--- "Newson, Roger B" <[email protected]> wrote:
> You can get the likelihood-ratio test using -lrtest-. As in:
<snip>
> This will test the hypothesis of an odds ratio (per cubic foot of
> trunk space) of 1. I don't know much, immediately, about how to get
> the pseudo R2.
Roger's example can be extented to include a pseudo R-square:
tempname h0 h1
sysuse auto, clear
gene byte baseline=1
logit foreign baseline, noconst or
est store H0
scalar `h0' = e(ll)
logit foreign baseline trunk, noconst or
est store H1
scalar `h1' = e(ll)
lrtest H0 H1
di "McFadden's pseudo R square : " 1-`h1'/`h0'
But Richard's suggestion to just call -logit- twice -- one with the
noconst option and one without -- is probably more practical (and I
actually used that to check if I made a mistake in the above code).
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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