Comparison of Goodness-of-Fit Measures in Probit Regression Model
Comparison of Goodness-of-Fit Measures in Probit Regression Model
复制标题
DOI：
10.1080/03610910701539898
复制
发表时间：
2007-08
期刊：
影响因子：
--
通讯作者：
B. Yazici;Özlem Alpu;Yaning Yang
中科院分区：
文献类型：
--
作者：
B. Yazici;Özlem Alpu;Yaning Yang
本文研究了二元概率回归模型中的几种拟合优度度量。回顾了现有的伪r2测度，提出了两个改进的伪r2测度和一个新的伪r2测度。对于probit回归模型，利用观测响应与预测概率的样本相关系数的平方，对不同的拟合优度进行了经验比较。作为一个例子，拟合优度测量应用于“有偿劳动力”数据集。
This article examines several goodness-of-fit measures in the binary probit regression model. Existing pseudo-R 2 measures are reviewed, two modified and one new pseudo-R 2 measure are proposed. For the probit regression model, empirical comparisons are made for different goodness-of-fit measures with the squared sample correlation coefficient of the observed response and the predicted probabilities. As an illustration, the goodness-of-fit measures are applied to a “paid labor force” data set.