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Re: st: Measures of fit in clogit


From   "Richard. Williams" <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Measures of fit in clogit
Date   Wed, 06 Apr 2005 11:27:44 -0500

At 10:23 AM 4/6/2005, Richard Williams wrote:
At 10:47 PM 4/6/2005 +0800, ya27402@umac.mo 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.
Also, a synopsis of various pseudo R^2 measures can be found at

http://www.nd.edu/~rwilliam/xsoc694/x05.pdf


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