Least likely observations in regression models for categorical outcomes

Jeremy Freese
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Jeremy Freese: University of Wisconsin-Madison

Stata Journal, 2002, vol. 2, issue 3, 296-300

Abstract: This article presents a method and program for identifying poorly fitting observations for maximum-likelihood regression models for categorical dependent variables. After estimating a model, the program leastlikely will list the observations that have the lowest predicted probabilities of observing the value of the outcome category that was actually observed. For example,when run after estimating a binary logistic regression model,leastlikely will list the observations with a positive outcome that had the lowest predicted probabilities of a positive outcome and the observations with a negative outcome that had the lowest predicted probabilities of a negative outcome. These can be considered the observations in which the outcome is most surprising given the values of the independent variables and the parameter estimates and, like observations with large residuals in ordinary least squares regression, may warrant individual inspection. Use of the program is illustrated with examples using binary and ordered logistic regression. Copyright 2002 by Stata Corporation.

Keywords: outliers; predicted probabilities; categorical dependent variables; logistic regression (search for similar items in EconPapers)
Date: 2002
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