Re: st: Pseudo R2 after "mi estimate:logit"

[Nick Cox <njcoxstata@gmail.com>]

Rich's code shows clearly that he is using e(r2_p), i.e. the pseudo version.

The code presumes that the various results can reasonably be averaged.
Perhaps that is not true in your case. For example, there may be
outliers from some of your runs.

Nick

On Mon, Mar 14, 2011 at 12:58 PM, Aggie Chidlow
<mojamalarybka@googlemail.com> wrote:
> Hi Rich,

> Thank you for the do file.
> It is much appreciate.
>
> One more question, if you don't mind (soory if it a silly one).
>
> Is your scalar R2 or Pseudo-R2?
> I am asking because when following your do file with my (varlist) I
> get strange result for my Pseudo-R2.
>
>
> On Mon, Mar 14, 2011 at 12:36 PM, Richard Goldstein
> <richgold@ix.netcom.com> wrote:
>> to the best of my knowledge, there is no similar wrapper; here is how I
>> have done it in the past, in a do file:
>>
>> 0. set up your right-hand-side variables (predictors) in a local; below,
>> mine is called `rhs'
>>
>> 1. noi estimate the model so you get result
>>
>> 2. then
>> qui mi query
>> local M=r(M)
>> scalar r2=0
>> scalar cstat=0
>> qui mi xeq 1/`M': logit acuteall `rhs'; scalar r2=r2+e(r2_p)
>> scalar r2=r2/`M'
>>
>> the "qui" on the mi xeq command is so that you don't see the logit for
>> each of your imputed data sets (note that "acuteall" is just the name of
>> my outcome variable in a particular do file; replace with the name of
>> your outcome variable)
>>
>> 3. then display the scalar or do whatever else you want with it
>>
>> Rich
>>
>> On 3/14/11 8:28 AM, Aggie Chidlow wrote:
>>> Thank you Rich,
>>>
>>> I am familiar with the information and procedure you suggested.
>>>
>>> Do you happen to know if there is (i.e. for mi estimate:logit) a
>>> similar wrapper as the mibeta for mi estimate:regress?
>>>
>>> Aggie
>>>
>>>
>>> On Mon, Mar 14, 2011 at 12:17 PM, Richard Goldstein
>>> <richgold@ix.netcom.com> wrote:
>>>> see the following faq:
>>>>
>>>> http://www.stata.com/support/faqs/stat/mi_combine.html
>>>>
>>>> note that if you are using the "nocons" option of logit, the
>>>> pseudo-r-squared is not saved and thus you can't obtain it
>>>>
>>>> Rich
>>>>
>>>> On 3/14/11 8:13 AM, Aggie Chidlow wrote:
>>>>> Dear Stata users,
>>>>>
>>>>> Can somebody tell me how I could obtain the value of Pseudo R2 after
>>>>> "mi estimate:logit", please?
>>>>>
>>>>> I know about "mibeta" for "mi estimate:regress" but do not know (at
>>>>> present)  how to obtan R-squared measures from "mi estimate:logit".

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