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RELYPLOT: Stata module to graph reliability plot of predictions for linear or logistic regression models

Author

Listed:
  • Joanne M. Garrett

    (University of North Carolina)

Programming Language

Stata

Abstract

relyplot examines reliability of predicted risks following a logistic model. It creates categories of predicted risk, divided either into fractions, e.g. tenths, or any number of equal size groups (percentiles). It then calculates proportions of observed "events" among subjects within similar predictive probability categories. These proportions are plotted against a diagonal line for perfect fit (observed=predicted). Deviations from the line indicate worse prediction in those categories. relyplot can be repeated on a new sample using logistic regression estimates from another sample.

Suggested Citation

  • Joanne M. Garrett, 2017. "RELYPLOT: Stata module to graph reliability plot of predictions for linear or logistic regression models," Statistical Software Components S458433, Boston College Department of Economics, revised 22 Nov 2017.
    • Handle: RePEc:boc:bocode:s458433
    Note: This module may be installed from within Stata by typing "ssc install relyplot". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/relyplot.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/relyplot.sthlp
    File Function: help file
    Download Restriction: no
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