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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 21:31:30 -0500 |

At 08:04 PM 10/27/2003 -0600, Scott Merryman wrote:

That is one of a couple of equivalent formulas but probably the simplest to write in an email message! Certainly clearer than what I wrote earlier.[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.

As a sidelight, this is one of many statistics that claims the name of "Pseudo R2". It would be nice if Stata explicitly labeled it as McFadden's R2, and perhaps reported a couple of the other alternatives in case anybody wants them.

Of the various alternatives, McFadden's R2 seems to have emerged as the favorite and best. Anybody strongly disagree and think something else is better?

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**Follow-Ups**:**RE: st: definition of pseudo R^2 for dprobit or probit***From:*"Nick Cox" <[email protected]>

**References**:**Re: st: definition of pseudo R^2 for dprobit or probit***From:*"Renzo Comolli" <[email protected]>

**Re: st: definition of pseudo R^2 for dprobit or probit***From:*"Scott Merryman" <[email protected]>

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