RELYPLOT: Stata module to graph reliability plot of predictions for linear or logistic regression models

Joanne M. Garrett ()
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Joanne M. Garrett: University of North Carolina

Statistical Software Components from Boston College Department of Economics

Abstract: relyplot examines reliability of predicted risks following a logistic model. It creates categories of predicted risk, divided either into fractions, e.g. tenths, or any number of equal size groups (percentiles). It then calculates proportions of observed "events" among subjects within similar predictive probability categories. These proportions are plotted against a diagonal line for perfect fit (observed=predicted). Deviations from the line indicate worse prediction in those categories. relyplot can be repeated on a new sample using logistic regression estimates from another sample.

Language: Stata
Requires: Stata version 8.0
Keywords: reliability plot; logistic model; proportions (search for similar items in EconPapers)
Date: 2017-11-17, Revised 2017-11-22
Note: This module may be installed from within Stata by typing "ssc install relyplot". 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/r/relyplot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/relyplot.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458433

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