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From |
Richard Williams <[email protected]> |

To |
[email protected] |

Subject |
Re: st: definition of pseudo R^2 for dprobit or probit |

Date |
Mon, 27 Oct 2003 18:04:15 -0500 |

At 04:21 PM 10/27/2003 -0500, Santiago Bazdresch wrote:

Hi.Since it has been a few hours and no one more authoritative than me has chimed in yet -- In other Stata routines, e.g. Logistic regression, the pseudo R^2 used is also known as McFadden's R^2. I think that is the same as what is used in Stata Probit, but I could be wrong. A good discussion of this and other R^2 analogs can be found in Scott Menard's "Applied Logistic Regression Analysis 2nd Edition" (paper 106 in the green sage series on Quantitative Applications in the Social Sciences). If you're desperate for something quick on this, I have class notes (starting around p. 6) that discuss this stat at

I cant seem to find the exact definition of the statistic "pseudo R^2" that stata 7 reports with probit or dprobit output.

anybody know it?

how should I find it?

thanks.

http://www.nd.edu/~rwilliam/xsoc593/lectures/l23.pdf

It is hard to write out the formula here, but it is basically the chi-square for the current model divided by the chi-square for a model that has only the intercept included.

If I am horribly misleading Santiago here, I hope somebody else will step in and correct me! RW

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**References**:**st: definition of pseudo R^2 for dprobit or probit***From:*Santiago Bazdresch <[email protected]>

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