Pseudo R2 for Gamma Regression?

[Cori Lorts]

I've been asked to determine the psuedo R2 for my multivariate model, but I am using glm with gamma family and log link. When I look online, I can only find Psuedo R2 instructions for logistic regression. Is anyone aware of determining a Pseudo R2 for glm - gamma and how I would run this in Stata? Any help would be greatly appreciated!

[Nick Cox]

Multivariate model now usually doesn't mean one with multiple predictors.

As you are using glm you have a single response and your model is, I suggest, not multivariate at all.

Compare the difference between mvreg and regress.

That aside, you have to define pseudo R-square here as there are many pretenders even to be fake.

glmcorr (SSC) gives you one way of defining a R-square with an explanation of its rationale detailed in the help file. There's propanda for that route in an FAQ http://www.stata.com/support/faqs/statistics/r-squared/