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

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

Thomas Laitila

Publication date: 16 May 1993

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

zbMATH Keywords

consistent estimator; model evaluation; logit model; limited and qualitative dependent variable models; pseudo \(R\)-square measure; pseudo-goodness-of-fit measure; variance of the disturbance term

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

Related Items

An R²criterion based on optimal predictors, Goodness-of-fit measures in binary choice models¹, 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

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