--- Isaak Bergmann <[email protected]> wrote:
> > I would like to get some scalar measures of fit, like the McFadden
> > Rsquared, after nlogit. Fitstat does not work after nlogit, at
> > least in STATA 10.
--- Maarten buis <[email protected]> wrote:
> Some measures of fit can be obtained using -estimates stat- after
> -nlogit-.
You can get the pseudo r-squares if you can define a model with
constants only by applying the formulas in:
http://www.ats.ucla.edu/stat/mult_pkg/faq/general/Psuedo_RSquareds.htm
Defining this null model can sometimes be a bit tricky in these types
of models and I haven't thought it through enough to be entirely sure
(and I won't, so it is up to you to verify that my suggestion makes
sense) but the example below seems to implement these formulas:
*---------------------- begin example --------------------
webuse restaurant, clear
nlogitgen type = restaurant(fast: Freebirds | MamasPizza, ///
family: CafeEccell | LosNortenos | WingsNmore, ///
fancy: Christophers | MadCows)
nlogittree restaurant type, choice(chosen)
nlogit chosen cost distance rating || ///
type: income kids, base(family) || ///
restaurant:, case(family_id) noconst
local ll_full = e(ll)
local K = e(rank)
local N = e(N)
nlogit chosen || ///
type: , base(family) || ///
restaurant:, case(family_id)
local ll_0 = e(ll)
di as txt "McFadden's pseudo R2: " ///
as result %9.3f 1-`ll_full'/`ll_0'
di as txt "adjusted McFadden's pseudo R2: " ///
as result %9.3f 1-(`ll_full'-`K')/`ll_0'
di as text "Cox Snell pseudo R2: " ///
as result %9.3f 1 - (exp(`ll_0')/exp(`ll_full'))^(2/`N')
di as text "Nagelkerke Cragg & Uhler's pseudo R2: " ///
as result %9.3f (1 - (exp(`ll_0')/exp(`ll_full'))^(2/`N')) ///
/ (1-exp(`ll_0')^(2/`N'))
*------------------------- end example -------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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