Hugh,
I don't understand why you can't use -fitstat- with spost9_ado.
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package spost9_ado from http://www.indiana.edu/~jslsoc/stata
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TITLE
Distribution-date: 26May2009
DESCRIPTION/AUTHOR(S)
spost9_ado Stata 9 & 10 commands for the post-estimation interpretation
of regression models. Use package spostado.pkg for Stata 8.
Based on Long & Freese - Regression Models for Categorical Dependent
Variables Using Stata. Second Edition.
Support www.indiana.edu/~jslsoc/spost.htm
Scott Long & Jeremy Freese ([email protected])
****begin example****
use http://www.ats.ucla.edu/stat/stata/dae/logit.dta, clear
logit admit gre topnotch gpa
fitstat
ret li
********
. logit admit gre topnotch gpa
Iteration 0: log likelihood = -249.98826
Iteration 1: log likelihood = -239.17277
Iteration 2: log likelihood = -239.06484
Iteration 3: log likelihood = -239.06481
Logistic regression Number of obs = 400
LR chi2(3) = 21.85
Prob > chi2 = 0.0001
Log likelihood = -239.06481 Pseudo R2 = 0.0437
------------------------------------------------------------------------------
admit | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
gre | .0024768 .0010702 2.31 0.021 .0003792 .0045744
topnotch | .4372236 .2918532 1.50 0.134 -.1347983 1.009245
gpa | .6675556 .3252593 2.05 0.040 .0300592 1.305052
_cons | -4.600814 1.096379 -4.20 0.000 -6.749678 -2.451949
------------------------------------------------------------------------------
. fitstat
Measures of Fit for logit of admit
Log-Lik Intercept Only: -249.988 Log-Lik Full Model: -239.065
D(396): 478.130 LR(3): 21.847
Prob > LR: 0.000
McFadden's R2: 0.044 McFadden's Adj R2: 0.028
ML (Cox-Snell) R2: 0.053 Cragg-Uhler(Nagelkerke) R2: 0.074
McKelvey & Zavoina's R2: 0.075 Efron's R2: 0.052
Variance of y*: 3.558 Variance of error: 3.290
Count R2: 0.683 Adj Count R2: 0.000
AIC: 1.215 AIC*n: 486.130
BIC: -1894.490 BIC': -3.873
BIC used by Stata: 502.095 AIC used by Stata: 486.130
. ret li
scalars:
r(stataaic) = 486.1296167502151
r(statabic) = 502.095474938647
r(bic_p) = -3.872507163376337
r(bic) = -1894.490343904546
r(aic_n) = 486.1296167502151
r(aic) = 1.215324041875538
r(r2_ctadj) = 0
r(r2_ct) = .6825
r(v_error) = 3.289868133696453
r(v_ystar) = 3.558261449065467
r(r2_ef) = .0516798400622276
r(r2_mz) = .0754282166195246
r(r2_cu) = .0744977264693392
r(r2_ml) = .0531525174232285
r(r2_mfadj) = .0276951023068386
r(r2_mf) = .0436958537803742
r(lrx2_p) = .0000701949508804
r(lrx2) = 21.84690080470028
r(dev) = 478.1296167502151
r(ll) = -239.0648083751076
r(ll_0) = -249.9882587774577
r(N) = 400
r(n_rhs) = 3
r(n_parm) = 4
r(lrx2_df) = 3
r(dev_df) = 396
HTH,
Joao Lima
2009/6/27 Hugh Robinson <[email protected]>:
> Thanks Martin - you've got me moving forward again.
>
> You wouldn't happen to know how to get the model pseudo r-square
> displayed would you? In Roger's post below he suggests that parmby
> calculates and stores it as r2_p, but I don't see it.
>
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Martin Weiss
> Sent: Saturday, June 27, 2009 3:44 PM
> To: [email protected]
> Subject: st: Re: RE: RE: R2 stats using statsby or parmby???
>
> <>
>
> Not sure whether that blank after -flist-- hurt you, but you should use
> line
> continuation "///". Also note that -by- likes to be passed a dataset
> sorted
> by its -varlist-, so append an "s" to make it "bysort"...
>
> ***
> use http://www.ats.ucla.edu/stat/stata/dae/logit.dta, clear
> global tflist ""
> global modseq=0
> foreach X in gre topnotch gpa {
> global modseq=$modseq+1
> tempfile tf$modseq
> parmby "logit admit `X'", label ///
> command format(estimate min95 max95 ///
> %8.2f p %8.1e) idn($modseq) ///
> saving(`tf$modseq',replace) ///
> flist(tflist)
> }
> dsconcat $tflist
> sort idnum parmseq
> describe
> bys idnum command:list parm ///
> label estimate min95 max95 p,noobs
> ***
>
>
> HTH
> Martin
> _______________________
> ----- Original Message -----
> From: "Hugh Robinson" <[email protected]>
> To: <[email protected]>
> Sent: Saturday, June 27, 2009 11:10 PM
> Subject: st: RE: RE: R2 stats using statsby or parmby???
