Nice, but just to make sure my main point does not get confused: -nl-
reports Rsquare, not a pseudo-Rsquare.
-- Maarten
--- Richard Williams <[email protected]> wrote:
> Continuing this sidelight - I give several formulas for OLS and their
>
> logical Pseudo R^2 analogs at
>
> http://www.nd.edu/~rwilliam/xsoc73994/L04.pdf
>
> For OLS, the formulas all give the same results, but the Pseudo R^2
> stats all give different numbers. Counter to the claims of some, I
> don't think logic alone clearly favors one Pseudo R^2 measure over
> another.
>
> One thing I do find kind of remarkable is that the Maximum Likelihood
> R^2 (aka Cox-Snell) isn't just a logical analog - it is the exact
> same formula for OLS R^2 and Pseudo R^2. That might be why, as Nick
> says, some may think this is the "obvious" measure.
>
> I'm not quite sure why McFadden's Pseudo R^2 came to be blessed by
> Stata, but I suppose it is as good as any.
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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