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R2O: Stata module to calculate an ordinal explained variation statistic

Author

Listed:
  • Mike Lacy

    (Colorado State University)

Programming Language

Stata

Abstract

r2o calculates the ordinal explained variation statistic (i.e., R-squared) described by Lacy (2006), which is used to summarize the fit of a regression model for an ordinal response. It rests on an ordinal variation measure that entails no assumptions about intercategory distances or distributional form. This measure is valid regardless of the method used to estimate the model, and was shown to outperform various pseudo-R-squared measures in estimating the value of the true R-squared for a regression model for an underlying continuous response, even though its sense does not require such. -r2o- is to be used after a relevant categorical response model has been run, while the e() list is still intact. By default, the program recognizes the following as relevant response models: -ologit-, -oprobit-, -mlogit-, and -gologit2-. However, -r2o- should work after any estimation command for which –predict- p1,..., pk will calculate predicted probabilities, and which follows official Stata's conventions for naming items in the e() list.

Suggested Citation

  • Mike Lacy, 2010. "R2O: Stata module to calculate an ordinal explained variation statistic," Statistical Software Components S457189, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457189
    Note: This module should be installed from within Stata by typing "ssc install r2o". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/r2o.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/r2o.hlp
    File Function: help file
    Download Restriction: no
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