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R: st: MCKelvey and Zavoina


From   "enrico" <enricomottura@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   R: st: MCKelvey and Zavoina
Date   Sat, 2 Jun 2012 17:24:46 +0200

Thank you very much!!



-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Richard Williams
Inviato: sabato 2 giugno 2012 18.06
A: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu
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
>
>
>
>*
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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*
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