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Re: st: RE: Pseudo R2 for xtlogit


From   Paul Millar <paul.millar@shaw.ca>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Pseudo R2 for xtlogit
Date   Tue, 08 Aug 2006 18:27:28 -0600

As Nick indicates, there are many versions of the pseudo-R2.
However, if mentioned without qualification (like in the standard
output from logit models), it refers
to the improvement in the log-likelihood accomplished by the model and can be
displayed after any model by typing:

display "pseudo R2=" (e(ll_0)-e(ll))/e(ll_0)

- Paul

At 03:52 PM 08/08/2006, you wrote:
Two answers, one negative and one positive.

There is no such thing as "the" pseudo-R^2.

But you can concoct one of your own designing.

In an up-to-date Stata,

. search r-square

for information.

Incidentally, Carter Rees suggested

. search xtlogit postestimation

which is good advice in general, but,
it seems, not relevant for this particular
question (please correct me otherwise).

Nick
n.j.cox@durham.ac.uk

Bégin Karine

> I estimated a logit model with random effects (xtlogit, re)
> with Stata 9.  I would now like to know the value for the
> Pseudo-R2, but I can't find it anywhere in the output
> produced.  I tried to look at the saved estimation results
> using the ereturn command, but there are as well I find no
> sign of a Pseudo-R2 statistic.  Is there a way to get it in Stata?


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