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st: Generating a pseudo R2 for log its using imputed data


From   Mosi Ifatunji <[email protected]>
To   [email protected]
Subject   st: Generating a pseudo R2 for log its using imputed data
Date   Tue, 3 Jul 2012 15:10:59 -0400

Colleagues,

I am estimating a series of LOGIT regression models on imputed data (i.e., using data where missing values have been estimated using multiple imputation: with the 'mi ice' command). The problem is that I am not being provided with the pseudo R2. When I want an adjusted R2 for my OLS regression models, I simply use the 'mibeta' command which provides me with an (average) adjusted R2 for my OLS regression models. 'mibeta' only estimates OLS models, not LOGIT models.

Does anyone know of a command that would fit a LOGIT model on imputed data and both calculate and report a pseudo R2?

Syntax notes:

I am able get an adjusted R2 for OLS models when I run:

mibeta y x1 x2 x3

I am unable to get pseudo R2 estimates when I run:

mi estimate: logit y x1 x2 x3

Thanks,

--- Mosi
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