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Re: st: PSEUDO R2

From   Constantine Daskalakis <>
Subject   Re: st: PSEUDO R2
Date   Fri, 05 Dec 2003 12:06:10 -0500

At 09:28 AM 12/5/2003, you wrote:
I am estimating grouped data logistic models using glogit or simply
using regress with analytical weights

generate double lcrp=log(ntprop/(pop-ntprop))
generate double wt1=ntprop*(pop-ntprop)/pop

glogit ntprop pop clprop $xvars  $zvars $tvars
regress lcrp clprop $xvars  $zvars $tvars [w=wt1]

If I want to get a measure of goodness of fit I might use the squared
correlation between y and yhat

regress lcrp clprop $xvars $zvars $tvars
predict yhat1
corr yhat1 lcrp

Is that correct?

That is not ideal.
See the book by Hosmer & Lemeshow (Applied Logistic Regression) for an excellent and extensive basic discussion on assessing fit.

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Constantine Daskalakis, ScD
Assistant Professor,
Biostatistics Section, Thomas Jefferson University,
211 S. 9th St. #602, Philadelphia, PA 19107
Tel: 215-955-5695
Fax: 215-503-3804
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