Model fit assessment via marginal model plots

We present a new Stata command, mmp, that generates marginal model plots (Cook and Weisberg, 1997, Journal of the American Statistical Association 92: 490–499) for a regression model. These plots allow for the comparison of the fitted model with a nonparametric or semiparametric model fit. The user may precisely specify how the alternative fit is computed. Demonstrations are given for logistic and linear regressions, using the lowess smoother to generate the alternate fit. Guidelines for the use of mmp under different models (through glm and other commands) and different smoothers (such as lpoly) are also presented.


Issue Date:
2010
Publication Type:
Journal Article
DOI and Other Identifiers:
st0189 (Other)
PURL Identifier:
http://purl.umn.edu/152305
Published in:
Stata Journal, Volume 10, Number 2
Page range:
215-225
Total Pages:
11

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