Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: R2dicho after xtlogit |
Date | Tue, 22 Mar 2011 13:48:35 +0000 (GMT) |
--- On Tue, 22/3/11, Joerg Eulenberger wrote: > Tom Snijders and Roel Bosker described in the book: > "Multilevel Analysis: An introduction to basic and > advanced multilevel modeling" on page 225 a measured > value of explained variance for a binary two level > model (R2dicho) > > Has everyone a stata-syntax (do or ado) to calculate these > measured value after xtlogit? *------------------ begin example -------------------- webuse union, clear xtlogit union age grade i.not_smsa south##c.year tempname sigma_f2 tau_02 tau_r2 predict double xb if e(sample) sum xb if e(sample) scalar `sigma_f2' = r(Var) scalar `tau_02' = exp( [lnsig2u]_b[_cons] ) scalar `tau_r2' = _pi^2/3 di `sigma_f2' / (`sigma_f2' + `tau_02' + `tau_r2') *------------------ end example ------------------------ (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/