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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu> |

Subject |
Re: R: st: MCKelvey and Zavoina |

Date |
Sat, 02 Jun 2012 12:31:05 -0500 |

At 10:24 AM 6/2/2012, enrico wrote:

Thank you very much!!

http://www.nd.edu/~rwilliam/stats3/L04.pdf

findit spost9 to get and install it.

-----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 >

------------------------------------------- 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 * * 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/

**References**:**st: MCKelvey and Zavoina***From:*"enrico" <enricomottura@gmail.com>

**Re: st: MCKelvey and Zavoina***From:*Richard Williams <richardwilliams.ndu@gmail.com>

**R: st: MCKelvey and Zavoina***From:*"enrico" <enricomottura@gmail.com>

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