A pseudo-R^ 2 measure for limited and qualitative dependent variable models
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Publication:1209892
DOI10.1016/0304-4076(93)90125-OzbMATH Open0765.62099OpenAlexW2089355173MaRDI QIDQ1209892FDOQ1209892
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
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consistent estimatormodel evaluationlogit modellimited and qualitative dependent variable modelspseudo \(R\)-square measurepseudo-goodness-of-fit measurevariance of the disturbance term
Cites Work
- Least absolute deviations estimation for the censored regression model
- Title not available (Why is that?)
- Regression Analysis when the Dependent Variable Is Truncated Normal
- Nonlinear Regression on Cross-Section Data
- The X^2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata
- Asymptotic properties of the product limit estimate under random truncation
- Measures of dependence for censored survival data
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
- Estimation in linear models with censored data
Cited In (6)
- Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation
- Prediction tests in limited dependent variable models
- An R2criterion based on optimal predictors
- Goodness-of-fit measures in binary choice models1
- A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method
- An \(R\)-squared measure of goodness of fit for some common nonlinear regression models
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