On Mon, 19 Apr 2010, yinung at Gmail wrote: > Thanks, Allin > 2010/4/19 Allin Cottrell <cottrell(a)wfu.edu> > > > > If I run your script as modified I get a "test" value of > > 1.665e-16, which doesn't seem like a problem. What are you seeing? > > > > Allin > > _______________________________________________ > > > > This is what I got (the script is attached in the bottom of this mail). The > difference is quiet large. test = -0.108229
[snip] > <script> > nulldata 10 > set seed 89675430 > series u=normal() > series y=(u>0) > series x = uniform() > > probit y const x > scalar lnL=$lnl > > probit y const > scalar lnL0=$lnl > > # McFadden R-squared as in Greene's Econometric Analysis > scalar McR2= 1-lnL/lnL0 > scalar McR2_gretl = $rsq # added > scalar test = McR2_gretl - McR2 # added > > </script> You need to save "McR2_gretl" before estimating the constant-only model, as in the version I showed. Allin
