Buradasınız

LOGIT VE PROBIT MODELLERİNDE UYUM IYILIGI ÖLÇÜLERİ

GOODNESS OF FIT MEASURES IN LOGIT AND PROBIT

Journal Name:

Publication Year:

Keywords (Original Language):

Abstract (2. Language): 
In this paper, we calculate the different goodness of fit measures for both logit and probit model and compare the results. The findings of the study indicate that there are large numerical differences between the different measures. The results show that it is obviously important to ensure it is the same measure when comparing the goodness of fit values from the same estimation method on different data sets and models.
Abstract (Original Language): 
Bu çalışmada, farklı uyum iyiliği ölçülerinin hesaplanması ve hem logit hem de probit model için sonuçlarının karşılaştırılması amaçlanmıştır. Çalışma sonucunda elde edilen bulgular incelendiğinde, farklı uyum iyiliği ölçülerinin farklı sonuçlar verdiği görülmüştür. Sonuçlar göstermektedir ki; modellerin karşılaştırılması için aynı uyum iyiliği ölçüsünün hesaplanması ve kullanılması oldukça önemlidir.
1
12

REFERENCES

References: 

Aldrich,J, Nelson,F.,
Linear
Probability, Logit and Probit Models, Sage Publication, Beverly Hills 1984.
Cox, D.R. ,Snell, E.J., Analysis of Binary Data, İkinci Baskı, Chapman and Hall, London 1989.
Cragg, J.G., Uhler,R., "The Demand for Automobiles", Canadian Journal of Economics, 3, 1970, s.386-406.
Çağlayan, E., Astar, M. , "Enflasyon Hedeflemesi Yapan Ülkeler ve Taylor Kuralı", Finansal Araştırmalar ve Çalışmalar Dergisi, Cilt.1, No.2,
2010, s.25-34.
Efron, B.,
"Regressio
n and ANOVA with Zero-One Data: Measures of Residual Variation", Journal of the American Statistical Association, 73, 1978, s.113-121.
Estrella, A., "A New Measure of Fit For Equations With Dichotomous Dependent Variables", Journal Of Business & Economic Statistics, 16(2), 1998, s.198-205.
Hagle, T.M., Mitchell II,G.E.,"Goodness-of-fit Measures for Probit and Logit", American Journal of Political Science, 36, 1992, s.762-784.
Hodrick,R., Prescott, E., "Post-war U.S. Business Cycles: An Empirical Investigation", Journal of Money, Credit and Banking, 29, 1997,
s.1-16.
Long, J.S., "Scalar Measures of Fit for Regression Models", 2000, http://www.indiana.edu/~jsl650/
Long, J.S., Regression Models for Categorical and Limited Dependent Variables, Sage Pubications, USA 1997.
Maddala, G.S., Limited Dependent and Qualitative Variables in Econometrics, Cambridge University Press, Cambridge 1983.
Magee, L.G., "R2 Measures Based on W and LR Joint Significance Test Statistics", The American Statistician, 44, 1990, s.250-253.
McFadden, D., "Conditional Logit Analysis of Qualitative Choice Behavior", in Zarembka, P.(ed.), Frontiers in Econometrics, 105-142, Academic Press, New York 1973.
McKelvey, R., Zavoina,W. " A Statistical Model for the Analysis of Ordinal Level Dependent Variables", Journal of Mathematical Sociology, 4, 1975, s.103-120.
Nagelkerke, N.J.D. ,"A Note on a General Definition of the
12
Trakya Üniversitesi Sosyal Bilimler Dergisi
Aralık 2010 Cilt 12 Sayı 2 (1-12)
Coefficient of Determination", Biometrika, 78, 1991, s.691-692.
Taylor, B. John, "Discretion Versus Policy Rules in Practice", in Proceedings of the Carnegie-Rochester Conference Series on Public Policy, 39, 1993, s.195-214.
Veal,M.R., Zimmermann,K.F., "Comments on 'Goodness-of-fit Measures in Binary Choice Models", Econometric Reviews, 14, 1995, s.117-
120.
Veal,M.R., Zimmermann,K.F., "Evaulating Pseudo-R2's for Binary Probit Models", Quantity and Quality, 28, 1994, s.151-164.
Windmeijer, F.A.G., "Goodness-of fit Measures in Binary Choice Models", Econometric Reviews, 14, 1995, s.101-116.

Thank you for copying data from http://www.arastirmax.com