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Evaluation of a Pseudo-R2 Measure for Panel Probit Models

Aufsätze referiert extern - Web of Science

Martin Spieß

In: British Journal of Mathematical and Statistical Psychology 54 (2001), 2, S. 325-333


A simulation study designed to evaluate the pseudo-R2T proposed in an earlier paper by Spiess and Keller suggests that, for the models considered, 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.

Martin Spieß

Research Associate in the German Socio-Economic Panel study Department