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st: Pseudo R2 using -mim- and -svy- commands


From   "Carter Rees" <[email protected]>
To   <[email protected]>
Subject   st: Pseudo R2 using -mim- and -svy- commands
Date   Wed, 10 Sep 2008 11:11:13 -0400

Statalist,

I am using the -mim- command in conjunction with -svy:logit- and was asked
to produce a pseudo R2 for my models.  After coming to the conclusion that
neither the -mim- or -svy- commands allow me to do this I started digging
through the archives and came across this discussion:
http://www.stata.com/statalist/archive/2007-09/msg00476.html

Dr. Richard Williams has provided some useful information in the post
stating, "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."  

No doubt Dr. Williams is correct but I am hoping for citation purposes
someone could point me to an article or text book stating the same.

Best,

Carter


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