FIRTHFIT: Stata module to compute model fit for Firth's logit models
firthfit computes measures of fit for Firth's logit models. firthfit reports the likelihoods of the intercept-only (null) model and the full model. Furthermore, firthfit computes the model AIC and BIC, Cox-Snell/maximum likelihood R2, Cragg-Uhler/Nagelkerke R2, Efron R2, McFadden R2, McFadden adjusted R2, McKelvey & Zavoina R2, as well as Tjur's D.
|Requires:||Stata version 13.1|
|Date of creation:||20 Apr 2016|
|Note:||This module should be installed from within Stata by typing "ssc install firthfit". Windows users should not attempt to download these files with a web browser.|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
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