re: st: Package -r2c- now available in SSC

[Joseph Luchman <jluchman@gmail.com>]

Hi Ariel,

  Certainly.  To my understanding, -countfit- is mainly helpful for
selecting a count model and uses the information criteria and
predicted probabilities to do so.

  I see the -r2c- as useful mainly for explanatory purposes following
model selection and estimation and, although there is a statistic
reported for negative binomial models (i.e., the DP r-square) that is
intended to compare models, -r2c- is not intended for model selection
purposes (though it can be used for that purpose if the analyst
desires).

  The indexes reported are all r-squares (of different flavors, though
several lack properties such as "boundedness" between 0-1, that an
r-square should possess) the recommended statistic, the deviance
r-square is based on the model log likelihood and so it uses the same
information as the AIC and BIC reported in -countfit-.  For what it's
worth, the -r2c- also incorporates probability weights, an
exposure/offset (both in the main count model, and the inflate model
for zero-inflated models), and incorporates more of Stata's built-in
count models (truncated counts, generalized negative binomial).

- joe

Joseph Nicholas Luchman, M.A.
----
Senior Research Associate | Fors Marsh Group
Desk: 571 858 3770
Email: jluchman@forsmarshgroup.com
forsmarshgroup.com
----
Doctoral Candidate
Industrial Organizational Psychology
George Mason University
http://sites.google.com/site/jluchman/

Date: Sun, 3 Feb 2013 10:57:33 -0500
From: "Ariel Linden, DrPH" <ariel.linden@gmail.com>
Subject: re: st: Package -r2c- now available in SSC

Interesting program, Joseph. Can you provide some explanation of how the
results from -r2c- complement (or contrast) the measures tested by
- -countfit- ( a user-written program by J. Scott Long and Jeremy Freese
- -findit countfit-)?

Ariel

Date: Sat, 2 Feb 2013 10:42:03 -0500
From: Joseph Luchman <jluchman@gmail.com>
Subject: st: Package -r2c- now available in SSC

Thanks to Kit Baum, package -r2c- has been uploaded to SSC.

To install, write -ssc install r2c-

r2c: Stata module computes several goodness of fit measures for count
data models.



- - -r2c- calculates r-square indexes based on deviance, pearson deviance,
squared correlation,  and explained variance following a poisson,
tpoisson, zip, nbreg, tnbreg, zinb, gnbreg, or glm (with
family(poisson) or family(nbinomial)).

The indexes computed by the r2c command derive from  Cameron and
Windmeijer (Journal of Business & Economic Statistics, 1996).


- - -r2c- requires Stata 12.1.


- - - Joseph

Joseph Nicholas Luchman, M.A.
- - ----
Senior Research Associate | Fors Marsh Group
Desk: 571 858 3770
Email: jluchman@forsmarshgroup.com
forsmarshgroup.com
- - ----
Doctoral Candidate
Industrial Organizational Psychology
George Mason University
http://sites.google.com/site/jluchman/
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