Stata : liste de modules utiles
Graphics
stripplot
ssc install stripplot
Voir aussi les autres commandes graphiques développées par Nick Cox
Reporting
fitstat
La commande fitstat, développée par les auteurs de Regression Models for Categorical Dependent Variables Using Stata [1] fournit des indicateurs additionnels de qualité d’ajustement d’une large variété de modèles de régression. Elle est compatible avec
Exemple :
webuse lbw tabulate race, gen(irace) logit low lwt irace2 irace3 ui, or nolog fitstat
set more off webuse lbw (Hosmer & Lemeshow data) tabulate race, gen(irace) race | Freq. Percent Cum. ------------+----------------------------------- white | 96 50.79 50.79 black | 26 13.76 64.55 other | 67 35.45 100.00 ------------+----------------------------------- Total | 189 100.00 logit low lwt irace2 irace3 ui, or nolog Logistic regression Number of obs = 189 LR chi2(4) = 15.15 Prob > chi2 = 0.0044 Log likelihood = -109.76147 Pseudo R2 = 0.0646 ------------------------------------------------------------------------------ low | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lwt | .9862315 .0063834 -2.14 0.032 .9737992 .9988226 irace2 | 3.032503 1.485612 2.26 0.024 1.160916 7.921398 irace3 | 1.616586 .5835255 1.33 0.183 .7967967 3.279819 ui | 2.299748 .9819923 1.95 0.051 .9959037 5.310596 _cons | 1.628981 1.399932 0.57 0.570 .302274 8.778724 ------------------------------------------------------------------------------ fitstat Measures of Fit for logit of low Log-Lik Intercept Only: -117.336 Log-Lik Full Model: -109.761 D(184): 219.523 LR(4): 15.149 Prob > LR: 0.004 McFadden's R2: 0.065 McFadden's Adj R2: 0.022 ML (Cox-Snell) R2: 0.077 Cragg-Uhler(Nagelkerke) R2: 0.108 McKelvey & Zavoina's R2: 0.115 Efron's R2: 0.078 Variance of y*: 3.718 Variance of error: 3.290 Count R2: 0.683 Adj Count R2: -0.017 AIC: 1.214 AIC*n: 229.523 BIC: -744.959 BIC': 5.818 BIC used by Stata: 245.732 AIC used by Stata: 229.523
Une commande de post-estimation similaire est prvalue
Attention, pour installer cette commande correctement il faut bien choisir le package spost9
et non l’entrée correspondant à un Stata Journal.
quietly: summarize lwt, detail display r(p50) prvalue, x(lwt=121 irace2=1 irace3=0 ui=1)
quietly: summarize lwt, detail display r(p50) 121 prvalue, x(lwt=121 irace2=1 irace3=0 ui=1) logit: Predictions for low Confidence intervals by delta method 95% Conf. Interval Pr(y=1|x): 0.6797 [ 0.4394, 0.9201] Pr(y=0|x): 0.3203 [ 0.0799, 0.5606] lwt irace2 irace3 ui x= 121 1 0 1
Références
[1] |
J. Scott Long and J. Freese.
Regression Models For Categorical Dependent Variables Using
Stata.
Stata Press, 2001.
Keywords: Stata |