mhurdle (version 1.3-1)

rsq: R squared and pseudo R squared

Description

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.

Usage

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

Value

a numerical value

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).

References

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

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")