[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

# RE: st: RE: r-square 4-level-logit-regression xtmelogit

 From "Nick Cox" <[email protected]> To <[email protected]> Subject RE: st: RE: r-square 4-level-logit-regression xtmelogit Date Mon, 15 Oct 2007 18:28:57 +0100

```If you can demonstrate that results that should be
the same, from the same data and the same model,
are different from -xtmelogit- and -gllamm-, then
there is a problem.

I think you need at least to show (examples of) the commands
you used and the results you got for experts
on these commands to comment.

Nick
[email protected]

Martina Brandt

> Dear Nic, thanks a lot for your answer - i know that
> pseudo-r-squares are
> quite tricky. But the probem here is, that the same
> pseudo-r-square changes
> using xtmemixed instead of gllamm because the estimated
> variance of phat in
> comparison to the level 1 to level 4 variances is much
> smaller than it is
> using gllamm?!

>   On Mon, 15 Oct 2007 17:03:56 +0100
>   "Nick Cox" <[email protected]> wrote:
> > There is a entire bestiary of pseudo-R-squares
> > based on different kinds of analogy to R-square,
> > strong, weak and otherwise. There is no
> > reason in general why they should agree.

Martina Brandt

> >> mc kelvey and zavoina suggest an r2 for multilevel logit
> regression,
> >> which is the variance of the predicted probabilities
> divided by the
> >> total variance of the model (=proportion of explained
> >> variance). in the
> >> four level model this would be
> >> (var(phat))/((var(phat)+((pi2)/3))+var(level2)+var(level3)+var
> >> (level4))
> >> (see snijders & bosker 1999: 225).
> >> using gllamm i always had pseudo r2 around 0.20, and now
> >> using xtmelogit
> >> it is supposed to be only around 0.01. does anyone have an
> idea, why
> >> this could have happened and how these differences could
> be explained?

*
*   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/
```

 © Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index