# Re: st: Constraint, Poisson, & pseudo R^2

 From "maartenbuis" To statalist@hsphsun2.harvard.edu Subject Re: st: Constraint, Poisson, & pseudo R^2 Date Wed, 20 Oct 2004 09:36:19 -0000

```I do not have the entire answer, but I think I can narrow the problem
down a bit. The pseudo R^2 that -fitstat- report require the
loglikelihood of the model with only the constant, and -poisson- with
constraints do not report or save these. I do not know why. You could
of course estimate your model with only the constant and use the
formulas on page 92 of the long and freese book to calculate them
manually, but I would not do that before someone tells us why STATA
no longer reports these.

Why do you want to use the pseudo R^2? If you want to compare
constraint and unconstraint models, the likelihood ratio test is by
far more appropriate. If you want to asses model fit than I would
first test for overdispersion (for instance estimate a negative
binomial -nbreg- and test whether alpha equals zero) since this is
the most common problem with poisson regression.

Maarten

--- In statalist@yahoogroups.com, Rkaminski@a... wrote:
the  model
> estimation. Interestingly, Stata version 7 provides the pseudo-R^2
value  when
> using the constraint, but version 8 does not.  This makes me think
Stata
> intentionally eliminated it from the output in the latest
incarnation.  Hopefully
> someone will know the reason why. Maybe it is not appropriate to
report the
> R^2 value under these conditions?
>
> Bob Kaminski
> Dept. of Criminology & Criminal Justice
> University  of South Carolina
>
>
> In a message dated 10/19/2004 1:50:37 PM Eastern Standard Time,
> jacobs.184@s... writes:
>
> That's almost certainly because Long and Freeze use their add on
program
> that calculates psuedo R squares.  I can't remember the name of the
> program, but it is listed repeatedly in the Long and Freeze  book.
>
> Dave Jacobs
> Ohio State
>
> At 08:00 AM 10/19/2004 -0400, you  wrote:
> >In the Long & Freeze book published by  Stata, the  authors
estimate a
> Poisson
> >regression model using the constraint   command to control for
unequal
> >exposure. It produces the same  coefficients as  when using
exposure or
> >offset, but
> >the  pseudo-R^2 value is substantially larger  when using the
constraint
> >option
> >(p. 265). However, when I use the constraint  option,  Stata does
not
> >produce a
> >pseudo-R^2 value. Does anyone know  whether  there has been a
> >the program by  Stata?
> >
> >
> >Bob  Kaminski
> >
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```