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st: r-square in -betafit-


From   SURYADIPTA ROY <sroy9163@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: r-square in -betafit-
Date   Fri, 18 Jun 2010 03:35:20 -0400

Hello everyone,
I have a question relating to -betafit- . The dependent variable is
highly skewed and proportional taking the values (0,1). The -betafit-
option does not supply a value of r-square or similar measure of
goodnees of fit. In this regard, I was wondering if there has been any
update that supplies with any measure of goodness of fit in using
-betafit- . I actually followed this FAQ:
http://www.stata.com/support/faqs/stat/rsquared.html
and implemented the procedure as suggested by Nick. Here are the results:

predict depvarhat if e(sample);
corr depvar depvarhat if e(sample);

di r(rho)^2
.86230635

It would have been very helpful to get some suggestions if this
procedure can be relied upon in this case, and if the value of
calculated r-square here can be compared with the OLS r-squared (say).
Also, it would have been very helpful to get some help in
understanding the difference between the results for -proportion- and
-xb- following -predict- after -betafit- since the mean of the linear
prediction (xb = -5.38) is found to be wildy beyond (0,1), while the
mean of the default (i.e. the proportion) is found to be very close to
the average value of the dependent variable (0.01 vs 0.007).

Thank you very much once again for all your help.
Suryadipta.
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