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

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  • Colin Cameron, A.
  • Windmeijer, Frank A. G.

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  • Colin Cameron, A. & Windmeijer, Frank A. G., 1997. "An R-squared measure of goodness of fit for some common nonlinear regression models," Journal of Econometrics, Elsevier, vol. 77(2), pages 329-342, April.
    • Handle: RePEc:eee:econom:v:77:y:1997:i:2:p:329-342
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    References listed on IDEAS

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    1. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-333, March.
    2. Lucie MERKLE & Klaus F. Zimmermann, 1992. "The Demographics of Labour Turnover : A Comparison of Ordinal Probit and Censored Count Data Models," Discussion Papers (REL - Recherches Economiques de Louvain) 1992033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    3. John R. Hauser, 1978. "Testing the Accuracy, Usefulness, and Significance of Probabilistic Choice Models: An Information-Theoretic Approach," Operations Research, INFORMS, vol. 26(3), pages 406-421, June.
    4. Cameron, A Colin & Windmeijer, Frank A G, 1996. "R-Squared Measures for Count Data Regression Models with Applications to Health-Care Utilization," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 209-220, April.
    5. Laitila, Thomas, 1993. "A pseudo-R2 measure for limited and qualitative dependent variable models," Journal of Econometrics, Elsevier, vol. 56(3), pages 341-355, April.
    6. D. A. Williams, 1987. "Generalized Linear Model Diagnostics Using the Deviance and Single Case Deletions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(2), pages 181-191, June.
    7. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
    8. John G. Cragg & Russell S. Uhler, 1970. "The Demand for Automobiles," Canadian Journal of Economics, Canadian Economics Association, vol. 3(3), pages 386-406, August.
    9. John R. Hauser, 1977. "Testing the Accuracy," Discussion Papers 286, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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