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Re: st: RE: Pseudo R2 for xtlogit

From (Jean Marie Linhart, StataCorp LP)
Subject   Re: st: RE: Pseudo R2 for xtlogit
Date   Wed, 09 Aug 2006 10:27:07 -0500

Scott Merryman wrote:

> Though the documentation states that e(ll_0) is saved, it is not returned
> after -xtlogit, re-

It is saved after -xtlogit, re- when you use the -noskip- option.

. sysuse auto, clear
(1978 Automobile Data)

. qui xtlogit fore mpg gear, i(rep) re noskip

. display "pseudo R2=" (e(ll_0)-e(ll))/e(ll_0)
pseudo R2=.54613321

--Jean Marie
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