mhurdle: rsq – R documentation

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rsq

R squared and pseudo R squared

Description

This function computes the R squared for multiple hurdle models. The measure is a pseudo coefficient of determination or may be based on the likelihood.

Usage

rsq(object, type = c("coefdet", "lratio"),
            adj = FALSE, r2pos = c("rss", "ess", "cor"))

Arguments

`object`	an object of class `"mhurdle"`,
`type`	one of `"coefdet"` or `"lratio"` to select a pseudo coefficient of correlation or a Mc Fadden like measure based on the likelihood function,
`adj`	if `TRUE` a correction for the degrees of freedom is performed,
`r2pos`	only for pseudo coefficient of determination, should the positive part of the R squared be computed using the residual sum of squares (`"rss"`), the explained sum of squares (`"ess"`) or the coefficient of correlation between the fitted values and the response (`cor`).

Value

a numerical value

References

McFadden D (1974). The Measurement of Urban Travel Demand. Journal of Public Economics, 3, 303-328.

Examples

data("Interview", package = "mhurdle")
# independent double hurdle model
idhm <- mhurdle(vacations ~ car + size | linc + linc2 | 0, Interview,
              dist = "ln", h2 = TRUE, method = "bfgs")
rsq(idhm, type = "lratio")
rsq(idhm, type = "coefdet", r2pos = "rss")

mhurdle

Multiple Hurdle Tobit Models

v1.1-8

GPL (>= 2)

Authors

Yves Croissant [aut, cre], Fabrizio Carlevaro [aut], Stephane Hoareau [aut]

Initial release

2018-09-17

rsq