------------------------------------------------------------------------------- help for r2o (Michael Lacy) -------------------------------------------------------------------------------

r2o -- r2o ordinal explained variation statistic


r2o [,TRustme] [NOmarg]

----------------------------------------------------------------------------- Description

r2o calculates the ordinal explained variation statistic (i.e., R) 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-R measures in estimating the value of the true R for a regression model for an underlying continuous response, even though its sense does not require such. r2o is 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, and gologit2. However, r2o should work after any estimation command for which predict p1,..., pk will calculate predicted probabilities, and which follows official Stata's conventions for naming items in the e() list.

Options options Description ------------------------------------------------------------------------- trustme will make the program run regardless of whether an estimation command it recognizes has just been run. nomarg suppresses the display of the marginal distribution of the response variable.

Saved results

r2o saves the following in r(): r(vtot) total variation in the response variable r(verr) error variation, i.e., the conditional variation in the response r(vmodel) variation explained by the model r(r2o) ordinal explained variation statistic. r(ur2o) bias adjusted version of r2o.


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


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


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


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