- 需要自己计算
- install.package("AER")
- library("AER")
- data("SwissLabor")
- swiss_probit <- glm(participation ~ . + I(age^2),
- data = SwissLabor, family = binomial(link = "probit"))
- summary(swiss_probit)
- swiss_probit0 <- glm(participation ~ 1 ,
- data = SwissLabor, family = binomial(link = "probit"))
- summary(swiss_probit0)
- #Goodness of fit and prediction
- pseudo_R2<- 1 - as.vector(logLik(swiss_probit)/logLik(swiss_probit0))
- pseudo_R2
这是Applied Econometrics with R 书上的例子