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


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: definition of pseudo R^2 for dprobit or probit
Date   Mon, 27 Oct 2003 20:04:42 -0600

----- Original Message ----- 
From: "Renzo Comolli" <renzo.comolli@yale.edu>
To: <statalist@hsphsun2.harvard.edu>
Cc: <santiago.bazdresch@yale.edu>
Sent: Monday, October 27, 2003 5:43 PM
Subject: Re: st: definition of pseudo R^2 for dprobit or probit


> Hi Santiago,
>
> Fancy seeing you on Statalist. I write here what is of interest to all,
> write you privately for more
>
> I find curious that the answer to your question is not in the manual, but
> from my (5 seconds) read of the manuals it is not there. (I'd love to be
> contraddicted by others who read the manuals more carfully).
>

[R] maximize, Methods and Formulas section

Pseudo R2 = 1 - L1/L0, where L1 is the log likelihood of the full model and L0
is the log likelihood of the constant-only model.

Scott


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