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st: RE: r-square 4-level-logit-regression xtmelogit


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: r-square 4-level-logit-regression xtmelogit
Date   Mon, 15 Oct 2007 17:03:56 +0100

There is a entire bestiary of pseudo-R-squares
based on different kinds of analogy to R-square, 
strong, weak and otherwise. There is no
reason in general why they should agree. 

Nick 
n.j.cox@durham.ac.uk 

Martina Brandt
 
> mc kelvey and zavoina suggest an r2 for multilevel logit regression, 
> which is the variance of the predicted probabilities divided by the 
> total variance of the model (=proportion of explained 
> variance). in the 
> four level model this would be 
> (var(phat))/((var(phat)+((pi2)/3))+var(level2)+var(level3)+var
> (level4))
> (see snijders & bosker 1999: 225).
> using gllamm i always had pseudo r2 around 0.20, and now 
> using xtmelogit 
> it is supposed to be only around 0.01. does anyone have an idea, why 
> this could have happened and how these differences could be explained?

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