Model fit assessment via marginal model plots
Charles Lindsey
Texas A & M University
Department of Statistics
College Station, TX
lindseyc@stat.tamu.edu
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Simon Sheather
Texas A & M University
Department of Statistics
College
Station, TX
sheather@stat.tamu.edu
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Abstract. 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.
View all articles by these authors:
Charles Lindsey, Simon Sheather
View all articles with these keywords:
mmp, regress, glm, lpoly, logit, logistic, marginal model plots
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