[R] logit postestimation -- Postestimation tools for logit
Description
The following postestimation commands are of special interest after logit:
Command Description
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estat classification report various summary statistics, including the classification table
estat gof Pearson or Hosmer-Lemeshow goodness-of-fit test
lroc compute area under ROC curve and graph the curve
lsens graph sensitivity and specificity versus probability cutoff
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These commands are not appropriate after the svy prefix.
The following standard postestimation commands are also available:
Command Description
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contrast contrasts and ANOVA-style joint tests of estimates
estat AIC, BIC, VCE, and estimation sample summary
estat (svy) postestimation statistics for survey data
estimates cataloging estimation results
lincom point estimates, standard errors, testing, and inference for linear combinations of coefficients
linktest link test for model specification
(1) lrtest likelihood-ratio test
margins marginal means, predictive margins, marginal effects, and average marginal effects
marginsplot graph the results from margins (profile plots, interaction plots, etc.)
nlcom point estimates, standard errors, testing, and inference for nonlinear combinations of coefficients
predict predictions, residuals, influence statistics, and other diagnostic measures
predictnl point estimates, standard errors, testing, and inference for generalized predictions
pwcompare pairwise comparisons of estimates
suest seemingly unrelated estimation
test Wald tests of simple and composite linear hypotheses
testnl Wald tests of nonlinear hypotheses
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(1) lrtest is not appropriate with svy estimation results.
statistic Description
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Main
pr probability of a positive outcome; the default
xb linear prediction
stdp standard error of the prediction
* dbeta Pregibon (1981) Delta-Beta influence statistic
* deviance deviance residual
* dx2 Hosmer and Lemeshow (2000) Delta chi-squared influence statistic
* ddeviance Hosmer and Lemeshow (2000) Delta-D influence statistic
* hat Pregibon (1981) leverage
* number sequential number of the covariate pattern
* residuals Pearson residuals; adjusted for number sharing covariate pattern
* rstandard standardized Pearson residuals; adjusted for number sharing covariate pattern
score first derivative of the log likelihood with respect to xb
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Unstarred statistics are available both in and out of sample; type predict ... if e(sample) ... if wanted only for
the estimation sample. Starred statistics are calculated only for the estimation sample, even when if e(sample) is
not specified.
pr, xb, stdp, and score are the only options allowed with svy estimation results.