Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses
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References listed on IDEAS
- McElroy, Marjorie B., 1977. "Goodness of fit for seemingly unrelated regressions : Glahn's R2y.x and Hooper's r2," Journal of Econometrics, Elsevier, vol. 6(3), pages 381-387, November.
- Glahn, Harry R, 1969. "Some Relationships Derived from Canonical Correlation Theory," Econometrica, Econometric Society, vol. 37(2), pages 252-256, April.
- Carter, Richard A. L. & Nagar, Anirudh L., 1977. "Coefficients of correlation for simultaneous equation systems," Journal of Econometrics, Elsevier, vol. 6(1), pages 39-50, July.
More about this item
KeywordsPseudo-R2; Measure of explanatory power; Multivariate probit model; Panel model; Simulation study; Bootstrap confidence intervals;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-06-07 (All new papers)
- NEP-DCM-2002-07-31 (Discrete Choice Models)
- NEP-ECM-2002-08-10 (Econometrics)
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