Thanks, Richard. That was a very useful reference.
Cheers,
Ramani
On 13/10/05, Richard Williams <[email protected]> wrote:
> 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
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
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