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  • Help!! Negative (count adjusted) R2 in logit regression!

    Dear Statalist friends,

    I am having troubles with the fitstats command since the R2 count adjusted is giving me negative results. Is there any intuition behind this?

    Here I paste the Page Imprint

    Thanks in advance!
    Click image for larger version

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  • #2
    UCLA provides a good reference on goodness-of-fit measures in logistic regression models:

    http://www.ats.ucla.edu/stat/mult_pk..._RSquareds.htm

    Examination of the description shows that the adjusted count r-squared will be negative when you could have done better by just always guessing the most common outcome, regardless of the covariates. All these measures are to be taken with a grain of salt.

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