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Re: st: Reporting pseudo-r2
At 09:13 AM 9/14/2007, Richard Ohrvall wrote:
Dear Statalist,
I am sorry if this is a trivial question, but I can't manage to get
the pseudo-R2 estimats from my logistic regression. I am using Stata
version 10.0 and when I do the ordinary -logit- or -logistic- I get
the pseudo-R2 estimate (McFadden's) in the output, but when I use
-svy: logit- or -svy: logistic- I don't get it reported. Is there some
way to get it reported or do I have to calculate it myself?
Pseudo R^2 is computed using log likelihoods, and log likelihoods
assume that cases are all independent of each other. When you have
clustering and the like, cases are not independent, so pseudo R^2 is
not considered appropriate. (That is also why you suddenly start
getting Wald chi-squares or F values instead of LR chi-squares when
you use the cluster option or svy: prefix. This struck me as really
bizarre at first until I more or less understood it.)
If you are bound and determined to report Pseudo R^2 anyway, I think
you could do something like
logit y x [pw=wgt]
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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