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

R 2 Measures Based on Wald and Likelihood Ratio Joint Significance Tests
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DOI：
10.1080/00031305.1990.10475731
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发表时间：
1990-08
期刊：
The American Statistician
影响因子：
--
通讯作者：
L. Magee
L. Magee
中科院分区：
其他
文献类型：
--
作者：
L. Magee

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摘要本文提出了两种方法来生成一类广泛的模型的R2测度.通过Wald和似然比统计量将这些指标与标准线性回归模型的R2联系起来，以检验解释变量的联合显著性。一些目前使用的R2的被证明是这些方法的特殊情况。
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.