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Re: st: hypothesis testing/R2 with svy commands


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: hypothesis testing/R2 with svy commands
Date   Sat, 06 Mar 2004 09:56:05 -0500

At 03:05 AM 3/6/2004 -0800, Karen Matsuoka wrote:

So I am using the svylogit command for all my multivariate analyses on
dichotomous outcome variables. But svylogit does not produce an R2 value. Is
there another command that will produce this R2 value for me? Or does Stata
have another measure--other than R2--that measures how much variance a model
explains when using complex survey data? (I believe the logit command *does*
return an R2 result, so I'm not sure why svylogit doesn't. Is there
something about complex survey data that makes R2 values inappropriate?)
Another thing that struck me as really weird at first is that svylogit reports F and t statistics rather than chi-square and z statistics. But, Stata generally has a reason for what it does, even if I don't always understand it. I don't see a specific discussion of R^2 in the Stata 8 Survey Data manual, but on p. 28 it does say that most of the svy estimation commands use "pseudo-maximum likelihood methods." These are not "true likelihoods" and hence "standard LR tests are no longer valid". Since Pseudo R^2 is computed from the likelihoods, my guess is that it is not considered valid in this case either. As for alternatives? I don't know.



I've received all of my stats training in SPSS (I know, I know... boo hiss!)
so forgive me for my ignorance! I've looked over the manuals and the
Statalist archives but can't find what I'm looking for.

(Claps, cheers.) Yes, as a lifetime SPSS user, I sympathize with you. I started using Stata because it does some things more easily, but it also does a lot of stuff SPSS doesn't do period. As a result, I've been learning more about statistics than I expected.


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Richard Williams, Notre Dame Dept of Sociology
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