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

[Aggie Chidlow <mojamalarybka@googlemail.com>]

Hi Rich,
Thank you for the do file.
It is much appreciate.

One more question, if you don't mind (soory if it a silly one).

Is your scalar R2 or Pseudo-R2?
I am asking because when following your do file with my (varlist) I
get strange result for my Pseudo-R2.


On Mon, Mar 14, 2011 at 12:36 PM, Richard Goldstein
<richgold@ix.netcom.com> wrote:
> 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
>> <richgold@ix.netcom.com> 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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