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R2 Measures Based on Wald and Likelihood Ratio Joint Significance Tests
The American Statistician
Vol. 44, No. 3 (Aug., 1990), pp. 250-253
Stable URL: http://www.jstor.org/stable/2685352
Page Count: 4
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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.
The American Statistician © 1990 American Statistical Association