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st: Re: st: Pseudo R² for xtlogit
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
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
[email protected]
On 25 April 2013 12:42, Andreas Schiffelholz
<[email protected]> 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<[email protected]> 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
>
>
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