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RE: st: RE: Pseudo R2 for xtlogit


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Pseudo R2 for xtlogit
Date   Tue, 8 Aug 2006 20:30:12 -0500

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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----------------------------------------------------------------------------
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-

. which xtlogit
C:\Program Files\Stata9\ado\updates\x\xtlogit.ado
*! version 2.8.14  14jul2006

 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Paul Millar
> Sent: Tuesday, August 08, 2006 7:27 PM
> To: statalist@hsphsun2.harvard.edu
> 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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