st: New packages -meresc- and -r2_mz- on SSC

[Dirk Enzmann <dirk.enzmann@uni-hamburg.de>]

Thanks to Kit Baum and Ulrich Kohler, two new packages are on SSC.

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-meresc- rescales the results of mixed nonlinear probability models such 
as xtmelogit, xtlogit, or xtprobit to the same scale as the 
intercept-only model. This allows to compare regression coefficients or 
variance components across hierarchically nested models. The technique 
applied is described in chapter 6.5 of Hox (2010: 133--139).

Reference: Hox, J. J. (2010), Multilevel Analysis: Techniques and 
Applications. New York (2nd ed.): Routledge.

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r2_mz is a post-estimation command that computes McKelvey & Zavoina's 
Pseudo R2 for multilevel logistic regression, random effects, and fixed 
effects logit and probit models.  At least for fixed effects models, 
according to Windmeijer (1995) "... it seems to be the best measure to 
use" (p. 114). r2_mz works after the following: xtmelogit, xtlogit, 
xtprobit, logit, logistic, probit.

Reference: Windmeijer, F. A. G. (1995). Goodness-of-fit measures in 
binary choice models. Econometric Reviews, 14, 101-116.
[ http://www.tandfonline.com/doi/abs/10.1080/07474939508800306 ]


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Dr. Dirk Enzmann
Institute of Criminal Sciences
Dept. of Criminology
Rothenbaumchaussee 33
D-20148 Hamburg
Germany

phone: +49-(0)40-42838.7498 (office)
       +49-(0)40-42838.4591 (Mrs Billon)
fax:   +49-(0)40-42838.2344
email: dirk.enzmann@uni-hamburg.de
http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html
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