Evaluation of a Pseudo-R2 measure for panel probit models

by Martin Spiess

A simulation study designed to evaluate the pseudo-R2 proposed by Spiess and Keller (1999) suggests that this measure represents the goodness-of-fit not only of the systematic part, but also of the assumed correlation structure in binary panel probit models.

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Year of publication:	May 2000
Authors:	Spieß, Martin
Publisher:	Berlin : Deutsches Institut für Wirtschaftsforschung
Subject:	Goodness-of-fit \| Pseudo-R2 \| Panel probit model \| Simulation study \| Simulation \| Theorie \| Theory \| Probit-Modell \| Probit model \| Maßzahl \| Statistical measures

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Erscheint auch als (Druck-Ausgabe):

Spieß, Martin *1960-*. Evaluation of a pseudo-R2 measure for panel probit models. - Berlin : DIW, 2000. - 7 Bl.

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