| Registro completo |
| Provedor de dados: |
AgEcon
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| País: |
United States
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| Título: |
Least likely observations in regression models for categorical outcomes
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| Autores: |
Freese, Jeremy
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| Data: |
2011-09-29
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| Ano: |
2002
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| Palavras-chave: |
Outliers
Predicted probabilities
Categorical dependent variables
Logistic regression
Research Methods/ Statistical Methods
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| Resumo: |
This article presents a method and program for identifying poorly fitting observations for maximum-likelihood regression models for categorical dependent variables. After estimating a model, the program least likely will list the observations that have the lowest predicted probabilities of observing the value of the outcome category that was actually observed. For example, when run after estimating a binary logistic regression model, least likely will list the observations with a positive outcome that had the lowest predicted probabilities of a positive outcome and the observations with a negative outcome that had the lowest predicted probabilities of a negative outcome. These can be considered the observations in which the outcome is most surprising given the values of the independent variables and the parameter estimates and, like observations with large residuals in ordinary least squares regression, may warrant individual inspection. Use of the program is illustrated with examples using binary and ordered logistic regression.
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| Tipo: |
Journal Article
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| Idioma: |
Inglês
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| Identificador: |
st0022
http://purl.umn.edu/116014
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| Relação: |
Stata Journal>Volume 2, Number 3, 3rd Quarter 2002
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| Formato: |
5
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