help r2_mz

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