At 10:23 AM 4/6/2005, Richard Williams wrote:
At 10:47 PM 4/6/2005 +0800, [email protected] 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.
Also, a synopsis of various pseudo R^2 measures can be found at
http://www.nd.edu/~rwilliam/xsoc694/x05.pdf
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