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Re: st: Reporting pseudo-r2


From   "Richard Ohrvall" <richard.ohrvall@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Reporting pseudo-r2
Date   Sat, 15 Sep 2007 15:34:22 +0200

Oh, I see. I had a feeling that Stata was trying to stop me doing
something I shouldn't do. Still, I do not have any clustering so it
might still be appropriate in my case, but I will have to look into
it.

Anyway, thank you for the prompt and informative reply.

All the best,
Richard

On 9/14/07, Richard Williams <Richard.A.Williams.5@nd.edu> wrote:
> At 09:13 AM 9/14/2007, Richard Ohrvall wrote:
> >Dear Statalist,
> >
> >I am sorry if this is a trivial question, but I can't manage to get
> >the pseudo-R2 estimats from my logistic regression. I am using Stata
> >version 10.0 and when I do the ordinary -logit- or -logistic- I get
> >the pseudo-R2 estimate (McFadden's) in the output, but when I use
> >-svy: logit- or -svy: logistic- I don't get it reported. Is there some
> >way to get it reported or do I have to calculate it myself?
>
> Pseudo R^2 is computed using log likelihoods, and log likelihoods
> assume that cases are all independent of each other.  When you have
> clustering and the like, cases are not independent, so pseudo R^2 is
> not considered appropriate.  (That is also why you suddenly start
> getting Wald chi-squares or F values instead of LR chi-squares when
> you use the cluster option or svy: prefix. This struck me as really
> bizarre at first until I more or less understood it.)
>
> If you are bound and determined to report Pseudo R^2 anyway, I think
> you could do something like
>
> logit y x [pw=wgt]
>
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
>
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