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August 1, 1990The American Statistician369 citations

R 2 Measures Based on Wald and Likelihood Ratio Joint Significance Tests

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LMLonnie Magee

Key Points

  • This research introduces two new methods for calculating R2 measures for diverse statistical models, connecting them to traditional linear regression.
  • Developed new R2 measures based on Wald and likelihood ratio statistics.
  • Tested the joint significance of explanatory variables as part of the methodology.
  • Demonstrated existing R2 measures as special applications of the proposed methods.
  • Established connections between the new R2 measures and traditional linear regression R2.
  • Identified existing R2 measures as specific instances of the developed methods.

Abstract

Abstract 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.

synapsesocial.com/papers/6a0e38e47a57fdc4e227bf2dhttps://doi.org/10.1080/00031305.1990.10475731
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