A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models

DOI10.1016/0304-4076(93)90125-OzbMath0765.62099OpenAlexW2089355173MaRDI QIDQ1209892

Thomas Laitila

Publication date: 16 May 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90125-o

zbMATH Keywords

consistent estimatormodel evaluationlogit modellimited and qualitative dependent variable modelspseudo \(R\)-square measurepseudo-goodness-of-fit measurevariance of the disturbance term

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (4)

An \(R\)-squared measure of goodness of fit for some common nonlinear regression models ⋮ Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation ⋮ Goodness-of-fit measures in binary choice models¹ ⋮ An R²criterion based on optimal predictors

Cites Work

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• Asymptotic properties of the product limit estimate under random truncation
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• The X^2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata
• Estimation in linear models with censored data
• Measures of dependence for censored survival data
• Nonlinear Regression on Cross-Section Data
• On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
• Regression Analysis when the Dependent Variable Is Truncated Normal

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