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Assessing Fit Quality and Testing for Misspecification in Binary-Dependent Variable Models

Bibliographic Data

ID7971089
AuthorsJustin E Esarey (0000-0002-6592-770X, Rice University, corresponding author), Justin Esarey, Andrew Pierce (0000-0001-5995-2469, Emory University)
Year2012
Volume20
Issue4
Pages480-500
Publication date2012-01-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenuePolitical Analysis (JOURNAL)
Journal identifiersISSN: 1047-1987 • E-ISSN: 1476-4989
PublisherCambridge University Press (CUP) (PUBLISHER)
DOI10.1093/pan/mps026
OpenAlexW2314155091
LanguageEN
Citations received2
References cited28

In this article, we present a technique and critical test statistic for assessing the fit of a binary-dependent variable model (e.g., a logit or probit). We examine how closely a model's predicted probabilities match the observed frequency of events in the data set, and whether these deviations are systematic or merely noise. Our technique allows researchers to detect problems with a model's specification that obscure substantive understanding of the underlying data-generating process, such as missing interaction terms or unmodeled nonlinearities. We also show that these problems go undetected by the fit statistics most commonly used in political science

Binary number · Data set · Econometrics · Logit · Ordered probit · Probit · Probit model · Quality (philosophy · Set (abstract data type · Statistic · Statistical hypothesis testing · Statistics · Test statistic · Variable (mathematics · Computer Science · Electoral Systems and Political Participation · Mathematics · Political Conflict and Governance · Political Influence and Corporate Strategies

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Unique citing works2
Citations per year0,2
Citation span2016 - 2021 (6)
Citation velocityhistorical
Highly citedNo
Citation typesNeutral: 2

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