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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. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
    2. 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.
    3. 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.
    4. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-333, March.
    5. 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.
    6. 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).
    7. 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.
    8. 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.
    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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