Re: st: MCKelvey and Zavoina

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 07:19 AM 6/2/2012, enrico wrote:
> Dear Statalist,
>
> my name is Enrico and I am an italian student. I'm working with Stata but I
> have a problem. I know that the formula to calculate the Pseudo R-square
> MCkelvey and Zavoina is R^2=Var(y*)/(Var(y*)+Var(error)), where Var(error)
> in the Logit is equal to 3.14^2/3 while in the Probit is equal to 1.
>
> Why if I use this formula in this case I don't obtein the exact value? In
> fact  6.84/(6.84+3.29)=0.675 and not 0.519. Which formula do you use
> instead?

Wrong formula. V(y*) already includes V(e). You need to SUBTRACT V(e) 
from the numerator rather than add it to the denominator. Then it 
becomes the logical analog of Explained variance/ Total variance. So,

(6.84 - 3.29)/6.84 = .519


> logit honcomp female read science
> fitstat, sav(r2_1)
>
> Measures of Fit for logit of honcomp
>
> Log-Lik Intercept Only:       -115.644   Log-Lik Full Model:
> -80.118
> D(196):                        160.236   LR(3):
> 71.052
>                                          Prob > LR:
> 0.000
> McFadden's R2:                   0.307   McFadden's Adj R2:
> 0.273
> ML (Cox-Snell) R2:               0.299   Cragg-Uhler(Nagelkerke) R2:
> 0.436
> McKelvey & Zavoina's R2:         0.519   Efron's R2:
> 0.330
> Variance of y*:                  6.840   Variance of error:
>  3.290
> Count R2:                        0.810   Adj Count R2:
> 0.283
> AIC:                             0.841   AIC*n:
> 168.236
> BIC:                          -878.234   BIC':
> -55.158
> BIC used by Stata:             181.430   AIC used by Stata:
> 168.236
>
> Thank you,
> Enrico
>
>
>
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  Richard.A.Williams.5@ND.Edu
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