An \(R\)-squared measure of goodness of fit for some common nonlinear regression models

DOI10.1016/S0304-4076(96)01818-0zbMath0877.62097WikidataQ56505613 ScholiaQ56505613MaRDI QIDQ1362069

Frank A. G. Windmeijer, A. Colin Cameron

Publication date: 12 August 1997

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

zbMATH Keywords

entropymaximum likelihoodinformation theoryKullback-Leibler divergencedevianceexponential family regression\(R\)-squared

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02)

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