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.

MoreLess

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

Extent:	1 Online-Ressource (circa 9 Seiten) Illustrationen
Series:	Discussion papers / Deutsches Institut für Wirtschaftsforschung. - Berlin : [Verlag nicht ermittelbar], ISSN 1619-4535, ZDB-ID 2125067-4. - Vol. no. 215
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
Other identifiers:	hdl:10419/18200 [Handle]
Classification:	C23 - Models with Panel Data ; C25 - Discrete Regression and Qualitative Choice Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011433609