On Pearson's X^2 for categorical response variables

Jeroen Weesie ()
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Jeroen Weesie: Utrecht University

No 7, Dutch-German Stata Users' Group Meetings 2002 from Stata Users Group

Abstract: 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.

Date: 2002-06-06
New Economics Papers: this item is included in nep-dcm and nep-ecm
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http://fmwww.bc.edu/RePEc/dsug2002/nsgg_pearsonx2.pdf (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:dsug02:7

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