Re: st: Pseudo R2 after "mi estimate:logit"

[Aggie Chidlow <mojamalarybka@googlemail.com>]

Thank you Rich,

I got it now... I made a mistake in the "qui mi xeq 1/`M': ..." hence
my results looked strange (to me).

If I may...
As I am used to reporting Wald test for the logit model.
Looing at the results you do not get it by using "mi estimate: logit".
Do you know how I can get it?
Or is it not being reported in mi estimate:logit?



On Mon, Mar 14, 2011 at 1:02 PM, Richard Goldstein
<richgold@ix.netcom.com> wrote:
> as you can see from the code, I am collecting e(r2_p) and this is
> pseudo-r-squared;
>
> I have no idea what you mean by "strange result", but you can look at
> each regression by dropping the "qui" and displaying "e(r2_p)"
>
> Rich
>
> On 3/14/11 8:58 AM, Aggie Chidlow wrote:
>> Hi Rich,
>> Thank you for the do file.
>> It is much appreciate.
>>
>> One more question, if you don't mind (soory if it a silly one).
>>
>> Is your scalar R2 or Pseudo-R2?
>> I am asking because when following your do file with my (varlist) I
>> get strange result for my Pseudo-R2.
>>
>>
>> On Mon, Mar 14, 2011 at 12:36 PM, Richard Goldstein
>> <richgold@ix.netcom.com> wrote:
>>> to the best of my knowledge, there is no similar wrapper; here is how I
>>> have done it in the past, in a do file:
>>>
>>> 0. set up your right-hand-side variables (predictors) in a local; below,
>>> mine is called `rhs'
>>>
>>> 1. noi estimate the model so you get result
>>>
>>> 2. then
>>> qui mi query
>>> local M=r(M)
>>> scalar r2=0
>>> scalar cstat=0
>>> qui mi xeq 1/`M': logit acuteall `rhs'; scalar r2=r2+e(r2_p)
>>> scalar r2=r2/`M'
>>>
>>> the "qui" on the mi xeq command is so that you don't see the logit for
>>> each of your imputed data sets (note that "acuteall" is just the name of
>>> my outcome variable in a particular do file; replace with the name of
>>> your outcome variable)
>>>
>>> 3. then display the scalar or do whatever else you want with it
>>>
>>> Rich
>>>
>>> On 3/14/11 8:28 AM, Aggie Chidlow wrote:
>>>> Thank you Rich,
>>>>
>>>> I am familiar with the information and procedure you suggested.
>>>>
>>>> Do you happen to know if there is (i.e. for mi estimate:logit) a
>>>> similar wrapper as the mibeta for mi estimate:regress?
>>>>
>>>> Aggie
>>>>
>>>>
>>>> On Mon, Mar 14, 2011 at 12:17 PM, Richard Goldstein
>>>> <richgold@ix.netcom.com> wrote:
>>>>> see the following faq:
>>>>>
>>>>> http://www.stata.com/support/faqs/stat/mi_combine.html
>>>>>
>>>>> note that if you are using the "nocons" option of logit, the
>>>>> pseudo-r-squared is not saved and thus you can't obtain it
>>>>>
>>>>> Rich
>>>>>
>>>>> On 3/14/11 8:13 AM, Aggie Chidlow wrote:
>>>>>> Dear Stata users,
>>>>>>
>>>>>> Can somebody tell me how I could obtain the value of Pseudo R2 after
>>>>>> "mi estimate:logit", please?
>>>>>>
>>>>>> I know about "mibeta" for "mi estimate:regress" but do not know (at
>>>>>> present)  how to obtan R-squared measures from "mi estimate:logit".
>>>>>>
>>>>>> Many thanks in advance,
>>>>>> Aggie
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