An R2criterion based on optimal predictors
提出一种基于最小化均方预测误差的拟合优度度量，可作为多种回归模型渐近有效的模型选择准则，尤其适用于删失或受限因变量，并应用于持续时间分析。
The predictor that minimizes mean-squared prediction error is used to derive a goodness-of-fit measure that offers an asymptotically valid model selection criterion for a wide variety of regression models. In particular, a new goodness-of-fit criterion (cr2) is proposed for censored or otherwise limited dependent variables. The new goodness-of-fit measure is then applied to the analysis of duration.