compute various pseudo-R2 measures
compute various pseudo-R2 measures for various GLMs
pR2(object, ...)
object |
a fitted model object for which |
... |
additional arguments to be passed to or from functions |
Numerous pseudo r-squared measures have been proposed for generalized linear models, involving a comparison of the log-likelihood for the fitted model against the log-likelihood of a null/restricted model with no predictors, normalized to run from zero to one as the fitted model provides a better fit to the data (providing a rough analogue to the computation of r-squared in a linear regression).
A vector of length 6 containing
llh |
The log-likelihood from the fitted model |
llhNull |
The log-likelihood from the intercept-only restricted model |
G2 |
Minus two times the difference in the log-likelihoods |
McFadden |
McFadden's pseudo r-squared |
r2ML |
Maximum likelihood pseudo r-squared |
r2CU |
Cragg and Uhler's pseudo r-squared |
Simon Jackman simon.jackman@sydney.edu.au
Long, J. Scott. 1997. Regression Models for Categorical and Limited Dependent Variables. Sage. pp104-106.
data(admit)
## ordered probit model
op1 <- MASS::polr(score ~ gre.quant + gre.verbal + ap + pt + female,
Hess=TRUE,
data=admit,
method="probit")
pR2(op1)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.