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R: st: MCKelvey and Zavoina
From
"enrico" <[email protected]>
To
<[email protected]>
Subject
R: st: MCKelvey and Zavoina
Date
Sat, 2 Jun 2012 17:24:46 +0200
Thank you very much!!
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Richard Williams
Inviato: sabato 2 giugno 2012 18.06
A: [email protected]; [email protected]
Oggetto: Re: st: MCKelvey and Zavoina
At 07:19 AM 6/2/2012, enrico wrote:
>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
>instead?
Wrong formula. V(y*) already includes V(e). You need to SUBTRACT V(e)
from the numerator rather than add it to the denominator. Then it
becomes the logical analog of Explained variance/ Total variance. So,
(6.84 - 3.29)/6.84 = .519
>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:
>-80.118
>D(196): 160.236 LR(3):
>71.052
> Prob > LR:
>0.000
>McFadden's R2: 0.307 McFadden's Adj R2:
>0.273
>ML (Cox-Snell) R2: 0.299 Cragg-Uhler(Nagelkerke) R2:
>0.436
>McKelvey & Zavoina's R2: 0.519 Efron's R2:
>0.330
>Variance of y*: 6.840 Variance of error:
> 3.290
>Count R2: 0.810 Adj Count R2:
>0.283
>AIC: 0.841 AIC*n:
>168.236
>BIC: -878.234 BIC':
>-55.158
>BIC used by Stata: 181.430 AIC used by Stata:
>168.236
>
>Thank you,
>Enrico
>
>
>
>*
>* For searches and help try:
>* http://www.stata.com/help.cgi?search
>* http://www.stata.com/support/statalist/faq
>* http://www.ats.ucla.edu/stat/stata/
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/