二分因变量方程拟合优度的新度量

A New Measure of Fit for Equations with Dichotomous Dependent Variables

Journal of Business & Economic Statistics · 1998
被引 87
人大 AABS 4

中文导读

针对二分因变量方程,提出一种新的拟合优度度量,该度量具有其他度量缺乏的若干有用性质,且可像线性回归中的R²一样直观解释。

Abstract

The econometrics literature contains many alternative measures of goodness of fit, roughly analogous to R2, for use with equations with dichotomous dependent variables. There is, however, no consensus as to the measures' relative merits or about which ones should be reported in empirical work. This paper proposes a new measure that possesses several useful properties that the other measures lack. The new measure may be interpreted intuitively in a similar way to R2 in the linear regression context.

二元因变量拟合优度模型评估