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Re: st: Pseudo R2 after "mi estimate:logit"


From   Richard Goldstein <[email protected]>
To   [email protected]
Subject   Re: st: Pseudo R2 after "mi estimate:logit"
Date   Mon, 14 Mar 2011 08:36:31 -0400

to the best of my knowledge, there is no similar wrapper; here is how I
have done it in the past, in a do file:

0. set up your right-hand-side variables (predictors) in a local; below,
mine is called `rhs'

1. noi estimate the model so you get result

2. then
qui mi query
local M=r(M)
scalar r2=0
scalar cstat=0
qui mi xeq 1/`M': logit acuteall `rhs'; scalar r2=r2+e(r2_p)
scalar r2=r2/`M'

the "qui" on the mi xeq command is so that you don't see the logit for
each of your imputed data sets (note that "acuteall" is just the name of
my outcome variable in a particular do file; replace with the name of
your outcome variable)

3. then display the scalar or do whatever else you want with it

Rich

On 3/14/11 8:28 AM, Aggie Chidlow wrote:
> Thank you Rich,
> 
> I am familiar with the information and procedure you suggested.
> 
> Do you happen to know if there is (i.e. for mi estimate:logit) a
> similar wrapper as the mibeta for mi estimate:regress?
> 
> Aggie
> 
> 
> On Mon, Mar 14, 2011 at 12:17 PM, Richard Goldstein
> <[email protected]> wrote:
>> see the following faq:
>>
>> http://www.stata.com/support/faqs/stat/mi_combine.html
>>
>> note that if you are using the "nocons" option of logit, the
>> pseudo-r-squared is not saved and thus you can't obtain it
>>
>> Rich
>>
>> On 3/14/11 8:13 AM, Aggie Chidlow wrote:
>>> Dear Stata users,
>>>
>>> Can somebody tell me how I could obtain the value of Pseudo R2 after
>>> "mi estimate:logit", please?
>>>
>>> I know about "mibeta" for "mi estimate:regress" but do not know (at
>>> present)  how to obtan R-squared measures from "mi estimate:logit".
>>>
>>> Many thanks in advance,
>>> Aggie
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