[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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? * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: r-square 4-level-logit-regression xtmelogit***From:*"Martina Brandt, Soziologisches Inst." <brandt@soziologie.uzh.ch>

**References**:**st: r-square 4-level-logit-regression xtmelogit***From:*Martina Brandt <brandt@soziologie.uzh.ch>

- Prev by Date:
**RE: st: -heckman- and the identifying variable(s)** - Next by Date:
**Re: st: Time series analysis** - Previous by thread:
**st: r-square 4-level-logit-regression xtmelogit** - Next by thread:
**Re: st: RE: r-square 4-level-logit-regression xtmelogit** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |