Questions tagged [pseudo-r-squared]

a measure of how well variables of the model explain some phenomenon

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Nagelkerke Pseudo-R-squared for proportional odds model and the effect size

I have computed the Nagelkerke Pseudo-R-Squared for the proportional odds model with two variables. I report ORs with p-values and confidence intervals and would like to quantify the strength of the ...
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Can we create confidence intervals around pseudo-R-squared Random Forest based on the forest?

For linear regression it is possible to place confidence intervals around the R-squared, either by formula or bootstrapping. Random Forest models, as regression model, return the "explained ...
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28 views

AIC, pseudo-R2, or log likelihood to compare models?

I am comparing the effect of climate, across three different time brackets, on a variable. I am interested in choosing the model that best predicts the variable to answer across which timescale the ...
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26 views

Calculate change in odds and Pseudo-R-Squared with R

I have a question that touches on both technical solutions in R and statistics. I have a huge dataset with 2,400 respondents in total. I performed a logistic regression in order to analyze views on ...
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56 views

Nakagawa's R2: what does it tell practice?

I am having a hard time figuring what Nakagawa's R² really "means". I understand that in simple linear regressions, R² indicates the amount of variance in the dependent variable explained by ...
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36 views

$R^2$ of Logistic Regression Without Intercept?

I am calibrating a logistic regression for a survey data which comes from a binary stated choice experiment. The stated choice experiment was an unlabeled one, which means that all the variables ...
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9 views

Will the R-Squared be lower if I run the same model on a dataset with all the data vs a dataset with the quarterly averages?

Let's assume I have a dataset with quarterly data on loans. Let's say I have 100,000 of these loans, spread out in 20 quarters. If I run a regression on all the loans, I will have 100,000 data points. ...
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65 views

Logistic regression with high McFadden pseudo-R-squared value and high p-value

I performed a logistic regression of an outcome variable (whether a patient is re-admitted to a hospital within a year) against a continuous index that measures a patient's access to healthcare. I ...
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365 views

Basic R-Squared in Poisson Regression

I have read one cannot/should not calculate the basic R-Squared used in linear regression for a Poisson generalized linear regression model. It is logical to me that one cannot determine the basic R-...
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41 views

When AIC and pseudo-R2 give opposite conclusions in beta regression models

I conducted an experiment to quantify the effect of two factors on a response variable: the response variable (Y) is a proportion (percentage cover) factor A is represented by the continuous ...
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51 views

Develop granularity-invariant criteria for comparison of logistic (binomial) models

I have a model with logistic (binomial) likelihood, with number of successes and failures as a response variable. I am comparing various models, which can be of different granularity. Different ...