负二项回归的pseudo R^2应如何解释

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我用STATA算出来的pseudo R^2很小，只有0.002，UCLA网站上说pseudo R^2和最小二乘法的回归的R^2不同，具体说法如下：“Pseudo R2 - This is McFadden's pseudo R-squared. It is calculated as 1 - ll(model)/ll(null) . Negative binomial regression does not have an equivalent to the R-squared measure found in OLS regression; however, many people have attempted to create one. Because this statistic does not mean what R-square means in OLS regression (the proportion of variance for the response variable explained by the predictors), we suggest interpreting this statistic with caution.”
那么应该如何解释pseudo R^2呢？谢谢

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关键词：pseudo 负二项回归 PSE SEU Interpreting 如何

- ll(model)/ll(null) 是什么意思？

已解决，见这个链接中，有解释，和大家分享http://www.ats.ucla.edu/stat/mult_pkg/faq/general/Psuedo_RSquareds.htm
McFadden's mirrors approaches 1 and 2 from the list above.  The log likelihood of the intercept model is treated as a total sum of squares, and the log likelihood of the full model is treated as the sum of squared errors (like in approach 1).
The ratio of the likelihoods suggests the level of improvement over the intercept model offered by the full model (like in approach 2).

A likelihood falls between 0 and 1, so the log of a likelihood is less than or equal to zero.  If a model has a very low likelihood, then the log of the likelihood will have a larger magnitude than the log of a more likely model.  Thus, a small ratio of log likelihoods indicates that the full model is a far better fit than the intercept model.

If comparing two models on the same data, McFadden's would be higher for the model with the greater likelihood.

好棒！谢楼主解惑！

菜鸟一枚，还是没太明白，烦请楼主帮解释得明白一点，谢谢

sunteen 发表于 2014-4-30 14:18
已解决，见这个链接中，有解释，和大家分享http://www.ats.ucla.edu/stat/mult_pkg/faq/general/Psuedo_RSq ...

楼主这个链接进不去了，请问负二项回归结果中的伪R^2很小，怎么解释？求大神解答

zhangyaxin1997 发表于 2020-11-30 20:33
楼主这个链接进不去了，请问负二项回归结果中的伪R^2很小，怎么解释？求大神解答

楼主的网址没法直接打开，找到了这个回答，需要的同学可以看下。
https://stats.idre.ucla.edu/other/mult-pkg/faq/general/faq-what-are-pseudo-r-squareds/

楼主分享的网址没法打开了，我找到了这个回答，需要的同学可以看下。
https://stats.idre.ucla.edu/othe ... -pseudo-r-squareds/

不爱读书的呆呆 发表于 2021-8-27 18:54
楼主分享的网址没法打开了，我找到了这个回答，需要的同学可以看下。
https://stats.idre.ucla.edu/other ...

你好，想问一下，tobit回归里伪R2是负数怎么解释啊，为啥呢