Cox & Snell's R2
Calculates the pseudo-R2 value based on the proposal from Cox & Snell (1989).
r2_coxsnell(model)
model |
Model with binary outcome. |
This index was proposed by Cox & Snell (1989, pp. 208-9) and, apparently independently, by Magee (1990); but had been suggested earlier for binary response models by Maddala (1983). However, this index achieves a maximum of less than 1 for discrete models (i.e. models whose likelihood is a product of probabilities) which have a maximum of 1, instead of densities, which can become infinite (Nagelkerke, 1991).
A named vector with the R2 value.
Cox, D. R., Snell, E. J. (1989). Analysis of binary data (Vol. 32). Monographs on Statistics and Applied Probability.
Magee, L. (1990). R 2 measures based on Wald and likelihood ratio joint significance tests. The American Statistician, 44(3), 250-253.
Maddala, G. S. (1986). Limited-dependent and qualitative variables in econometrics (No. 3). Cambridge university press.
Nagelkerke, N. J. (1991). A note on a general definition of the coefficient of determination. Biometrika, 78(3), 691-692.
model <- glm(vs ~ wt + mpg, data = mtcars, family = "binomial") r2_coxsnell(model)
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