pseudo R-squared for model estimated with maximum likelihood

Asked Nov 07 '12 at 19:12

Active Nov 07 '12 at 19:38

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I want to compute a pseudo-$R^2$ for a model whose parameter estimation was based on maximum likelihood (function likfit(), package geoR, R software).

I tried to compute the $R^2$ proposed by Maddala (1983) which compares the maximized likelihood for the model without any predictor and the maximized likelihood for the model with all predictors. I got a really low value (0.01%). Did I miss something? Are there other $R^2$s which are more appropriate than the $R^2$ of Maddala?

edited Nov 07 '12 at 19:38

gung - Reinstate Monica

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asked Nov 07 '12 at 19:12

Jacquot Marion

1

Without more information, it will be difficult for people to say whether the low value is reasonable or not. Could you explain how you computed the $R^2$? Can you provide a simple, short set of sample data exhibiting the apparent problem? – whuber Nov 07 '12 at 19:16
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You may find the pseudo-$R^2$ page from the UCLA stat consulting group helpful. You may also find this CV question: Logistic regression: Which pseudo R squared measure is the one to report worth reading. – gung - Reinstate Monica Nov 07 '12 at 19:43

pseudo R-squared for model estimated with maximum likelihood

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