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R2_MZ: Stata module to compute McKelvey & Zavoina's R2

Author

Listed:
  • Dirk Enzmann

    (University of Hamburg)

Programming Language

Stata

Abstract

r2_mz is a post-estimation command that computes McKelvey & Zavoina's R2 for multilevel logistic regression, random effects, and fixed effects logit and probit models.

Suggested Citation

  • Dirk Enzmann, 2012. "R2_MZ: Stata module to compute McKelvey & Zavoina's R2," Statistical Software Components S457399, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457399
    Note: This module should be installed from within Stata by typing "ssc install r2_mz". 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/r2_mz.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/r2_mz_var_u.mata
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/r2_mz_var_u.mo
    File Function: object code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/r2_mz.sthlp
    File Function: help file
    Download Restriction: no
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    More about this item

    Keywords

    McKelvey; Zavoina; R2; multilevel logistic regression; random effects; fixed effects logit; fixed effects probit; Stata;
    All these keywords.

    JEL classification:

    • R2 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis

    Statistics

    Access and download statistics

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