help r2_mz
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Title

    r2_mz - McKelvey & Zavoina's R2 for multilevel logistic regression and
    random effects logit and probit models

Syntax

    r2_mz

Description

    r2_mz is a post-estimation command that computes McKelvey & Zavoina's R2
    for multilevel logistic regression, random effects, and fixed effects
    logit and probit models.  At least for fixed effects models, according to
    Windmeijer (1995) "... it seems to be the best measure to use" (p. 114).
    r2_mz works after the following: xtmelogit, xtlogit, xtprobit, logit,
    logistic, probit.

Example

    . webuse towerlondon, clear
    . xtmelogit dtlm difficulty i.group || family: || subject:
    . r2_mz

Saved Results

    r2_mz adds the following in e():

    Scalars   
      e(r2_mz)       McKelvey & Zavoina's R2
      e(deviance)    Model Deviance
      e(Var_u)       Total Variance of Random Effects
      e(Var_u#)      Variance of Level-# random effects

References

    Windmeijer, F. A. G. (1995). Goodness-of-fit measures in binary choice
        models. Econometric Reviews, 14, 101-116.

Also see

    Manual:  [R] xtmelogit, xtlogit, xtprobit
    Online:  Help for xtmelogit, xtlogit, xtprobit; ssc package fitstat
             (click here)
    Web:     Stata's Home

Acknowledgments

    Thanks to Ulrich Kohler (WZB Berlin) for providing a template of the Mata
    program used!

Author

    Dirk Enzmann
    Institute of Criminal Sciences, Hamburg
    email: mailto:dirk.enzmann@uni-hamburg.de