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On Pearson's X^2 for categorical response variables

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Author Info
Jeroen Weesie () (Utrecht University)
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.

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File URL: http://fmwww.bc.edu/RePEc/dsug2002/nsgg_pearsonx2.pdf
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Paper provided by Stata Users Group in its series Dutch-German Stata Users' Group Meetings 2002 with number 7.

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Date of creation: 06 Jun 2002
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Handle: RePEc:boc:dsug02:7

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