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From |
"Martina Brandt, Soziologisches Inst." <[email protected]> |

To |
[email protected] |

Subject |
Re: st: RE: r-square 4-level-logit-regression xtmelogit |

Date |
Mon, 15 Oct 2007 19:19:16 +0200 |

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?!

warmm regards, martina

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.

Nick [email protected]

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?

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________________________ Martina Brandt Universit�t Z�rich Soziologisches Institut Andreasstr. 15 CH-8050 Z�rich Tel. +41(0)44 6352347 * * 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/

**Follow-Ups**:**RE: st: RE: r-square 4-level-logit-regression xtmelogit***From:*"Nick Cox" <[email protected]>

**References**:**st: RE: r-square 4-level-logit-regression xtmelogit***From:*"Nick Cox" <[email protected]>

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