From Charles.RAUX at laet.msh-lse.fr Fri Oct 4 23:46:59 2019 From: Charles.RAUX at laet.msh-lse.fr (RAUX Charles) Date: Fri, 4 Oct 2019 13:46:59 +0000 Subject: [Limdep Nlogit List] why different values of pseudo R2 in NLOGIT In-Reply-To: References: <3BE1FEAD-3100-496F-B0D2-BB6F3015B109@gmail.com> <72D6B3FEC474FA40B4981EDD2D672981F21E6829@CNMB02WVP.core-res.rootcore.local> Message-ID: <72D6B3FEC474FA40B4981EDD2D672981010FAA07E2@CNREXCMBX01P.core-res.rootcore.local> Hello I am running MNL with nlogit command and I get apparently different values of pseudo R2. In the nlogit command output I get Log likelihood R-sqrd R2Adj Constants only -7169.3503 .1449 .1445 Note: R-sqrd = 1 - logL/Logl(constants) When I ask about the scalars I get |-> CALC;PSEUDOR2=0.173714$ Why a different value? Regards Charles From wgreene at stern.nyu.edu Sat Oct 5 01:01:49 2019 From: wgreene at stern.nyu.edu (William Greene) Date: Fri, 4 Oct 2019 11:01:49 -0400 Subject: [Limdep Nlogit List] why different values of pseudo R2 in NLOGIT In-Reply-To: <72D6B3FEC474FA40B4981EDD2D672981010FAA07E2@CNREXCMBX01P.core-res.rootcore.local> References: <3BE1FEAD-3100-496F-B0D2-BB6F3015B109@gmail.com> <72D6B3FEC474FA40B4981EDD2D672981F21E6829@CNMB02WVP.core-res.rootcore.local> <72D6B3FEC474FA40B4981EDD2D672981010FAA07E2@CNREXCMBX01P.core-res.rootcore.local> Message-ID: Charles. The value reported with the output is based on the constants only logL. The value stored as a scalar (retrieved with CALC) uses the logL at the starting values. If you fit something other than a simple MNL, the starting values are usually the MNL results. /B. Greene On Fri, Oct 4, 2019 at 9:47 AM RAUX Charles wrote: > Hello > I am running MNL with nlogit command and I get apparently different values > of pseudo R2. > In the nlogit command output I get > > Log likelihood R-sqrd R2Adj > Constants only -7169.3503 .1449 .1445 > Note: R-sqrd = 1 - logL/Logl(constants) > > When I ask about the scalars I get > > |-> CALC;PSEUDOR2=0.173714$ > > Why a different value? > Regards > Charles > > _______________________________________________ > Limdep site list > Limdep at mailman.sydney.edu.au > http://limdep.itls.usyd.edu.au > > -- William Greene Department of Economics Stern School of Business, New York University 44 West 4 St., 7-90 New York, NY, 10012 URL: https://protect-au.mimecast.com/s/8ZHDCyoNVrcDMvrJIZO0ZG?domain=people.stern.nyu.edu Email: wgreene at stern.nyu.edu Ph. +1.212.998.0876 Editor in Chief: Journal of Productivity Analysis Editor in Chief: Foundations and Trends in Econometrics Associate Editor: Economics Letters Associate Editor: Journal of Business and Economic Statistics Associate Editor: Journal of Choice Modeling