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divmod
2012 Oct 31
0
pseudo R-squared for model generated with spgm (splm)
I am working with the splm package. I use the spgm function: general
estimation of a panel data model. Based on this approach, I know it is
possible to compute a R2, eg the ratio of variation explained by a given
model.
My model is :
bivmod<-spgm(logIKA~NBLITRE0+NBLITRE1,data=mydatap,listw=comsKnn.nbW,spatial.error=TRUE)
I know that we can calculate the R^2 as the variance of the fitted
values from the reduced form of the model (Yfitted) over the variance of
y (here logIKA).
Since I am using the option lag = FALSE; the fitted...