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


From   "Martina Brandt, Soziologisches Inst." <brandt@soziologie.uzh.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: r-square 4-level-logit-regression xtmelogit
Date   Mon, 15 Oct 2007 19:19:16 +0200

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?!

warmm regards, martina

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.
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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________________________
Martina Brandt
Universität Zürich
Soziologisches Institut
Andreasstr. 15
CH-8050 Zürich
Tel. +41(0)44 6352347

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