R help - Oct 2011 - McFadden r^2 and the inrercept

Hi



I have estimated parameters of my data with mlogit and the following commands. I
would like to know also the McFadden R^2 and the intercept,  could soweone tell
me how that can be done?



library(RODBC)



library(mlogit)



library(foreign)



z<-odbcConnectExcel("D:\\MALLI11ARVOT.xls")



y<-sqlFetch(z,"Taul1")



Mallidata=mlogit.data(y,choice="Voittaja",shape="long",id.var="Numeropäivälähtö",alt.var="Kilpailunumero")



summary(mlogit(Voittaja  ~ Onkokaikkikengätpois + Onkoosakengistäjalassa+
OurChoicedummy1
+MvaiN+OvaiR+LogFO+kaksi+kolme+neljä+viisi+kuusi+seitsemäntaikahdeksan+yhdeksäntaikymmenen-1
, data=Mallidata, na.action=na.pass))



Ville

	[[alternative HTML version deleted]]

Hi Ville,

McFadden's pseudo R^2 is just a (log) likelihood ratio for your model
compared to the null model.  The null is typically an intercept only
model, but other comparisons may be valid also.

If memory serves:

1 - log(full_likelihood)/log(null_likelihood)

you can often extract likelihoods from model objects using the
logLik() function.  However, I thought that mlogit gave McFadden's
pseudo R^2 in its summary output??

Josh

On Tue, Oct 25, 2011 at 7:09 AM, Ville Iiskola <ville.iiskola at uta.fi>
wrote:
> Hi
>
>
>
> I have estimated parameters of my data with mlogit and the following
commands. I would like to know also the McFadden R^2 and the intercept, ?could
soweone tell me how that can be done?
>
>
>
> library(RODBC)
>
>
>
> library(mlogit)
>
>
>
> library(foreign)
>
>
>
> z<-odbcConnectExcel("D:\\MALLI11ARVOT.xls")
>
>
>
> y<-sqlFetch(z,"Taul1")
>
>
>
>
Mallidata=mlogit.data(y,choice="Voittaja",shape="long",id.var="Numerop?iv?l?ht?",alt.var="Kilpailunumero")
>
>
>
> summary(mlogit(Voittaja ?~ Onkokaikkikeng?tpois + Onkoosakengist?jalassa+
OurChoicedummy1
+MvaiN+OvaiR+LogFO+kaksi+kolme+nelj?+viisi+kuusi+seitsem?ntaikahdeksan+yhdeks?ntaikymmenen-1
, data=Mallidata, na.action=na.pass))
>
>
>
> Ville
>
> ? ? ? ?[[alternative HTML version deleted]]
>
>
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> PLEASE do read the posting guide
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> and provide commented, minimal, self-contained, reproducible code.
>
>


-- 
Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, ATS Statistical Consulting Group
University of California, Los Angeles
https://joshuawiley.com/