stata mlogit解释

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mlogit回归出来，有个Pseudo-R2，但是我没有看到这个代表什么意思？
我的Pseudo-R2=0.0379，我在网上米有查到怎么解释。pseudo是虚假的意思
但不知道Pseudo-R2啥意思？
求大家解答。

另外mlogit里面有没有相关统计量来表明模型的拟合度，就是能解释结果变量的百分比？

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关键词：mlogit logit Stata tata Log 百分比 米有 模型 统计 网上

伪回归，可以翻翻相关论文，看别人怎么解释的

谢谢分享……

enjoy!


When analyzing data with a logistic regression, an equivalent statistic to R-squared does not exist.  The model estimates from a logistic regression are maximum likelihood estimates arrived at through an iterative process.  They are not calculated to minimize variance, so the OLS approach to goodness-of-fit does not apply.  However, to evaluate the goodness-of-fit of logistic models, several pseudo R-squareds have been developed.   These are "pseudo" R-squareds because they look like R-squared in the sense that they are on a similar scale, ranging from 0 to 1 (though some pseudo R-squareds never achieve 0 or 1) with higher values indicating better model fit, but they cannot be interpreted as one would interpret an OLS R-squared and different pseudo R-squareds can arrive at very different values.


from

http://www.ats.ucla.edu/stat/mul ... suedo_RSquareds.htm

greene的书上有讲拟R2的

似呼可以不考虑那个指标,可不对些进行解释.只有在线性回归中才需要对R2进行解释.

这个指标在李子奈的高级应用计量经济学中有讲。可以去看下。

使用mlogit对于解释变量有何要求？如果解释全部为分类变量，是否会存在问题？

如果是看解释变量的显著程度的，R方其实无所谓。