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Re: st: pseudo R2 with multiple imputed data


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: pseudo R2 with multiple imputed data
Date   Sun, 3 Oct 2010 14:10:03 +0100 (BST)

--- On Fri, 1/10/10, gresch@wzb.eu  wrote:
> I am using -mim- to run some logistic regression models
> with multiple imputed datafiles (using the cluster-option
> since I have multilevel-data). I would like to compute
> any of the pseudo R2s to illustrate differences between
> some models. Does anybody of you know, how to get that?
> 
> Up to now there is no output of the pseudo R2  by using
> mim. As I read, for the regular R2 of a linear regression
> I cannot just compute the mean value (Rubins Rule) due to
> the distribution of R2. Here I need to fishers-z-transform
> the different R2s first. So I guess there are similar
> problems and maybe also solutions for the pseudo R2?

My impressison is that pseudo-R2s are just rather approximate
rule of thumb values, so I doubt whether anyone had a good
look at the sampling distribution of these statistics. As long
as you do not take those statistics too seriously I guess you'll
be fine by averaging them or some transformation.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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