Evaluation of a Pseudo-R2 measure for panel probit models

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:	2000
Authors:	Spiess, Martin
Publisher:	Berlin : Deutsches Institut für Wirtschaftsforschung (DIW)
Subject:	Probit-Modell \| Maßzahl \| Simulation \| Theorie

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Series:	DIW Discussion Papers ; 215
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	848554906 [GVK] hdl:10419/18200 [Handle] RePEc:diw:diwwpp:dp215 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010260741