Measuring associations and evaluating forecasts of categorical and discrete variables

Jochem Huismans, Andrei Sirchenko and Jan Willem Nijenhuis
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Jochem Huismans: Universiteit van Amsterdam
Jan Willem Nijenhuis: Universiteit Twente

German Stata Users' Group Meetings 2022 from Stata Users Group

Abstract: This presentation introduces a new Stata command, classify, that constructs a classification table and computes various measures of association between two categorical variables, as well as diagnostic scores of the accuracy of probabilistic and deterministic forecasts of a categorical (binary and multiclass ordinal or nominal) variable. We compiled a comprehensive list of about 200 coefficients, along with the synonymy and bibliography associated with them. In addition to the general measures, the command also computes the class-specific measures for each class as well as their macro and weighted averages.

Date: 2022-06-10
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http://repec.org/dsug2022/germany22_nijenhuis2.pdf presentation materials (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:dsug22:05

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