Evaluation of a Pseudo-R2 Measure for Panel Probit Models

A simulation study designed to evaluate the pseudo-R2 T 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.

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Year of publication:	2000
Authors:	Spiess, Martin
Institutions:	DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
Subject:	Goodness-of-fit \| Pseudo-R2 \| Panel probit model \| Simulation study

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Extent:	application/pdf
Series:	Discussion Papers of DIW Berlin. - ISSN 1619-4535.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 215 7 pages long
Classification:	C23 - Models with Panel Data ; C25 - Discrete Regression and Qualitative Choice Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004963635