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

[Aggie Chidlow <mojamalarybka@googlemail.com>]

The one for "mi estimate:logit" for over imputed data.
I can see it for each M but can't see it for the whole model.

So, can you tell me whare you are looking,please?
Aggie



On Mon, Mar 14, 2011 at 1:35 PM, Richard Goldstein
<richgold@ix.netcom.com> wrote:
> What Wald test are you referring to? I certainly see them for the predictors
>
> Rich
>
> On 3/14/11 9:24 AM, Aggie Chidlow wrote:
>> 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
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/