An R-squared measure of goodness of fit for some common nonlinear regression models
From MaRDI portal
Publication:1362069
DOI10.1016/S0304-4076(96)01818-0zbMATH Open0877.62097WikidataQ56505613 ScholiaQ56505613MaRDI QIDQ1362069FDOQ1362069
Frank Windmeijer, A. Colin Cameron
Publication date: 12 August 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
Recommendations
- Goodness of fit in nonparametric regression modelling
- Goodness-of-fit tests for nonlinear heteroscedastic regression models
- ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS
- Testing the goodness-of-fit of a linear model in nonparametric regression
- Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
entropymaximum likelihoodKullback-Leibler divergencedevianceinformation theoryexponential family regression\(R\)-squared
Point estimation (62F10) General nonlinear regression (62J02) Applications of statistics to economics (62P20) Generalized linear models (logistic models) (62J12)
Cites Work
- Title not available (Why is that?)
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Title not available (Why is that?)
- Pseudo Maximum Likelihood Methods: Theory
- Title not available (Why is that?)
- Title not available (Why is that?)
- Information gain and a general measure of correlation
- Regression and ANOVA with Zero-One Data: Measures of Residual Variation
- Title not available (Why is that?)
- Entropy, divergence and distance measures with econometric applications
- A compendium to information theory in economics and econometrics
- A statistical model for the analysis of ordinal level dependent variables
- Testing the Accuracy, Usefulness, and Significance of Probabilistic Choice Models: An Information-Theoretic Approach
- Goodness-of-fit measures in binary choice models1
- Title not available (Why is that?)
- Logistic regression diagnostics
- Graphical Methods for Assessing Logistic Regression Models
- Generalized Linear Model Diagnostics Using the Deviance and Single Case Deletions
- A Closer Look at the Deviance
- A geometric approach to detecting influential cases
- A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models
- Additivity of Information in Exponential Family Probability Laws
Cited In (37)
- Transformations, regression geometry and \(R^2\)
- R2measures for zero-inflated regression models for count data with excess zeros
- Coefficients of determination for mixed-effects models
- Multiscale isogeometric topology optimization for lattice materials
- Adjusted \(R^2\) measures for the inverse Gaussian regression model
- Deep learning approach to Hubble parameter
- Numerical simulation of heat and mass transfer in pneumatic conveying dryer
- A comparison of various software tools for dealing with missing data via imputation
- Local and overall deviance R-squared measures for mixtures of generalized linear models
- A novel approach to generate attractors with a high number of scrolls
- Out-of-Sample R 2 : Estimation and Inference
- ALTERNATIVE MEASURES OF THE EXPLANATORY POWER OF GENERAL MULTIVARIATE REGRESSION MODELS
- Multi-Domain Regularization Based Computed Tomography for High-Speed Rotation Objects
- Adjusted R-squared type measure for exponential dispersion models
- Adjusted \(R^2\)-type measures for Tweedie models
- Spectral decomposition for graded multi-scale topology optimization
- RRSM with a data-dependent threshold for miRNA target prediction
- Generalizing R2 for deming regressions
- Information indices: Unification and applications.
- Estimation of the number needed to treat, the number needed to be exposed, and the exposure impact number with instrumental variables
- Entropy and predictability of stock market returns.
- A new zero-inflated negative binomial methodology for latent category identification
- On association in regression: the coefficient of determination revisited
- Things that make us different: analysis of deviance with time-use data
- Goodness-of-fit measures of R 2 for repeated measures mixed effect models
- A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model
- The red indicator and corrected VIFs in generalized linear models
- Cluster validation for mixtures of regressions via the total sum of squares decomposition
- A multi-material topology optimization approach to hybrid material structures with gradient lattices
- A Coefficient of Determination for Generalized Linear Models
- Residual diagnostics for interpreting CUB models
- A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models
- Goodness-of-Fit Testing for Exponential Polynomial Growth Curves
- A Quasi-Likelihood Approach to Nonnegative Matrix Factorization
- Holt–Winters model with grey generating operator and its application
- Empirical survival Jensen-Shannon divergence as a goodness-of-Fit measure for maximum likelihood estimation and curve fitting
- On Nonnegative Matrix Factorization Algorithms for Signal-Dependent Noise with Application to Electromyography Data
This page was built for publication: An \(R\)-squared measure of goodness of fit for some common nonlinear regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1362069)
