[Limdep Nlogit List] why different values of pseudo R2 in NLOGIT

William Greene wgreene at stern.nyu.edu
Sat Oct 5 01:01:49 AEST 2019

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
values are usually the MNL results.
/B. Greene

On Fri, Oct 4, 2019 at 9:47 AM RAUX Charles <Charles.RAUX at laet.msh-lse.fr>

> 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
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William Greene
Department of Economics
Stern School of Business, New York University
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