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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. > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: model building survey data. WAS st: adjusted R2 in survey regression***From:*Steven Samuels <sjhsamuels@earthlink.net>

**References**:**st: adjusted R2 in survey regression***From:*"Aca N.T." <acant29@gmail.com>

**Re: st: adjusted R2 in survey regression***From:*"Stas Kolenikov" <skolenik@gmail.com>

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