At 07:09 PM 10/7/2004 +0200, Uwe Berberich wrote:
Stas,
thanks for your reply. Do you have any suggestions for better goodness of
fit measures in probit regressions on panel data? McFadden R2 or Pseudo R2
were the ones suggested in various sources and empirical studies but I'm
open for whatever turns out to be useful and meaningful. I'm just puzzled
that *xtprobit* does not return any measure at all. Is there any
theoretical motivation why I could report probit results without any
goodness of fit measure?
There is a FAQ entitled "How can I calculate the pseudo R2 for xtprobit?" See
http://www.stata.com/support/faqs/stat/xtprobit.html
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Richard Williams, Notre Dame Dept of Sociology
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