Re: st: prob>chi2 in probit results

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[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index] Re: st: prob>chi2 in probit results From Maarten Buis To [email protected] Subject Re: st: prob>chi2 in probit results Date Wed, 30 Jan 2013 10:56:05 +0100 On Tue, Jan 29, 2013 at 8:24 PM, nola l wrote: > Is it correct that as my results showed Prob > chi2 = 0.6615 > which is greater than 0.05, then my model is not a good model and I > could not really use it? The null hypothesis of that test is not "my model is not a good model" but "all coefficients except the constant are equal to 0", and in this case you cannot reject that hypothesis. This does not mean that all coefficients except the constant are 0, but only that there is insufficient evidence in your data to reject that hypothesis; an absence of evidence is not the same as evidence of absence. However this is a result that does worry me, and would lead me to consider the variables involved very carefully, and I would probably end up using less variables in my model. > Is it correct that in order to have a acceptable model, I have to get > prob>chi2 Is there any other command that I can use to test my probit model is > usable or not? I would not look for statistical tests, they are typically not that helpful when selecting a model. There is discussion of various diagnosics in http://www.stata.com/bookstore/generalized-linear-models-and-extensions/ and http://www.stata.com/bookstore/regression-models-categorical-dependent-variables/ Hope this helps, Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ Follow-Ups: Re: st: prob>chi2 in probit results From: nola l References: st: prob>chi2 in probit results From: nola l Prev by Date: Re: st: Hausman test Next by Date: Re: st: Trouble with mixlogit (error) with binary dependent variable Previous by thread: st: prob>chi2 in probit results Next by thread: Re: st: prob>chi2 in probit results Index(es): Date Thread © Copyright 1996–2018 StataCorp LLC | Terms of use | Privacy | Contact us | Site index

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