交通系统规划与控制教学（清华大学）A Note on Goodness-of-fit Statistics for Probit and Logit Models.pdfVIP

377 Transportation 5 (1976) 377-388 © Elsevier Scientific Publishing Company, Amsterdam - Printed in the Netherlands A NOTE ON GOODNESS-OF-FIT STATISTICS FOR PROBIT AND LOGIT MODELS* TIMOTH Y J. T A R D I F F Division of Environmental Studies, Department of Civil Engineering, University of California, Davis, California 95616 ABSTRACT In the case of models designed to explain the choice among a finite set of alternatives, a number of goodness-of-fit statistics have been reported. This paper is primarily concerned with the properties of one of these statistics, the likelihood ratio index. By comparing the likelihood ratio index with some of the other statistics and by examining its mathematical properties, it is concluded that the index has desirable properties in binary and multinomial situations. However, the way in which the like- lihood ratio index has been applied in many recent studies has led to results which are possibly unexpected. In these cases, the index was a measure of the extent to which a hypothesized model improved upon the explanatory power of a model with all coeffi- cients, including the constant or the coefficients of alternative-specific dummies, equal to zero. It is shown that the minimum value of this likelihood ratio index depends on the relative proportions of sampled individuals selecting the various alternatives, contra