Report the goodness of fit for the relogit model in Stata

[Sophia Li]

Dear all,

I am running the relogit model on a binary dependent variable characterised by 10,890 zero values and 281 one values. But I didn't manage to get Pseudo R2 with King and Zeng’s (2001) relogit package in Stata. I saw some papers also report Log-likelihood value, or confusion matrix.

Could someone provide some suggestions on how to report the goodness of fit for the relogit model in Stata?

Thank you very much for your help!

[Andrew Musau]

relogit is from SSC (FAQ Advice #12). They most probably report the Pseudo R2 from the logit model as below, taken from this book.

You can consider penalized maximum likelihood implemented by the firthlogit command from SSC. Then calculate McFadden's Pseudo R2 as in #5: https://www.statalist.org/forums/for...-using-xtlogit

[Sophia Li]

relogit is from SSC (FAQ Advice #12). They most probably report the Pseudo R2 from the logit model as below, taken from this book.
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You can consider penalized maximum likelihood implemented by the firthlogit command from SSC. Then calculate McFadden's Pseudo R2 as in #5: https://www.statalist.org/forums/for...-using-xtlogit

Thank you very much, Andrew. It's really helpful, I'll try!