[R] pR2 stumped
Achim Zeileis
Achim.Zeileis at uibk.ac.at
Tue May 7 09:47:41 CEST 2013
On Mon, 6 May 2013, ivo welch wrote:
> Dear R experts: I am stumped. I am trying to pick off the mcfadden
> R^2 for a probit. simple, me thinks---except my code works only in my
> main program, but not in my sub!? I am probably doing something
> obviously wrong, but I have stared at my code for a while now and I
> feel even more stupid than usually. am I doing something obviously
> wrong here? advice, as always, appreciated. /iaw
pscl:::pR2.polr calls update(object, ~ 1) to obtain the fitted
log-likelihood of the null model (intercept only). If the calls are nested
deeply enough, re-evaluating the model call does not work because it
happens in the wrong environment.
A workaround could be to do the updating within your summarize() function
directly and then call pscl:::pR2Work(llh, llhNull, n) directly. Or if you
really just need the McFadden pseudo R-squared, it is then probably
simplest to compute 1 - llh/llhNull yourself...
Best,
Z
>
> library(MASS)
> library(pscl)
>
> summarize <- function(p) {
> pp <- polr( factor(r1) ~ factor(r2), Hess=TRUE, data=p, method="probit" )
> print(pp)
> cat("---------------- (sub) now we do the pseudo R^2\n")
> print(pR2(pp)) ## it fails in the summarize sub program, wanting 'p' huh?
> cat("---------------- ok\n")
> }
>
> ################################################################
> d <- data.frame(r1=factor( c("a", "a", "b", "b", "c", "c") ),
> r2=factor( c("a", "b", "c", "b", "c", "a") ))
> ################################################################
>
> ### it works in the main program
> pp <- (polr( factor(r1) ~ factor(r2), Hess=TRUE, data=d, method="probit" ))
> print(pp)
> cat("---------------- (main) now we do the pseudo R^2\n")
> print(pR2(pp))
> cat("---------------- ok\n")
> summarize(d)
>
> Error in eval(expr, envir, enclos) : object 'p' not found.
>
> ----
> Ivo Welch (ivo.welch at gmail.com)
>
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