Title

fitstat -- Scalar measures of fit for regression models

General syntax

fitstat, [ save diff saving(name) using(name) force ic ]

Overview

fitstat is a post-estimation command that computes measures
of fit for the following regression models: clogit, cloglog,
intreg, logistic, logit, mlogit, nbreg,
ocratio, ologit, oprobit, poisson, probit,
regress, tnbreg, tpoisson, zinb, zip,
ztnb, ztp.
With the save and diff options
(or saving() and using()),
fitstat compares fit measures for two models.

For all models, fitstat reports the log-likelihoods of the full and
intercept-only models, the deviance (D), the likelihood ratio or Wald chi-square,
Akaike's Information Criterion (AIC), AIC/N, and the Bayesian Information
Criterion (BIC).

Except for regress, fitstat reports
McFadden's R2, McFadden's adjusted R2, the maximum likelihood R2,
and Cragg & Uhler's R2.
These measures equal R2 for OLS regression.
fitstat reports R2 and the adjusted R2 after regress.
fitstat reports the regular and adjusted count R2 for
models with categorical outcomes.
For ordered or binary logit or probit models, as well as models for censored
data (tobit, cnreg, or intreg),
it reports McKelvey and Zavoina's R2.
In addition, it reports Efron's R2 for logit or probit,
and reports Tjur's Coefficient of Discrimination for binary outcome models.

Not all measures are provided for models estimated with pweights or iweights.

Options

save saves the computed measures in a matrix for subsequent
comparisons.

saving(name) is equivalent to save but allows
you to save the current model with a name of 16 characters of less.

diff compares the fit measures for the current model
(i.e., the model in memory) with those saved using save. If a
likelihood-ratio test comparing the two models is permitted by Stata's
lrtest command, the results will be presented in the row labeled
"p-value".

using(name) is equivalent to diff
but allow you to refer to saved results by name used with saving().

force will provide comparisons and likelihood-ratio test results
even if number of observations differs or other differences suggest the comparison
is invalid.

ic only presents information measures.

Examples

Compute fit statistics for a single model

. use mroz,clear

. logit lfp k5 k618 age wc hc lwg inc

. fitstat

Obtain AIC and BIC measures only

. fitstat, ic

Compare fit statistics for models

. logit lfp k5 k618 age wc hc lwg inc

. fitstat, save

. logit lfp k5 k618 age age2 wc hc lwg inc

. fitstat, diff

Compare fit statistics with named models

. logit lfp k5 k618 age age2 wc hc lwg inc

. fitstat, saving(agesq)

. logit lfp k5 k618 age wc hc lwg inc

. fitstat, using(agesq)