Pseudo R2 In R. If n is given the pseudo r2 statistic is the proportion of explained variance in the random effect after adding co variates or predictors to the model or in short. Mcfadden s r squared in r.
Mcfadden s r 2 3 is another. For most models a list with mcfadden s r2 and adjusted mcfadden s r2 value. Efron s mirrors approaches 1 and 3 from the list above the model residuals are squared summed and divided by the total variability in the dependent variable and this r squared is also equal to the squared correlation between the predicted values and actual values.
The goodness of fit of the logistic regression model can be expressed by some variants of pseudo r squared statistics most of which being based on the deviance of the model.
Mcfadden states while the r 2 index is a more familiar concept to planner who are experienced in ols it is not as well behaved as the ρ 2 measure for ml estimation. The aldrich nelson pseudo r2 with the veall zimmermann correction is the best approximation of the mckelvey zavoina pseudo r2. The goodness of fit of the logistic regression model can be expressed by some variants of pseudo r squared statistics most of which being based on the deviance of the model. Pseudo r squared measures cox and snell s r 2 1 is based on the log likelihood for the model compared to the log likelihood for a baseline model.
