[R] Nagelkerke R square for Prediction data

[Frank E Harrell Jr]

Chuck Cleland wrote:
> On 10/22/2008 6:05 AM, Tobias Erik Reiners wrote:
>> Dear Helpers,
>>
>> I tries to find an Package or script which deals with Nagelkerke R square.
>> I got Prediction data from Habitatmodels for an animal. Some researchers
>> use the the Nagelkerke R Square to confirm the Goodness of model. I
>> would like to do this as well.
>> Data:
>> 1  0.9847
>> 1  0,7653
>> ...
>> 0  0,2456
>> 0  0,0457
>> ...
>>
>> THanks a lot
> 
> RSiteSearch("Nagelkerke", restrict="function")
> 
>   suggests lrm() in the Design package by Frank Harrell.
> 

Thanks Chuck, and note Tobias that no R^2 measures goodness of fit but 
rather explained variation or predictive discrimination.  R^2 can be 
high and there be a major misspecification in the model (e.g., omitting 
an interaction or nonlinearity term or omitting an important variable).

Frank


-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University