Dear Clive Nicholas :
Thank you very much. I understand what you recommend, and I really appreciate
it! Based on the adjusted McFadden's R^2, I had better to think that there is
little difference between 2 models....
Naoko Taniguchi
|| Visiting Scholar
|| Department of Political Science
|| University of Michigan
|| 6642 Haven Hall, 505 S State St
|| Ann Arbor MI 48109-1045
>Naoko Taniguchi replied:
>
>> The count R square seems good because it is said that it can describe
>> 'the proportion of correct prediction (i.e. the correct predicted vote
>> / the observed vote). But this measure seem contradict to others.
>>
>> Model A
>
>[...]
>
>> Count R2: 0.538
>>
>> Model B
>
>[...]
>
>> Count R2: 0.557
>
>If you've read pages 93 and 94 of Long and Freese (2001) - which gives the
>formula for count R^2, you'll know why. Precisely because "...it is
>possible to correctly predict at least 50 percent of the cases by choosing
>the outcome category with the largest percentage of cases" is certainly
>the main reason that I wouldn't trust this statistic as far as I could
>throw it.*
>
>Via -fitstat-, Long and Freese do calculate the adjusted count R^2, so
>called because it adjusts for the largest row marginal (formula given on
>page 94). However, in all of the fixed-effect logit models I've fitted to
>my own electoral data (as well as to play data such as from -webuse
>union-), -fitstat- never once offers the adjusted count R^2 statistic
>(even when including just one (dummy) independent variable), presumably
>because it cannot be calculated after -clogit-. I'd be interested to find
>out from others if they have successful experiences of this.
>
>I repeat my advice from earlier: if you value what the R^2 of your model
>is telling you, put most of your cash on reporting the adjusted McFadden's
>R^2.
>
>CLIVE NICHOLAS |t: 0(044)7903 397793
>Politics |e: [email protected]
>Newcastle University |http://www.ncl.ac.uk/geps
>
>References:
>
>Long JS and Freese S (2nd ed., 2001) REGRESSION MODELS FOR CATEGORICAL
>DEPENDENT VARIABLES USING STATA, College Station: Stata Press.
>
>*Personal best: 11 feet, 2 inches at the All-England Count R^2-Throwing
>Championships at Sunningdale last August.
>
>*
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>* http://www.ats.ucla.edu/stat/stata/
>
*
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