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


From   Aggie Chidlow <[email protected]>
To   [email protected]
Subject   Re: st: Pseudo R2 after "mi estimate:logit"
Date   Mon, 14 Mar 2011 13:25:12 +0000

Thank you for your advice (much appreciated).
I have done it now.

On Mon, Mar 14, 2011 at 1:11 PM, Nick Cox <[email protected]> wrote:
> Rich's code shows clearly that he is using e(r2_p), i.e. the pseudo version.
>
> The code presumes that the various results can reasonably be averaged.
> Perhaps that is not true in your case. For example, there may be
> outliers from some of your runs.
>
> Nick
>
> On Mon, Mar 14, 2011 at 12:58 PM, Aggie Chidlow
> <[email protected]> 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
>> <[email protected]> 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
>>>> <[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".
>
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