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Re: st: goodness of fit with xtlogit


From   "Daniel Stegmueller" <[email protected]>
To   [email protected]
Subject   Re: st: goodness of fit with xtlogit
Date   Mon, 25 Jun 2007 11:54:51 +0200

Dear Alexandra,

if you really want to use pseudo-R2 measures after xtlogit you can
always calculate them by hand.
Here's a friendly little program that does just that:

program define xtlogitr2
disp "  McFadden:   " 1-e(ll)/e(ll_0)
disp "  Cox+Snell:  " 1-exp(e(ll_0)*2/e(N))/exp(e(ll)*2/e(N))
disp "  Nagelkerke: "
(1-exp(e(ll_0)*2/e(N))/exp(e(ll)*2/e(N)))/(1-exp(e(ll_0)*2/e(N)))
end

Best,
Daniel





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Friend to Groucho Marx:  "Life is difficult!"
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Daniel Stegm�ller
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0621/9783639

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