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


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: r-square 4-level-logit-regression xtmelogit
Date   Mon, 15 Oct 2007 18:28:57 +0100

If you can demonstrate that results that should be 
the same, from the same data and the same model, 
are different from -xtmelogit- and -gllamm-, then 
there is a problem. 

I think you need at least to show (examples of) the commands 
you used and the results you got for experts 
on these commands to comment. 

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

Martina Brandt

> Dear Nic, thanks a lot for your answer - i know that 
> pseudo-r-squares are 
> quite tricky. But the probem here is, that the same 
> pseudo-r-square changes 
> using xtmemixed instead of gllamm because the estimated 
> variance of phat in 
> comparison to the level 1 to level 4 variances is much 
> smaller than it is 
> using gllamm?!

>   On Mon, 15 Oct 2007 17:03:56 +0100
>   "Nick Cox" <n.j.cox@durham.ac.uk> wrote:
> > 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. 
 
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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