Access

You are not currently logged in.

Access JSTOR through your library or other institution:

login

Log in through your institution.

Journal Article

R2 Measures Based on Wald and Likelihood Ratio Joint Significance Tests

Lonnie Magee
The American Statistician
Vol. 44, No. 3 (Aug., 1990), pp. 250-253
DOI: 10.2307/2685352
Stable URL: http://www.jstor.org/stable/2685352
Page Count: 4
Were these topics helpful?
See somethings inaccurate? Let us know!

Select the topics that are inaccurate.

Cancel
  • Download ($14.00)
  • Add to My Lists
  • Cite this Item
R2 Measures Based on Wald and Likelihood Ratio Joint Significance Tests
Preview not available

Abstract

Two methods are suggested for generating R2 measures for a wide class of models. These measures are linked to the R2 of the standard linear regression model through Wald and likelihood ratio statistics for testing the joint significance of the explanatory variables. Some currently used R2's are shown to be special cases of these methods.

Page Thumbnails

  • Thumbnail: Page 
250
    250
  • Thumbnail: Page 
251
    251
  • Thumbnail: Page 
252
    252
  • Thumbnail: Page 
253
    253