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st: Stata's pseudo R-squared for oprobit


From   Ramani Gunatilaka <ramani.gunatilaka@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Stata's pseudo R-squared for oprobit
Date   Thu, 13 Oct 2005 04:10:33 +1000

Hi Statalist,
I have not been able to find a definition of the particular pseudo
R-squared that Stata reports with the results of an oprobit regression
in either the manuals or in the list archives.
As I understand, there are many pseudo R-squareds around. Can someone
please tell me whether the one Stata reports is Maddala's (1983) or
Zavoina and McKelvey's (1975) or something else?
Thanks a lot,
Ramani

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