.- help for ^pre^ - 1.0 - 17 Mar 2005 .- Calculate the Proportional Reduction in Errors achieved by the model .- ^pre^ [^, ^c^utoff(#) ] Description ----------- ^pre^ is a post-estimation command that calculates the proportional reduction in errors achieved by the model. pre is a measure of the predictive power of a model. This routine is simpler and is applicable to more models than lstat. The approach of this procedure has three steps 1. find the errors when guessing without the model = E1 2. find the errors when guessing what the model predicts = E2 3. PRE = (E1-E2)/E1 */ For categorical dependent variables, the errors without the model are found by guessing the mode. The errors made without the model are: E1=N-Mode For continuous dependent variables, the errors without the model are found by guessing the mean. The errors without the model are E1=(Y-Ybar)^2. For OLS models pre = R2. Options ------- ^c^utoff(real) is the cutoff probability for logistic regression, i.e. the value above which the prediction is 1. The default is 0.5. Examples -------- . regress cbecs09 cprcs03 cprcs05 . ^pre^ Author: Paul Millar www.ucalgary.ca/~pemillar/stata.htm pemillar@@ucalgary.ca See also: --------- Online: help for @lstat@ (if installed)