An R-squared measure of goodness of fit for some common nonlinear regression models

Abstract

For regression models other than the linear model, R-squared type goodness-of-fit summary statistics have been constructed for particular models using a variety of methods. We propose an R-squared measure of goodness of fit for the class of exponential family regression models, which includes logit, probit, Poisson, geometric, gamma and exponential. This R… (More)

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Cite this paper

@inproceedings{Cameron1995AnRM, title={An R-squared measure of goodness of fit for some common nonlinear regression models}, author={Alisdair Cameron}, year={1995} }