rsq function

R squared and pseudo R squared

This function computes the R squared for multiple hurdle models. The measure is a pseudo coefficient of determination or may be based on the likelihood.

rsq(
  object,
  type = c("coefdet", "lratio"),
  adj = FALSE,
  r2pos = c("rss", "ess", "cor")
)

Arguments

• object: an object of class "mhurdle",
• type: one of "coefdet" or "lratio" to select a pseudo coefficient of correlation or a Mc Fadden like measure based on the likelihood function,
• adj: if TRUE a correction for the degrees of freedom is performed,
• r2pos: only for pseudo coefficient of determination, should the positive part of the R squared be computed using the residual sum of squares ("rss"), the explained sum of squares ("ess") or the coefficient of correlation between the fitted values and the response (cor).

Returns

a numerical value

Examples

data("Interview", package = "mhurdle")
# independent double hurdle model
idhm <- mhurdle(vacations ~ car + size | linc + linc2 | 0, Interview,
              dist = "ln", h2 = TRUE, method = "bfgs")
rsq(idhm, type = "lratio")
rsq(idhm, type = "coefdet", r2pos = "rss")

References

McFadden D (1974). The Measurement of Urban Travel Demand. Journal of Public Economics, 3, 303-328.