Re: st: Measures of fit in clogit

[Richard Williams <Richard.A.Williams.5@nd.edu>]

At 10:47 PM 4/6/2005 +0800, ya27402@umac.mo wrote:
> Dear Mr.,
>
> I want to ask you what is the relationship between McFadden's R2 and  pseudo-
> R2. Thank you very much.
Mcfadden's R^2 is one of the many different types of Pseudo R^2.  J. Scott 
Long, 1997, has a nice discussion of these several alternatives.  I'm not 
sure why McFadden's variant came to be the one blessed by Stata.  Long's 
-fitstat- program (part of -spostado-) will compute several of the other 
alternative pseudo R^2.  Whether you should use any of them is another 
matter, of course.


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Richard Williams, Notre Dame Dept of Sociology
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