>
>
>> Roger,
>>
>> I was intrigued by reading your response to this posting, I think the
>> foreach and parmby commands could be very helpful for me in running a
>> number of univariat logits and producing a single table containing
> each
>> variable name, its coefficient, p-value, and r-square value.
>>
>> Towards that goal I thought I would start with the UCLA sample logit
>> data and try to modify the command list from the parmby help file to
>> create something looks like what I'm after.
>>
>> When I run the following code the foreach loop only gets as far the
>> first covariate "gre" then produces an error that reads "variable
> tflist
>> not found".
>>
>> Can you see what's wrong?
>>
>>
>> Thanks
>> HR
>>
>>
>> use http://www.ats.ucla.edu/stat/stata/dae/logit.dta, clear
>> global tflist ""
>> global modseq=0
>> foreach X in gre topnotch gpa {
>> global modseq=$modseq+1
>> tempfile tf$modseq
>> parmby "logit admit `X'", label command format(estimate min95 max95
>> %8.2f p %8.1e) idn($modseq) saving(`tf$modseq',replace)
>> flist (tflist)
>> }
>> dsconcat $tflist
>> sort idnum parmseq
>> describe
>> by idnum command:list parm label estimate min95 max95 p,noobs
>>
>>
>>
>>
>> -----Original Message-----
>> From: [email protected]
>> [mailto:[email protected]] On Behalf Of Newson,
> Roger
>> B
>> Sent: Friday, June 26, 2009 1:07 PM
>> To: '[email protected]'
>> Subject: st: RE: R2 stats using statsby or parmby???
>>
>> You do not specify what goodness-of-fit statistic you want, or which
>> program you are using to do your logistic regression (O prefer -glm-,
>> but many other people prefer -logit- or -logistic-). However, if the
>> goodness-of-fit statistic is saved in e(), then either -statsby- or
>> -parmby- can save it. In the case of -parmby-, you use the -escal()-
>> option to save extra scalar results. As in
>>
>> parmby "glm y x, link(logit) family(bin) eform robust", eform
> norestore
>> by(group) escal(aic bic chi2 dispers_p)
>>
>> which should save -e(aic)-, -e(bic)-, -e(chi2)- and -e(dispers_p)- in
>> scalar variables named -es_1-, -es_2-, -es_3-, and -es_4-,
> respectively.
>> You can give them more informative names using the -rename()- option.
>> Similarly, the -logit- and -logistic- commands save the
> pseudo-R-squared
>> in -e(r2_p)-.
>>
>> I hope this helps.
>>
>> Best wishes
>>
>> Roger
>>
>>
>> Roger B Newson BSc MSc DPhil
>> Lecturer in Medical Statistics
>> Respiratory Epidemiology and Public Health Group
>> National Heart and Lung Institute
>> Imperial College London
>> Royal Brompton Campus
>> Room 33, Emmanuel Kaye Building
>> 1B Manresa Road
>> London SW3 6LR
>> UNITED KINGDOM
>> Tel: +44 (0)20 7352 8121 ext 3381
>> Fax: +44 (0)20 7351 8322
>> Email: [email protected]
>> Web page: http://www.imperial.ac.uk/nhli/r.newson/
>> Departmental Web page:
>>
> http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop
>> genetics/reph/
>>
>> Opinions expressed are those of the author, not of the institution.
>>
>> -----Original Message-----
>> From: [email protected]
>> [mailto:[email protected]] On Behalf Of Thomas M
>> Holbrook
>> Sent: 26 June 2009 18:09
>> To: [email protected]
>> Subject: st: R2 stats using statsby or parmby???
>>
>> I'm trying to find a way the generate goodness-of-fit stats for logit
>> models run separately over subgroups of my my data (I'm running a vote
>> model using individual-level data and I want to generate fit stats by
>> day of the campaign). I can get the slopes and standard errors using
>> "statsby" or "parmby" but I don't set a way of generating the fit
> stats.
>> Any ideas???
>>
>> -Tom
>>
>> Thomas M. Holbrook
>>
>> Wilder Crane Professor of Government
>> Department of Political Science
>> University of Wisconsin-Milwaukee
>> 3210 North Maryland Avenue
>> Milwaukee, WI 53211
>>
>> www.uwm.edu/~holbroot
>> www.election08data.blogspot.com
>>
>> 414-229-6468
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>
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--
----------------------------------------
Joao Ricardo Lima, D.Sc.
Professor
UFPB-CCA-DCFS
Fone: +5538387264913
Skype: joao_ricardo_lima
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