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nblitre1
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...
2012 Nov 07
2
pseudo R-squared with likfit (geoR)
...with all predictors.
I got a really low value (0,01%). Did I miss something? Are there other
R-squared which are more appropriate than the R2 of Maddala? :
>sp05_l01 <- likfit(cnm05g, *ini.cov.pars=vm05*, lik.method = "REML",
trend = trend.spatial(~ logIKA04 + nbLitre0 +
nbLitre1, cnm05g))#complete model
>sp05_nt <- update(sp05_01, trend = trend.spatial("cte", cnm05g))
#null model
>1-(sp07_nt$loglik/sp07_l0$loglik)^(2/590)#Maddala (1983)
[1] 0.0001510074
Thanks,
Regards,
Marion
--
Marion Jacquot
Laboratoire de Chrono-environnement
UMR...