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st: RE: model fit comparison for xtgee

From   "Nick Cox" <>
To   <>
Subject   st: RE: model fit comparison for xtgee
Date   Thu, 24 Jun 2010 11:12:55 +0100

This is an FAQ: 

How can I get an R-squared value when a Stata command does not supply one?


I am comparing two xtgee models to see how much explanatory power has 
by adding a block of variables. I did a hausman test and the null 
was rejected. I do want to know how much more variance was explained by the 
new variables. Can the xtgee generate something like r-square type model 
fit index. Or is there anyway I can come up with some formal indicators for 
improvement in model fit under the new model.

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