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st: R-squared measures proposed by Cameron and Windmeijer (1996) in stata


From   Francisco Rowe <[email protected]>
To   [email protected]
Subject   st: R-squared measures proposed by Cameron and Windmeijer (1996) in stata
Date   Fri, 25 Mar 2011 14:46:35 +1000

Hi,

I have two questions regarding the estimation of a Negative Binomial Regression Model with quadratic variance (NBRM2). 

1) How could the R-squared for NBR2 based on deviances proposed in the paper below be implemented using STATA? Does it require any changes if robust standard errors are used for the estimation?
Cameron, C and Windmeijer, F 1996, 'R-squared measures for count data regression models with applications to health-care utilization', Journal of Business & Economic Statistics, vol. 14, no. 2, pp. 209-20.

2) In general -for what I have seen-, why measures of fit in form of (Pseudo) R-squared are relatively low (<0.3)? Are there any special conditions that cause this?

I would appreciate your comments.

Francisco Rowe.
University of Queensland
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