I'm not sure what values Stata 6 returns, but in Stata 7 the pseudo R2 is saved
(but not displayed) at e(r2_p) for xtlogit ,fe. clogit also also estimate a
fixed effect logit model and displays the pseudo R2.
Otherwise it is just 1 - e(ll)/e(ll_0)
Scott
----- Original Message -----
From: "Rudy Loo-Kung" <lookung_r@asistentes.up.edu.pe>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, December 30, 2002 4:35 PM
Subject: st: How can I calculate the pseudo R2 for xtlogit?
> I estimated a fixed-effects logit model using xtlogit in Stata 6. I want to
> include the pseudo R2 as goodness-of-fit measure in my paper. Where is the
> pseudo R2 for xtlogit, or how can I calculate the number from information
> given in the output? How can i estimate the constant-only model? I'd really
> appreciate some information about this. Thanks.
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/