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

Re: st: Stata's pseudo R-squared for oprobit


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Stata's pseudo R-squared for oprobit
Date   Wed, 12 Oct 2005 13:32:05 -0500

At 01:10 PM 10/12/2005, Ramani Gunatilaka wrote:
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
McFadden's R^2. Several other pseudo R^2 measures are available with -fitstat-, which is part of the Long and Freese -spost- routines for categorical data analysis. A discussion of these various measures is available at

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


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu
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 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index