请教什么是pseudo R^2

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是什么？什么时候用？ 我看paper上面很多都是report pseudo r^2 没有report r^2 or  adjusted r^2.

多谢啦

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关键词：pseudo PSE SEU adjusted Report adjusted report

When analyzing data with a logistic regression, an equivalent statistic to R-squared does not exist.  The model estimates from a logistic regression are maximum likelihood estimates arrived at through an iterative process.  They are not calculated to minimize variance, so the OLS approach to goodness-of-fit does not apply.  However, to evaluate the goodness-of-fit of logistic models, several pseudo R-squareds have been developed.   These are "pseudo" R-squareds because they look like R-squared in the sense that they are on a similar scale, ranging from 0 to 1 (though some pseudo R-squareds never achieve 0 or 1) with higher values indicating better model fit, but they cannot be interpreted as one would interpret an OLS R-squared and different pseudo R-squareds can arrive at very different values.  

Tere are some Pseudo R-Squared, such as Efron's ,McFadden's, Cox & Snell, Nagelkerke / Cragg & Uhler's, McKelvey & Zavoina.

see http://www.ats.ucla.edu/stat/mul ... suedo_RSquareds.htm

Tere are some Pseudo R-Squared, such as Efron's ,McFadden's, Cox & Snell, Nagelkerke / Cragg & Uhler's, McKelvey & Zavoina.

2# 081015042

Thx a lot

2# 081015042
请问，Logit回归出来直接报告的是Pseudo R2,怎么确定是什么的Pseudo R2呢？是McFadden's,还是其他的？
本文来自: 人大经济论坛 计量经济学与统计 版，详细出处参考：http://www.pinggu.org/bbs/viewthread.php?tid=746636&page=1&from^^uid=569639

我想知道中文翻译是？？
烦请智者赐教，谢谢！

到底多少比较好，

081015042 发表于 2010-3-22 14:40
When analyzing data with a logistic regression, an equivalent statistic to R-squared does not exist. ...

为什么我的pseudo R^2才0.09，是不是很不好？怎么分析？

logit模型的R方就是伪R方

小点@心晴 发表于 2014-3-19 17:01
为什么我的pseudo R^2才0.09，是不是很不好？怎么分析？

遇到和你一样的问题，请问你后来是怎么解决的？求赐教！