IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s407201.html
 

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

Author

Listed:
  • J. Scott Long

    (Indiana University)

  • Jeremy Freese

    (Indiana University)

Programming Language

Stata

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.

Suggested Citation

  • J. Scott Long & Jeremy Freese, 2000. "FITSTAT: Stata module to compute fit statistics for single equation regression models," Statistical Software Components S407201, Boston College Department of Economics, revised 22 Feb 2001.
    • Handle: RePEc:boc:bocode:s407201
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/f/fitstat.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fitstat.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fitstat.pdf
    File Function: documentation file
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s407201. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.