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# Re: st: Re: st: Pseudo R² for xtlogit

 From Andreas Schiffelholz To statalist@hsphsun2.harvard.edu Subject Re: st: Re: st: Pseudo R² for xtlogit Date Thu, 25 Apr 2013 14:25:41 +0200

For both calculations I used Dirk's -r2_mz- comand, calculating the McKelvey & Zavoina's R². So if it is working with both -logit- and -xtlogit-, I think it is calculationg the same. I just wanted to make sure the comand is working correctly in both cases, that's why I asked.
```
Andreas

Am 25.04.2013 14:08, schrieb Nick Cox:
```
```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?

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)
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email: dirk.enzmann@uni-hamburg.de
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