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USOS: Stata module for computing the unweighted sum of squares test for global goodness of fit after logistic model

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Stata

Abstract

usos is a post-estimation (estat) command following logistic/logit regression that implements the unweighted sum of squared errors (USOS) test for global goodness of fit (GOF). This method has been attributed to Copas (1989) and le Cessie and van Houwelingen (1995). Hosmer et al. (1997) report that this method (in addition to the Pearson chi-square method which is available in official Stata (logistic estat gof) offers superior power based on simulations. As such, they recommend the use of these two GOF approaches for confirmation of model fit or lack-of-fit. usos is based on Frank Harrell's residuals.lrm {rms} package in R (https://cran.r-project.org/web/packages/rms/rms.pdf).

Suggested Citation

  • Ariel Linden, 2024. "USOS: Stata module for computing the unweighted sum of squares test for global goodness of fit after logistic model," Statistical Software Components S459319, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459319
    Note: This module should be installed from within Stata by typing "ssc install usos". 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/u/usos.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/u/usos.sthlp
    File Function: help file
    Download Restriction: no
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