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st: RE: different R2's
> Using the 'fitstat' command I get a couple of different
> R2's which give very different results.
> (McFadden's R2: 0.275,McFadden's Adj R2: 0.274, Maximum
> Likelihood R2:0.966, Cragg & Uhler's R2: 0.966)
> How should I interpret these different values and which
> one(s) should I use?
The excellent book "Regression models for categorical
dependent variables using Stata" by J. Scott Long
and Jeremy Freese is one good source of guidance.
What you should use depends on many factors. One is
what you are trying to do. Another is what you can
understand and explain to your target audience.
Many modellers manage very well without depending
very heavily on single-number figures of merit.
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