Goodness-of-fit measures in binary choice models1

DOI10.1080/07474939508800306zbMATH Open0825.62944OpenAlexW1984638903WikidataQ63353183 ScholiaQ63353183MaRDI QIDQ4853091FDOQ4853091

Authors: Frank Windmeijer 

Publication date: 13 December 1995

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939508800306

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Regression and ANOVA with Zero-One Data: Measures of Residual Variation
• A statistical model for the analysis of ordinal level dependent variables
• Pooling states in the multinomial logit model
• Testing the Accuracy, Usefulness, and Significance of Probabilistic Choice Models: An Information-Theoretic Approach
• Performance measures from prediction-realization tables
• A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models
• The asymptotic distribution of the sum of weighted squared residuals in binary choice models
• Assessing the Fit of the Logistic Model: A Case Study of Children with the Haemolytic Uraemic Syndrome

Cited In (8)

• Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation
• EUROPEAN FISCAL DISCIPLINE BEFORE AND AFTER EMU: CRASH DIET OR PERMANENT WEIGHT LOSS?
• A Monte Carlo-based pseudo-coefficient of determination for generalized linear models with binary outcome
• Comparison of Goodness-of-Fit Measures in Probit Regression Model
• The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power
• A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model
• Cluster validation for mixtures of regressions via the total sum of squares decomposition
• An \(R\)-squared measure of goodness of fit for some common nonlinear regression models

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