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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? * * 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 <brandt@soziologie.uzh.ch>

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

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