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Re: st: Re: Measures of fit in clogit


From   "TANIGUCHI, Naoko" <n-oni@yb3.so-net.ne.jp>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Measures of fit in clogit
Date   Fri, 04 Feb 2005 17:24:19 -0500

Dear Clive Nicholas :

Thank you very much.  I understand what you recommend, and I really appreciate
it!  Based on the adjusted McFadden's R^2, I had better to think that there is 
little difference between 2 models....

Naoko Taniguchi


||  Visiting Scholar
||  Department of Political Science
||  University of Michigan
||  6642 Haven Hall, 505 S State St
||  Ann Arbor MI 48109-1045



>Naoko Taniguchi replied:
>
>> The count R square seems good because it is said that it can describe
>> 'the proportion of correct prediction (i.e. the correct predicted vote
>> / the observed vote).  But this measure seem contradict to others.
>>
>> Model A
>
>[...]
>
>> Count R2:                      0.538
>>
>> Model B
>
>[...]
>
>> Count R2:                      0.557
>
>If you've read pages 93 and 94 of Long and Freese (2001) - which gives the
>formula for count R^2, you'll know why. Precisely because "...it is
>possible to correctly predict at least 50 percent of the cases by choosing
>the outcome category with the largest percentage of cases" is certainly
>the main reason that I wouldn't trust this statistic as far as I could
>throw it.*
>
>Via -fitstat-, Long and Freese do calculate the adjusted count R^2, so
>called because it adjusts for the largest row marginal (formula given on
>page 94). However, in all of the fixed-effect logit models I've fitted to
>my own electoral data (as well as to play data such as from -webuse
>union-), -fitstat- never once offers the adjusted count R^2 statistic
>(even when including just one (dummy) independent variable), presumably
>because it cannot be calculated after -clogit-. I'd be interested to find
>out from others if they have successful experiences of this.
>
>I repeat my advice from earlier: if you value what the R^2 of your model
>is telling you, put most of your cash on reporting the adjusted McFadden's
>R^2.
>
>CLIVE NICHOLAS        |t: 0(044)7903 397793
>Politics              |e: clive.nicholas@ncl.ac.uk
>Newcastle University  |http://www.ncl.ac.uk/geps
>
>References:
>
>Long JS and Freese S (2nd ed., 2001) REGRESSION MODELS FOR CATEGORICAL
>DEPENDENT VARIABLES USING STATA, College Station: Stata Press.
>
>*Personal best: 11 feet, 2 inches at the All-England Count R^2-Throwing
>Championships at Sunningdale last August.
>
>*
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>


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