Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: MCKelvey and Zavoina

From   "enrico" <>
To   <>
Subject   st: MCKelvey and Zavoina
Date   Sat, 2 Jun 2012 14:19:35 +0200

Dear Statalist,

my name is Enrico and I am an italian student. I?m working with Stata but I
have a problem. I know that the formula to calculate the Pseudo R-square
MCkelvey and Zavoina is R^2=Var(y*)/(Var(y*)+Var(error)), where Var(error)
in the Logit is equal to 3.14^2/3 while in the Probit is equal to 1.

Why if I use this formula in this case I don?t obtein the exact value? In
fact  6.84/(6.84+3.29)=0.675 and not 0.519. Which formula do you use

logit honcomp female read science 
fitstat, sav(r2_1)

Measures of Fit for logit of honcomp

Log-Lik Intercept Only:       -115.644   Log-Lik Full Model:           
D(196):                        160.236   LR(3):                         
                                         Prob > LR:                      
McFadden's R2:                   0.307   McFadden's Adj R2:              
ML (Cox-Snell) R2:               0.299   Cragg-Uhler(Nagelkerke) R2:     
McKelvey & Zavoina's R2:         0.519   Efron's R2:                     
Variance of y*:                  6.840   Variance of error:             
Count R2:                        0.810   Adj Count R2:                   
AIC:                             0.841   AIC*n:                        
BIC:                          -878.234   BIC':                         
BIC used by Stata:             181.430   AIC used by Stata:            

Thank you,

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index