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

DOI10.1016/0304-4076(93)90125-OMaRDI QIDQ1209892zbMATH OpenOpenAlexFDO

Authors 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

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

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Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• Asymptotic properties of the product limit estimate under random truncation
• Estimation in linear models with censored data
• Least absolute deviations estimation for the censored regression model
• 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
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• The X^2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata

Cited in

(7)

• Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation
• A new goodness‐of‐fit measure for probit models: Surrogate R²
• Prediction tests in limited dependent variable models
• 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
• A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method

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