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Re: st: pseudo R2 with multiple imputed data


From   Leandro Brufman <[email protected]>
To   [email protected]
Subject   Re: st: pseudo R2 with multiple imputed data
Date   Fri, 1 Oct 2010 12:27:43 -0400

have you tried fitstat
http://ideas.repec.org/c/boc/bocode/s407201.html


On Fri, Oct 1, 2010 at 6:44 AM,  <[email protected]> wrote:
> Dear members of the list,
>
> I am using -mim- to run some logistic regression models with multiple
> imputed datafiles (using the cluster-option since I have multilevel-data).
> I would like to compute any of the pseudo R2s to illustrate differences
> between some models. Does anybody of you know, how to get that?
>
> Up to now there is no output of the pseudo R2  by using mim. As I read,
> for the regular R2 of a linear regression I cannot just compute the mean
> value (Rubins Rule) due to the distribution of R2. Here I need to
> fishers-z-transform the different R2s first. So I guess there are similar
> problems and maybe also solutions for the pseudo R2?
>
> I hope some of you can give me advice on that,
> recards
> Cornelia Gresch
>
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