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r2l
2012 Oct 21
0
R^2 in Poisson via pr2() function: skeptical about r^2 results
...t;used" from the dataset which I know well (it
might sound weird, but sometimes you're just skeptical of the results after
you worked a while on the data).
Now I know that linear regression fits worse and therefor r^2 might be
underestimated, but the differences are drastic:
R^2 McFadden r2ML r2CU
m1 0.13 0.27 0.32 0.42
m2 0.17 0.27 0.33 0.43
m3 0.06 0.19 0.36 0.40
m4 0.11 0.21 0.38 0.42
m5 0.14 0.26 0.39 0.45
m6 0.18 0.33 0.37 0.49
m7 0.10 0.28 0.29 0.41
m8 0.04 0.23 0.13 0.28
m9 0.07 0.31 0.12 0.36
The first column represents r^2 values obtained by linear regression
models, then come...