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Re: st: Reporting pseudo-r2

From   Richard Williams <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: Reporting pseudo-r2
Date   Fri, 14 Sep 2007 10:38:47 -0500

At 09:13 AM 9/14/2007, Richard Ohrvall wrote:
Dear Statalist,

I am sorry if this is a trivial question, but I can't manage to get
the pseudo-R2 estimats from my logistic regression. I am using Stata
version 10.0 and when I do the ordinary -logit- or -logistic- I get
the pseudo-R2 estimate (McFadden's) in the output, but when I use
-svy: logit- or -svy: logistic- I don't get it reported. Is there some
way to get it reported or do I have to calculate it myself?
Pseudo R^2 is computed using log likelihoods, and log likelihoods assume that cases are all independent of each other. When you have clustering and the like, cases are not independent, so pseudo R^2 is not considered appropriate. (That is also why you suddenly start getting Wald chi-squares or F values instead of LR chi-squares when you use the cluster option or svy: prefix. This struck me as really bizarre at first until I more or less understood it.)

If you are bound and determined to report Pseudo R^2 anyway, I think you could do something like

logit y x [pw=wgt]

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]

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