On Sat, 16 Aug 2008, ldotero wrote:
Dear All: I need some guidance in calculating a goodness-of-fit statistic for a Tobit Regression model. To develop the Tobit regression, I used the tobit() method from the AER package, which is basically a simpler interface to the survreg() method. I've read about pseudo R2 and C-index and was wondering if there is a package that calculates this for me. Also, is there a reason to select pseudo R2 over C-Index, or viceversa?
McFadden's pseudo-R^2 can be computed via fm <- tobit(...) fm0 <- update(fm, . ~ 1) 1 - as.vector(logLik(fm)/logLik(fm0)) using accessor functions or via computing on the internal structure via 1 - fm$loglik[2]/fm$loglik[1] hth, Z
I will appreciate any suggestions. Many thanks. -- View this message in context: http://www.nabble.com/Pseudo-R2-for-Tobit-Regression-tp19014572p19014572.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
