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FIRTHFIT: Stata module to compute model fit for Firth's logit models

Author

Listed:
  • Alexander Staudt

    () (Universit├Ąt Mannheim)

Abstract

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.

Suggested Citation

  • Alexander Staudt, 2016. "FIRTHFIT: Stata module to compute model fit for Firth's logit models," Statistical Software Components S458175, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s458175
    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.
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    File URL: http://fmwww.bc.edu/repec/bocode/f/firthfit.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/firthfit.sthlp
    File Function: help file
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    More about this item

    Keywords

    Firth; logit; goodness of fit;

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