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

[Richard Goldstein <richgold@ix.netcom.com>]

as you can see from the code, I am collecting e(r2_p) and this is
pseudo-r-squared;

I have no idea what you mean by "strange result", but you can look at
each regression by dropping the "qui" and displaying "e(r2_p)"

Rich

On 3/14/11 8:58 AM, Aggie Chidlow wrote:
> 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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