Richard Williams replied to Karen Matsuoka
> >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.
<exchange of SPSS nostalgia>
I guess the guess about likelihood is likely right on target.
For more discussion, see
http://www.stata.com/support/faqs/stat/rsquared.html
Nick
[email protected]
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