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st: RE: different R2's

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: different R2's
Date   Thu, 1 Aug 2002 08:53:28 +0100

Anne Knol
> Using the 'fitstat' command I get a couple of different 
> R2's which give very different results.
> (McFadden's R2: 0.275,McFadden's Adj R2: 0.274, Maximum 
> Likelihood R2:0.966, Cragg & Uhler's R2: 0.966)
> How should I interpret these different values and which 
> one(s) should I use?

The excellent book "Regression models for categorical 
dependent variables using Stata" by J. Scott Long 
and Jeremy Freese is one good source of guidance. 

What you should use depends on many factors. One is 
what you are trying to do. Another is what you can 
understand and explain to your target audience. 

Many modellers manage very well without depending 
very heavily on single-number figures of merit. 

[email protected] 

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