Though the documentation states that e(ll_0) is saved, it is not returned
after -xtlogit, re-
Scott
. sysuse auto,clear
(1978 Automobile Data)
. qui xtlogit fore mpg gear, i(rep) re
. display "pseudo R2=" (e(ll_0)-e(ll))/e(ll_0)
pseudo R2=.
. ereturn list
scalars:
e(rc) = 0
e(ll) = -15.51310469941322
e(converged) = 1
e(rank) = 4
e(k) = 4
e(k_eq) = 2
e(k_dv) = 1
e(ic) = 4
e(k_eq_model) = 1
e(df_m) = 2
e(chi2) = 13.13529168157885
e(p) = .0014051013539024
e(n_quad) = 12
e(N_g) = 5
e(g_min) = 2
e(g_avg) = 13.8
e(g_max) = 30
e(N) = 69
e(ll_c) = -19.52055557247519
e(chi2_c) = 8.014901746123947
e(rho) = .5400837539936982
e(sigma_u) = 1.965533393917086
macros:
<snip>
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----------------------------------------------------------------------------
----------------------------------------------------------------------------
-
. which xtlogit
C:\Program Files\Stata9\ado\updates\x\xtlogit.ado
*! version 2.8.14 14jul2006
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Paul Millar
> Sent: Tuesday, August 08, 2006 7:27 PM
> To: [email protected]
> Subject: Re: st: RE: Pseudo R2 for xtlogit
>
> 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
>
*
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