Pseudo R2 after maxlik

Is there someone that can help me in computing pseudo R2 after estimation using Maximum Likelihood MT 2.0?


1 Answer


What sort of model are you estimating?   The formula depends on the type of model.  You would need a null model and then the pseudo R2 would be

1 - exp((2/N) * (logLik(0) - logLik(x)))

where logLik(x) is the logLikelihood from the full model, and logLik(0) is that from the null model.  This is a version of the Cox and Snell pseudo R2.

You must login to post answers.

Have a Specific Question?

Get a real answer from a real person

Need Support?

Get help from our friendly experts.

Try GAUSS for 14 days for FREE

See what GAUSS can do for your data

© Aptech Systems, Inc. All rights reserved.

Privacy Policy