So I am using the svylogit command for all my multivariate analyses on
dichotomous outcome variables. But svylogit does not produce an R2 value. Is
there another command that will produce this R2 value for me? Or does Stata
have another measure--other than R2--that measures how much variance a model
explains when using complex survey data? (I believe the logit command *does*
return an R2 result, so I'm not sure why svylogit doesn't. Is there
something about complex survey data that makes R2 values inappropriate?)
Another thing that struck me as really weird at first is that svylogit
reports F and t statistics rather than chi-square and z statistics. But,
Stata generally has a reason for what it does, even if I don't always
understand it. I don't see a specific discussion of R^2 in the Stata 8
Survey Data manual, but on p. 28 it does say that most of the svy
estimation commands use "pseudo-maximum likelihood methods." These are not
"true likelihoods" and hence "standard LR tests are no longer
valid". Since Pseudo R^2 is computed from the likelihoods, my guess is
that it is not considered valid in this case either. As for
alternatives? I don't know.
