McFadden R-Squared with categorical dummies

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RoaStudent1984
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Joined: Wed Jul 18, 2012 7:47 am

McFadden R-Squared with categorical dummies

Postby RoaStudent1984 » Mon Sep 10, 2012 4:51 am

I have an estimation: Probit with continuous and categorical dummy variables.

If I add the dummy variables to the estimation I have to leave the constant out, otherwise the output gives me NA everywhere. (Right?)
My problem is that I get no McFadden R-squared if I leave the constant out of the estimation. Is there another way to do the estimation correctly, and get a McFadden R-squared?

Thanks!
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EViews Gareth
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Re: McFadden R-Squared with categorical dummies

Postby EViews Gareth » Mon Sep 10, 2012 6:46 am

Leave the constant in, but drop a dummy.
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