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

[Richard Goldstein <richgold@ix.netcom.com>]

1. next to each predictor I see a t-test

2. at the top of the output I see an F-test

I still don't understand what Wald test you are looking for

Rich

On 3/14/11 10:06 AM, Aggie Chidlow wrote:
> 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
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