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Re: st: RE: KcKelvey & Zavoina's R2 in -fitstat- after -gologit2-


From   Ted Anagnoson <anag999@silcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: KcKelvey & Zavoina's R2 in -fitstat- after -gologit2-
Date   Wed, 05 Mar 2008 15:27:02 -0800

Well, McKelvey and Zavoina's R2 keeps popping up, so permit me a short story, which is that in 1972 I was taking the poli sci version of econometrics that Dick McKelvey taught and we got to logits and probits, etc., and McKelvey started talking about his R2 that he and Bill Zavoina had developed.

I distinctly remember Dick saying it was better than nothing, but not by very much, and that the whole notion of R2 wasn't appropriate for logistic/probit analysis....which has already come up in the discussion.

At any rate, it stuck in my mind from my first year in graduate school way too many years ago.

Ted Anagnoson
California State University, Los Angeles





At 06:21 PM 3/5/2008 -0500, Richard Williams wrote:

There was a similar question posed last year, but the solution suggested

to that post (see below) gives me an estimate of "." I'm not sure what
that means.

sysuse auto
logit foreign price
fitstat
estadd scalar r2_mz = r(r2_mz)

and then tabulate using:

estout ., eform cells(n se(par)) stats(r2_mz) style(fixed)

or:

esttab ., eform se scalars(r2_mz)
I just tried it, and the above code works fine for me:

. estout ., eform cells(n se(par)) stats(r2_mz) style(fixed)

n/se
price
(.0000844)
_cons
(.1996672)
r2_mz .0032806

. esttab ., eform se scalars(r2_mz)

----------------------------
(1)
foreign
----------------------------
price 1.000
(0.0000844)
----------------------------
N 74
r2_mz 0.00328
----------------------------
Exponentiated coefficients; Standard errors in parentheses
* p<0.05, ** p<0.01, *** p<0.001

Are you sure you have the latest and greatest version of -fitstat-? The version on SSC is NOT the most current. Rather, J. Scott Long maintains the latest version of his software on his own site. Try

findit spost9


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

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