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Re: st: goodness of MNL fit


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: goodness of MNL fit
Date   Thu, 02 Oct 2008 09:09:47 -0500

At 07:45 AM 10/2/2008, Chiara Mussida wrote:
Dear All,
i'm trying to find a reliable measure of goodness of fit for MNL.
Fitstat, indeed, shows the well known Mc Fadden R2 but there are
issues surrounding this indicator.
Do you know if there are other commands to implement to get such a
kind of indicator?
Thanks in advance
The version of -fitstat- available from SSC is not the most current version. To get the most current version (along with a lot of other useful utilities)type

findit spost9

That version of -fitstat- gives you a variety of pseudo r^2 measures. I suspect they all have "issues" though.


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

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