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

["Martina Brandt, Soziologisches Inst." <brandt@soziologie.uzh.ch>]

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
Universit�t Z�rich
Soziologisches Institut
Andreasstr. 15
CH-8050 Z�rich
Tel. +41(0)44 6352347

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