Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Measures of fit in clogit


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Measures of fit in clogit
Date   Wed, 06 Apr 2005 10:23:56 -0500

At 10:47 PM 4/6/2005 +0800, [email protected] wrote:
Dear Mr.,

I want to ask you what is the relationship between McFadden's R2 and  pseudo-
R2. Thank you very much.
Mcfadden's R^2 is one of the many different types of Pseudo R^2. J. Scott Long, 1997, has a nice discussion of these several alternatives. I'm not sure why McFadden's variant came to be the one blessed by Stata. Long's -fitstat- program (part of -spostado-) will compute several of the other alternative pseudo R^2. Whether you should use any of them is another matter, of course.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: [email protected]
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index