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st: MCKelvey and Zavoina
From
"enrico" <[email protected]>
To
<[email protected]>
Subject
st: MCKelvey and Zavoina
Date
Sat, 2 Jun 2012 14:19:35 +0200
Dear Statalist,
my name is Enrico and I am an italian student. I?m working with Stata but I
have a problem. I know that the formula to calculate the Pseudo R-square
MCkelvey and Zavoina is R^2=Var(y*)/(Var(y*)+Var(error)), where Var(error)
in the Logit is equal to 3.14^2/3 while in the Probit is equal to 1.
Why if I use this formula in this case I don?t obtein the exact value? In
fact 6.84/(6.84+3.29)=0.675 and not 0.519. Which formula do you use
instead?
logit honcomp female read science
fitstat, sav(r2_1)
Measures of Fit for logit of honcomp
Log-Lik Intercept Only: -115.644 Log-Lik Full Model:
-80.118
D(196): 160.236 LR(3):
71.052
Prob > LR:
0.000
McFadden's R2: 0.307 McFadden's Adj R2:
0.273
ML (Cox-Snell) R2: 0.299 Cragg-Uhler(Nagelkerke) R2:
0.436
McKelvey & Zavoina's R2: 0.519 Efron's R2:
0.330
Variance of y*: 6.840 Variance of error:
3.290
Count R2: 0.810 Adj Count R2:
0.283
AIC: 0.841 AIC*n:
168.236
BIC: -878.234 BIC':
-55.158
BIC used by Stata: 181.430 AIC used by Stata:
168.236
Thank you,
Enrico
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