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st: RE: Pseuod R2 after mixlogit


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: Pseuod R2 after mixlogit
Date   Wed, 8 Dec 2010 12:26:19 +0000

-mixlogit- is from the SJ (Arne Risa Hole). Please remember to explain where user-written programs you refer to come from, as long requested in the Statalist FAQ. 

This is an FAQ. For various advice see

FAQ     . . . . . . . . . . . . . . . . . . . . . . . Do-it-yourself R-squared
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        9/03    How can I get an R-squared value when a Stata command
                does not supply one?
                http://www.stata.com/support/faqs/stat/rsquared.html

FAQ     . . . . . . . . . . . . . . . . . . . . . . . . . R-square after xtgls
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  A. McDowell
        4/03    Why does xtgls not report an R-square statistic?
                http://www.stata.com/support/faqs/stat/xtgls2.html

FAQ     . . . . . . . . . . . . . . . . . . . .  Missing R-squared for 2SLS/IV
        . . . . . . . . . . . . . . . .  W. Sribney, V. Wiggins and D. Drukker
        1/03    For two-stage least-squares (2SLS/IV/ivreg) estimates, why
                is the R-squared statistic not printed in some cases?
                For two-stage least-squares (2SLS/IV/ivreg) estimates, why
                is the Model Sum of Squares sometimes negative?
                For two-stage least-squares (3SLS/IV/ivreg) estimates, why
                are the R-squared and Model Sum of Squares sometimes
                negative?
                http://www.stata.com/support/faqs/stat/2sls.html

FAQ     . . . . . . . . . . . . . . . . . . . .  Pseudo R-squared for xtprobit
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Gould
        10/01   How can I calculate the pseudo R-squared for xtprobit?
                http://www.stata.com/support/faqs/stat/xtprobit.html

FAQ     . . . . . . . . . . . . . . . . . . . . . . . . . Pseudo-R^2 for tobit
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Sribney
        6/97    Why is the pseudo-R^2 for tobit negative or greater
                than 1?
                http://www.stata.com/support/faqs/stat/pseudor2.html

FAQ     . . . . . . . . . . . . . . . . . .  R-squared:  areg versus xtreg, fe
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Gould
        9/96    Why isn't the calculation of R2 the same for areg
                and xtreg, fe?
                http://www.stata.com/support/faqs/stat/xtr2.html

Nick 
[email protected] 

Agnes Klein

I am using -mixlogit-  and was asked to report a Pseudo-R2. Since Stata does not report it by default I am wondering if there is a way to get it reported or if I have to calculate it myself and if yes, how?


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