As Nick indicates, there are many versions of the pseudo-R2.
However, if mentioned without qualification (like in the standard
output from logit models), it refers
to the improvement in the log-likelihood accomplished by the model and can be
displayed after any model by typing:
display "pseudo R2=" (e(ll_0)-e(ll))/e(ll_0)
- Paul
At 03:52 PM 08/08/2006, you wrote:
Two answers, one negative and one positive.
There is no such thing as "the" pseudo-R^2.
But you can concoct one of your own designing.
In an up-to-date Stata,
. search r-square
for information.
Incidentally, Carter Rees suggested
. search xtlogit postestimation
which is good advice in general, but,
it seems, not relevant for this particular
question (please correct me otherwise).
Nick
[email protected]
B�gin Karine
> I estimated a logit model with random effects (xtlogit, re)
> with Stata 9. I would now like to know the value for the
> Pseudo-R2, but I can't find it anywhere in the output
> produced. I tried to look at the saved estimation results
> using the ereturn command, but there are as well I find no
> sign of a Pseudo-R2 statistic. Is there a way to get it in Stata?
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
