R 2 Measures Based on Wald and Likelihood Ratio Joint Significance Tests |
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| Authors: | Lonnie Magee |
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| Institution: | Department of Economics , McMaster University , Hamilton , Ontario , Canada , L8S 4M4 |
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| 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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| Keywords: | Generalized Least Squares SURE model Simultaneous Equations Nonlinear Regression Binomial Logit |
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