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R 2 Measures Based on Wald and Likelihood Ratio Joint Significance Tests
Abstract
Two methods are suggested for generating R 2 measures for a wide class of models. These measures are linked to the R 2 of the standard linear regression model through Wald and likelihood ratio statistics for testing the joint significance of the explanatory variables. Some currently used R 2's are shown to be special cases of these methods.
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Cited by
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Metadata
- Authors
- Magee, L.
- Venue
- The American Statistician
- Publisher
- Informa UK Limited
- Published
- 1990-08
- Volume
- 44
- Issue
- 3
- Pages
- 250-253
- ISSN
- 0003-1305 (ISSN-L)
- 1537-2731
- OpenAlex
- W2001018895
- Cited by
- 368
- References
- 0
- FWCI
- 3.83
- Type
- journal article
- Language
- en
- Open access
- closed
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
