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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 value for an error model are Yfitted = X\beta....