Explores new R2 measures linked to linear regression in various models, indicating improved significance testing.
Two methods are suggested for generating R 2 measures for a wide class of models. These measures are linked to the R 2 of the standard linear regression model through Wald and likelihood ratio statistics for testing the joint significance of the explanatory variables. Some currently used R 2's are shown to be special cases of these methods.
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Lonnie Magee (1990) studied this question.
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