Arbeitspapier

Evaluation of a Pseudo-R2 measure for panel probit models

A simulation study designed to evaluate the pseudo-R2 proposed by Spiess and Keller (1999) suggests that this measure represents the goodness-of-fit not only of the systematic part, but also of the assumed correlation structure in binary panel probit models.

Language
Englisch

Bibliographic citation
Series: DIW Discussion Papers ; No. 215

Classification
Wirtschaft
Subject
Probit-Modell
Maßzahl
Simulation
Theorie

Event
Geistige Schöpfung
(who)
Spiess, Martin
Event
Veröffentlichung
(who)
Deutsches Institut für Wirtschaftsforschung (DIW)
(where)
Berlin
(when)
2000

Handle
Last update
10.03.2025, 11:43 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Arbeitspapier

Associated

  • Spiess, Martin
  • Deutsches Institut für Wirtschaftsforschung (DIW)

Time of origin

  • 2000

Other Objects (12)