Object Reference : Object View and Procedure Reference : Equation
  
 
testfit
Carry out the Hosmer-Lemeshow and/or Andrews goodness-of-fit tests for estimated binary models.
Syntax
binary_equation.testfit(options)
Options
 
h
Group by the predicted values of the estimated equation.
s=series_name
Group by the specified series.
integer (default=10)
Specify the number of quantile groups in which to classify observations.
u
Unbalanced grouping. Default is to randomize ties to balance the number of observations in each group.
v
Group according to the values of the reference series.
l=integer (default=100)
Limit the number of values to use for grouping. Should be used with the “voption.
prompt
Force the dialog to appear from within a program.
p
Print the result of the test.
Examples
equation eq1.binary work c age edu
eq1.testfit(h,5,u)
estimates a probit specification, and tests goodness-of-fit by comparing five unbalanced groups of actual data to those estimated by the model.
Cross-references
See “Goodness-of-Fit Tests” for a discussion of the Andrews and Hosmer-Lemeshow tests.