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Re: st: pseudo R-squared


From   Gao Liu <gao.liu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: pseudo R-squared
Date   Sun, 3 Apr 2011 14:15:46 -0600

Thanks, Nick. Right, it should be gologit2. So it is McFadden's Pseudo R^2.

Can I simply use the difference of the pseudo's R^2 of model with the
focal variable and that without to explain the increased explanatory
power? pseudo-R2 (with the variable)-pseudo-R2 (without the
variable)=(L1(with)-L1(without))/L0. Can I use this result as the
increased explanatory power? Are there any other ways to  answer the
question of "how much more likely is the predictor able to predict the
change of categorical dependent variable"

Thanks very much for your explanation.

Gao

On Sun, Apr 3, 2011 at 1:25 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> It's my understanding that -gologit2- [not -gologist2-] uses
>
> pseudo-R2 = 1 - L1/L0
>
> where L0 and L1 are the constant-only and full model log-likelihoods,
> respectively.
>
> Please remember to explain where user-written programs you refer to
> come from: in this case the Stata Journal.
>
> Nick
>
> On Sun, Apr 3, 2011 at 7:12 PM, Gao Liu <gao.liu@gmail.com> wrote:
>>
>> My research used stata procedure gologist2 to conduct a partial
>> proportional logistic regression.  The reviewer asked me to find out
>> the extra explanatory power of my focal variable: how much more likely
>> is it able to predict the change of categorical dependent variable.
>>
>> My first question is what type of pseudo r^2 gologist2 uses and how to
>> interpret it. Second, how to find out what the reviewer is looking
>> for? I plan to compare the pseudo r^2 of the model with the focal
>> variable included and that of the model without.  Please advise
>> whether it works.
>>
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-- 
Gao Liu, PhD
Assistant Professor in Public Administration
University of New Mexico
Phone: 505-277-0418
Fax: 505-277-2529
gliu@unm.edu

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