Least likely observations in regression models for categorical outcomes

dc.creatorFreese, Jeremy
dc.date2017-04-01T13:52:25Z
dc.date.accessioned2026-07-09T05:47:17Z
dc.descriptionThis article presents a method and program for identifying poorly fitting observations for maximum-likelihood regression models for categorical dependent variables. After estimating a model, the program least likely will list the observations that have the lowest predicted probabilities of observing the value of the outcome category that was actually observed. For example, when run after estimating a binary logistic regression model, least likely will list the observations with a positive outcome that had the lowest predicted probabilities of a positive outcome and the observations with a negative outcome that had the lowest predicted probabilities of a negative outcome. These can be considered the observations in which the outcome is most surprising given the values of the independent variables and the parameter estimates and, like observations with large residuals in ordinary least squares regression, may warrant individual inspection. Use of the program is illustrated with examples using binary and ordered logistic regression.
dc.identifierOther:st0022
dc.identifierdoi:10.22004/ag.econ.116014
dc.identifierhttps://ageconsearch.umn.edu/record/116014/files/sjart_st0022.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/116014
dc.identifier.urihttp://hdl.handle.net/123456789/568348
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/116014
dc.titleLeast likely observations in regression models for categorical outcomes
dc.typeText

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