Re: st: Stata's pseudo R-squared for oprobit

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

At 01:10 PM 10/12/2005, Ramani Gunatilaka wrote:
> Hi Statalist,
> I have not been able to find a definition of the particular pseudo
> R-squared that Stata reports with the results of an oprobit regression
> in either the manuals or in the list archives.
> As I understand, there are many pseudo R-squareds around. Can someone
> please tell me whether the one Stata reports is Maddala's (1983) or
> Zavoina and McKelvey's (1975) or something else?
> Thanks a lot,
> Ramani
McFadden's R^2.  Several other pseudo R^2 measures are available with 
-fitstat-, which is part of the Long and Freese -spost- routines for 
categorical data analysis.  A discussion of these various measures is 
available at

http://www.nd.edu/~rwilliam/xsoc694/x05.pdf


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