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Re: st: Pseudo r2 of oprobit


From   Richard Williams <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Pseudo r2 of oprobit
Date   Thu, 28 Feb 2013 15:23:48 -0500

Or equally invalid! Again, I wonder why I can run the exact same thing
with svy or with pweights, but not get the same information reported.

Sent from my iPad

On Feb 28, 2013, at 2:57 PM, Nick Cox <[email protected]> wrote:

> Thanks for the correction: I distorted Ben's suggestion in my reply.
> Sorry about that.
>
> I think this is a "looks like a duck, walks like a duck, talks like a
> duck" situation. If the coefficients are the same, the predictions are
> the same, and any figures of merit are equally valid across both.
>
> On Thu, Feb 28, 2013 at 7:50 PM, Richard Williams
> <[email protected]> wrote:
>
>> He is using pweights with both approaches though, right? And the
>> coefficients will come out the same, I believe. Actually, I have
>> wondered much the same thing. When using pw with regular commands, is
>> Stata giving you some statistics it shouldn't? Or conversely, when
>> using svy, is it sometimes holding back on reporting statistics that
>> are legitimate? I am not sure why pseudo r2 would be legitimate with
>> one of the approaches but not the other.
>>
>> Sent from my iPad
>>
>> On Feb 28, 2013, at 2:34 PM, Nick Cox <[email protected]> wrote:
>>
>>> It's the other way round.
>>>
>>> If you can explain to an audience why ignoring pweights makes no
>>> difference to a measure, then the same measure will do equally well in
>>> situations with and without pweights.
>>>
>>> But if predictions change when you take account of pweights, you can't
>>> expect pseudo-R2 to remain unchanged.
>>>
>>> Better to summarize lack of fit in the same way for both models, e.g.
>>> by looking at residuals or predictions directly.
>
>
> On Thu, Feb 28, 2013 at 7:16 PM, Ben Dandi <[email protected]> wrote:
>
>>>> Can I use the pseudo R2 that I get from oprobit [pw=xyz] to be the pseudo R2 of svy linearized : oprobit (when sample weights are set to xyz)?
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