各位学长:小弟正学习Logit模型,用eviwes输出结果后不知如何进行检验和模型评价,例如如何利用Z统计量评价显著性?如何评价模型的优劣?请学长帮助啊!!!谢谢!!!如下例,都需要达到哪些指标才可以采用啊?
Variable
| Coefficient
| Std. Error
| z-Statistic
| Prob.
|
|
|
|
|
|
C
| -13.02135
| 4.931317
| -2.640541
| 0.0083
|
X1
| 2.826113
| 1.262940
| 2.237726
| 0.0252
|
X2
| 0.095158
| 0.141554
| 0.672235
| 0.5014
|
X3
| 2.378688
| 1.064563
| 2.234426
| 0.0255
|
|
|
|
|
|
Mean dependent var
| 0.343750
| S.D. dependent var
| 0.482559
|
S.E. of regression
| 0.384716
| Akaike info criterion
| 1.055602
|
Sum squared resid
| 4.144171
| Schwarz criterion
| 1.238819
|
Log likelihood
| -12.88963
| Hannan-Quinn criter.
| 1.116333
|
Restr. log likelihood
| -20.59173
| Avg. log likelihood
| -0.402801
|
LR statistic (3 df)
| 15.40419
| McFadden R-squared
| 0.374038
|
Probability(LR stat)
| 0.001502
|
|
|
|