------------------------------------------------------------------------------- help for

r2o(Michael Lacy) -------------------------------------------------------------------------------

r2o-- r2o ordinal explained variation statistic

Syntax

r2o[,TRustme] [NOmarg]-----------------------------------------------------------------------------

Description

r2ocalculates the ordinal explained variation statistic (i.e., Rē) described by Lacy (2006), which is used to summarize the fit of a regression model for an ordinal response. It rests on an ordinal variation measure that entails no assumptions about intercategory distances or distributional form. This measure is valid regardless of the method used to estimate the model, and was shown to outperform various pseudo-Rē measures in estimating the value of the true Rē for a regression model for an underlying continuous response, even though its sense does not require such.r2ois to be used after a relevant categorical response model has been run, while the e() list is still intact. By default, the program recognizes the following as relevant response models:ologit,oprobit,mlogit, andgologit2. However,r2oshould work after any estimation command for whichpredictp1,..., pkwill calculate predicted probabilities, and which follows official Stata's conventions for naming items in the e() list.

OptionsoptionsDescription -------------------------------------------------------------------------trustmewill make the program run regardless of whether an estimation command it recognizes has just been run.nomargsuppresses the display of the marginal distribution of the response variable.

Saved results

r2osaves the following inr():r(vtot)total variation in the response variabler(verr)error variation, i.e., the conditional variation in the responser(vmodel)variation explained by the modelr(r2o)ordinal explained variation statistic.r(ur2o)bias adjusted version of r2o.

Examples

. sysuse auto. ologit rep78 price foreign. ologit rep78 price foreign, nomarg

ReferencesLacy, Michael G. 2006. "An Explained Variation Measure for Ordinal Response Models With Comparisons to Other Ordinal Rē Measures." Sociological Methods and Research. 34:469-520.

AuthorMichael G. Lacy Colorado State University Fort Collins, Colorado Michael.Lacy@colostate.edu http://central.colostate.edu/author/mglacy/

AcknowledgementsMy thanks go to Richard Williams for helping me with various programming issues.