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Re: st: R2dicho after xtlogit


From   Jörg Eulenberger <[email protected]>
To   [email protected]
Subject   Re: st: R2dicho after xtlogit
Date   Tue, 22 Mar 2011 17:22:55 +0100

Thanks a lot Maarten,
my Stata 10.1 give me this error code

. scalar `tau_r2' = _pi2/3
_pi2 not found

is this the right code?
scalar `tau_r2' = (_pi*_pi)/3

Jörg



Am 22.03.2011 14:48, schrieb Maarten buis:
> 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' = _pi2/3
>
> di `sigma_f2' / (`sigma_f2' + `tau_02' + `tau_r2')

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