FITSTAT: Stata module to compute fit statistics for single equation regression models

J. Scott Long () and Jeremy Freese ()
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J. Scott Long: Indiana University
Jeremy Freese: Indiana University

Statistical Software Components from Boston College Department of Economics

Abstract: fitstat is a post-estimation command that computes a variety of measures of fit for many kinds of regression models. It works after the following: clogit, cnreg, cloglog, intreg, logistic, logit, mlogit, nbreg, ocratio, ologit, oprobit, poisson, probit, regress, zinb, and zip. With the saving() and using() options, it can also be used to compare fit measures for two different models. For all models, fitstat reports the log-likelihoods of the full and intercept-only models, the deviance (D), the likelihood ratio chi-square (G2), Akaike's Information Criterion (AIC), AIC*N, the Bayesian Information Criterion (BIC), and BIC'. For all models except regress, fitstat reports McFadden's R2, McFadden's adjusted R2, the maximum likelihood R2, and Cragg & Uhler's R2. These measures all equal R2 for OLS regression. fitstat reports R2 and the adjusted R2 after regress. fitstat reports the regular and adjusted count R2 for categorical data models. For ordered or binary logit or probit models, as well as models for censored data (tobit, cnreg, or intreg), it also reports McKelvey and Zavonia's R2. In addition, it reports Efron's R2 for logit or probit. This is version 1.6.4 of the software.

Language: Stata
Requires: Stata version 6.0
Keywords: goodness of fit; regression; logit; provit; poisson (search for similar items in EconPapers)
Date: 2000-02-11, Revised 2001-02-22
Note: This module may be installed from within Stata by typing "ssc install fitstat". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/f/fitstat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fitstat.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fitstat.pdf documentation file (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s407201

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