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

[Aggie Chidlow <mojamalarybka@googlemail.com>]

Thank you Rich,

As I am new to "mi estimate" and trying to learn it, I am getting a
bit confused when looking at my outputs..so appologies for any silly
questions.

I see the same when I look at the overall model using "mi estimate:logit".
However when I look at "mi xeq 0 1 20" I can see Wald tests.

Dose it mean that the F - test (for M) in "mi estimate:logit"
represents Wald test from individual m?

Further, how do I choose the appropriate M in add()?


On Mon, Mar 14, 2011 at 3:00 PM, Richard Goldstein
<richgold@ix.netcom.com> wrote:
> 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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