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, statalist.org is already up and running.


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

st: Re: st: Pseudo R² for xtlogit


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Re: st: Pseudo R² for xtlogit
Date   Thu, 25 Apr 2013 13:08:44 +0100

Among many other issues, you need to be clear that you are calculating
exactly the same thing. There are numerous different definitions of
Pseudo R-square. Only the same formula applied in different situations
is comparable.
Nick
njcoxstata@gmail.com


On 25 April 2013 12:42, Andreas Schiffelholz
<Andreas.Schiffelholz@gmx.de> wrote:
> Dirk,
>
> thank you very much, that helps a lot!
>
> When I use this comand to calculate the Pseudo R2 for the -logit- and the
> -xtlogit, re-, they differ a lot (e.g. 0.09 vs. 0.19). Is it normal that the
> r2 differs so much between two models using the same independent variables
> or can your command only be used for -xtlogit- and the -logit- is not
> correct?
>
> Cheers,
> Andreas
>
>
>
> * You can calculate McKelvey & Zavoina's R² using -r2_mz- from SSC, see
> -findit r2_mz-.
> *
> * Dirk
> *
> * Wed, 24 Apr 2013 09:49:31 +0200, Andreas
> Schiffelholz<Andreas.Schiffelholz@gmx.de> wrote:
>>
>> Hello everybody,
>>
>> I have a very basic question. I'm currently working on a logistic panel
>> regression with random effects -xtlogit, re-. While I'm able to
>> calculate pseudo R² for my pooled models with cluster-robust standard
>> errors -logit, cluster (...)-, I'm not able to calculate these for the
>> - -xtlogit, re- model.
>>
>> Is there a way to calculate these pseudo R²? If not, what other
>> comparable criteria would you use instead?
>>
>> Thanks a lot in advance!
>> Andreas Schiffelholz
>
>
> ========================================
> Dr. Dirk Enzmann
> Institute of Criminal Sciences
> Dept. of Criminology
> Rothenbaumchaussee 33
> D-20148 Hamburg
> Germany
>
> phone: +49-(0)40-42838.7498 (office)
>        +49-(0)40-42838.4591 (Mrs Billon)
> fax:   +49-(0)40-42838.2344
> email: dirk.enzmann@uni-hamburg.de
> http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html
> ========================================
> *
> *   For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index