beti
2015-Oct-08 06:55 UTC
[R] Getting McFadden's Pseudo R2 for Mixed Logit models using 'gmnl' package
I'd like to run *Mixed Logit (MIXL)* models and *Latent Class (LC)* models to analyze Discrete Choice data. Initially, I used the /mlogit /package and function for MIXL where the /summary()/ also prints out the /McFadden's Pseudo R2/. However, to my knowledge it is not possible to run an LC model using the /mlogit /package. Thus, I wanted to use the /gmnl / package which includes both model types. Now, the summary of the /gmnl()/ function does not print a Pseudo R2. I can imagine that this was not included in the summary on purpose as Pseudo R2 measures are often subject to debates, nevertheless, I would like to deduct it from the model partly to compare results from the /gmnl /with those from the /mlogit /models. 1. Is there a function somewhere out there (like /pR2()/ from /pscl/ or like /PseudoR2()/ from /BaylorEdPsych/ packages) that also works for `gmnl` models? 2. How could you alternatively calculate the Pseudo R2 manually? I know that it is done by using the 1-(L0/L1), but my problem is that I don't know how I can update a /mlogit / or /gmnl / formula in the update function in a way that it gives me the null model. Which random parameter do you feed the MIXL? So far I tried it by using /update(full_model, . ~ 1 | 1, rpar = c("1:(intercept)" = "n", "2:(intercept)" = "n"))/ and other solutions but nothing worked. I compared my manually calculated R2s with those of the /mlogit / summary output but could replicate the results. Any suggestions on how a could approach this problem would be helpful. I have looked everywhere but could not find a comparable discussion on this topic. -- View this message in context: http://r.789695.n4.nabble.com/Getting-McFadden-s-Pseudo-R2-for-Mixed-Logit-models-using-gmnl-package-tp4713313.html Sent from the R help mailing list archive at Nabble.com.