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. Copyright 2010 by StataCorp LP.