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Re: st: adjusted R2 in survey regression


From   "Aca N.T." <acant29@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: adjusted R2 in survey regression
Date   Thu, 16 Oct 2008 07:51:53 +0700

Steve had shown how -dlist- can sort my problem out anyway. In this
case, however, I was wondering if -linktest- can be used as a
subtitute for adjusted R2 (or should be more as complementary test?).
I mean, does -linktest- act like -lrtest- which is to compare LR from
one model to another when running a simple logistic regression so we
can see how a model is improved?

Aca.


On Thu, Oct 16, 2008 at 5:01 AM, Stas Kolenikov <skolenik@gmail.com> wrote:
> On Wed, Oct 15, 2008 at 2:23 AM, Aca N.T. <acant29@gmail.com> wrote:
>> I'm puzzled with model building using -svy: reg- for there is no
>> adjusted R squared produced.
>> Is there an alternative test for this?
>
> Uhm... alternative test for what?
>
> If Stata does not produce something really obvious, like R2 or
> adjusted R2, then it means they looked into this and decided it had
> dubious statistical properties. R2 is an iid data concept: each
> residual is a random variable that has a certain variance, and that
> variance is the same for all observations. The complex survey setting
> does not really have that concept: the explanatory and response
> variables are in fact fixed, and the randomness comes from sampling
> procedure only. The regression formulas may look the same (in the end,
> there are just this many ways to minimize a sum of squares...) but
> interpretation of a few things is different. So one can probably talk
> about population variance of residuals, as a relatively meaningful
> quantity, but there is no analogue of the concept of the variance of
> each individual residual -- that's a fixed quantity. If there is no
> population analogue of R2, it should not be reported to the user, and
> that makes perfect sense.
>
> --
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
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