Dear community,
I am modelling a fractional response regression on aggregated country-level data.
A pairwise correlation of the independent variable (per capita alcohol consumption) and the outcome variable (percentage deaths attributable to alcoholic cardiomyopathy among all cardiomyopathic deaths) yields the following:
In a usual linear regression, the R² would consequently be something around .25. However, in a fractional response model, the corresponding pseudo R² amounts to something lower than .1. To be more precisely:
As I could not figure out which kind of Pseudo R² the fracreg command calculates (and fitstat does not work with fracreg), I find it hard to interpret this figure. I could not find any details in the respective documentation.
This leads me to a more general question: Is there any way to get details on the formulae used by the respective commands? Or do I have to search in the references given in the documentation?
Many thanks!
Jakob
I am modelling a fractional response regression on aggregated country-level data.
A pairwise correlation of the independent variable (per capita alcohol consumption) and the outcome variable (percentage deaths attributable to alcoholic cardiomyopathy among all cardiomyopathic deaths) yields the following:
Code:
. pwcorr apc_total acd_perc100 | apc_to~l acd_~100 -------------+------------------ apc_total | 1.0000 acd_perc100 | 0.4925 1.0000
Code:
. fracreg logit acd_perc100 apc_total Iteration 0: log pseudolikelihood = -28.239363 Iteration 1: log pseudolikelihood = -10.12332 Iteration 2: log pseudolikelihood = -9.7813189 Iteration 3: log pseudolikelihood = -9.775209 Iteration 4: log pseudolikelihood = -9.7752052 Iteration 5: log pseudolikelihood = -9.7752052 Fractional logistic regression Number of obs = 39 Wald chi2(1) = 31.27 Prob > chi2 = 0.0000 Log pseudolikelihood = -9.7752052 Pseudo R2 = 0.0606 ------------------------------------------------------------------------------ | Robust acd_perc100 | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- apc_total | .2229683 .0398757 5.59 0.000 .1448134 .3011232 _cons | -4.902157 .4217877 -11.62 0.000 -5.728846 -4.075468 ------------------------------------------------------------------------------
This leads me to a more general question: Is there any way to get details on the formulae used by the respective commands? Or do I have to search in the references given in the documentation?
Many thanks!
Jakob
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