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

Authors
Citation
Magee, Lonnie, R 2 Measures Based on Wald and Likelihood Ratio Joint Significance Tests, American statistician , 44(3), 1990, pp. 250-253
Journal title
ISSN journal
00031305
Volume
44
Issue
3
Year of publication
1990
Pages
250 - 253
Database
ACNP
SICI code
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.