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


From   Mike Lacy <Michael.Lacy@colostate.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: KcKelvey & Zavoina's R2 in -fitstat- after -gologit2-
Date   Thu, 06 Mar 2008 08:55:34 -0700

>Date: Wed, 05 Mar 2008 10:42:50 +0000
>From: Sara Mottram <s.mottram@cphc.keele.ac.uk>
>Subject:
>
>Dear Statalist,
>
>I have fitted a partial proportional odds model in Stata 9.2 using
>- -gologit2-. In their book, Regression Models for Categorical Dependent
>Data using Stata, Long and Freese suggest that McKelvey & Zavoina's R2
>most closely approximates the R2 from linear regression models

This is not necessarily true. That is a good measure, but see: (self-promotion mode on)

Lacy, M. 2006. "An Explained Variation Measure for Ordinal Response Models with Comparisons to Other Ordinal R2 Measures." Sociological Methods and Research 34:469-520.

For software (not sufficiently documented to merit submission to SSC): http://lamar.colostate.edu/~socmgl/r2o.ado

I did find, however, in parallel to what Richard Williams suggests in another post, that while various ordinal pseudo-R^2 fit measures might differ in their ability to approximate an underlying linear model R^2, all the various measures have pretty comparable performance as aids to model selection.

Regards,



=-=-=-=-=-=-=-=-=-=-=-=-=
Mike Lacy, Assoc. Prof.
Soc. Dept., Colo. State. Univ.
Fort Collins CO 80523 USA
(970)-491-6721

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