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On Pearson's X^2 for categorical response variables

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  • Jeroen Weesie

    (Utrecht University)

Abstract

In this talk I discuss Pearson's X2 as a measure of goodness of fit for quantal response models, including binary outcome models (logit, probit, gompit), multinomial logistic regression (mlogit) and conditional logistic regression (clogit). Large sample results for X2 have been derived by a.o. McCullagh and Windmeijer. A Stata implementation of the test will be illustrated.

Suggested Citation

  • Jeroen Weesie, 2002. "On Pearson's X^2 for categorical response variables," Dutch-German Stata Users' Group Meetings 2002 7, Stata Users Group.
    • Handle: RePEc:boc:dsug02:7
    as

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    File URL: http://fmwww.bc.edu/RePEc/dsug2002/nsgg_pearsonx2.pdf
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    References listed on IDEAS

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    1. F.A.G. Windmeijer, 1990. "The asymptotic distribution of the sum of weighted squared residuals in binary choice models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 44(2), pages 69-78, June.
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