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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: pseudo r2 |

Date |
Fri, 7 Nov 2008 18:45:11 -0000 |

Stata's definition appears to be 1 - e(sum_adev) / e(sum_rdev) in this case. That's unlike any other definition of pseudo-R^2 that's popular, but it is natural for a method based on L1-norm (or whatever notation you use). This underlines one of several problems with these measures: there are so many to choose from. See also FAQ . . . . . . . . . . . . . . . . . . . . . . . Do-it-yourself R-squared 9/03 How can I get an R-squared value when a Stata command does not supply one? http://www.stata.com/support/faqs/stat/rsquared.html FAQ . . . . . . . . . . . . . . . . . . . . . . . . . R-square after xtgls 4/03 Why does xtgls not report an R-square statistic? http://www.stata.com/support/faqs/stat/xtgls2.html FAQ . . . . . . . . . . . . . . . . . . . . Missing R-squared for 2SLS/IV 1/03 For two-stage least-squares (2SLS/IV/ivreg) estimates, why is the R-squared statistic not printed in some cases? For two-stage least-squares (2SLS/IV/ivreg) estimates, why is the Model Sum of Squares sometimes negative? For two-stage least-squares (3SLS/IV/ivreg) estimates, why are the R-squared and Model Sum of Squares sometimes negative? http://www.stata.com/support/faqs/stat/2sls.html FAQ . . . . . . . . . . . . . . . . . . . . Pseudo R-squared for xtprobit 10/01 How can I calculate the pseudo R-squared for xtprobit? http://www.stata.com/support/faqs/stat/xtprobit.html FAQ . . . . . . . . . . . . . . . . . . . . . . . . . Pseudo-R^2 for tobit 6/97 Why is the pseudo-R^2 for tobit negative or greater than 1? http://www.stata.com/support/faqs/stat/pseudor2.html FAQ . . . . . . . . . . . . . . . . . . R-squared: areg versus xtreg, fe 9/96 Why isn't the calculation of R2 the same for areg and xtreg, fe? http://www.stata.com/support/faqs/stat/xtr2.html Nick n.j.cox@durham.ac.uk markus.klemusch.m.k@gmx.de I run a median-regression (qreg) and I wanted to save the "pseudo r2" by using commands like e() or local but without success. gen r2=e(r2) is fine is case of OLS (reg[, robust]) How can I do the same or something similar after running a median-regression? People express doubt and concern about the pseudo r2 (according to the internet). Is it a second best solution or even a bad solution? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: pseudo r2***From:*markus.klemusch.m.k@gmx.de

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