Re: st: Re: st: Pseudo R² for xtlogit

[Andreas Schiffelholz <Andreas.Schiffelholz@gmx.de>]

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?
> > >
> > > 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
> > ========================================
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