predictive power for GLMs

Nicholas Cox ()

Statistical Software Components from Boston College Department of Economics

Abstract: glmcorr calculates the correlation and the jackknifed correlation between the response and the fitted or predicted response together with the root mean square error after glm. Zheng and Agresti (Statistics in Medicine 2000) discuss this correlation as a general measure of predictive power for GLMs.

Language: Stata
Requires: Stata version 7.0
Keywords: generalized linear model; glm; diagnostics (search for similar items in EconPapers)
Date: 2002-10-08, Revised 2004-08-04
Note: This module may be installed from within Stata by typing "ssc install glmcorr". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/glmcorr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/glmcorr.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s428101

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