USOS: Stata module for computing the unweighted sum of squares test for global goodness of fit after logistic model

Ariel Linden ()
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Ariel Linden: Linden Consulting Group, LLC

Statistical Software Components from Boston College Department of Economics

Abstract: usos is a post-estimation (estat) command following logistic/logit regression that implements the unweighted sum of squared errors (USOS) test for global goodness of fit (GOF). This method has been attributed to Copas (1989) and le Cessie and van Houwelingen (1995). Hosmer et al. (1997) report that this method (in addition to the Pearson chi-square method which is available in official Stata (logistic estat gof) offers superior power based on simulations. As such, they recommend the use of these two GOF approaches for confirmation of model fit or lack-of-fit. usos is based on Frank Harrell's residuals.lrm {rms} package in R (https://cran.r-project.org/web/packages/rms/rms.pdf).

Language: Stata
Requires: Stata version 11
Keywords: logistic regression; logit; goodness of fit (search for similar items in EconPapers)
Date: 2024-04-16
Note: This module should be installed from within Stata by typing "ssc install usos". 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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http://fmwww.bc.edu/repec/bocode/u/usos.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/u/usos.sthlp help file (text/plain)

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