[R] pseudo-R by hand

Sacha Viquerat tweedie-d at web.de
Mon Apr 11 11:49:14 CEST 2011


hello dear list! since we want to do a model analysis and some people 
would like to see pseudo-R^2 values for different types of glm of a 
logistic regression, i've decided to write a function that computes 
either nagelkerkes normed pseudo-R or cox & snells pseudo-R. however, i 
am not clear as in the decisive step, i need to calculate the log of 
(maximum likelihood estimates of model divided by mle of null model). i 
am well aware of the functions stats::mle and stats::logLik as well as 
of Design::lrm. however, I'm not sure wheter mle helps me at all and I 
am uncertain about the logLik call I have implemented:

#cox&snell
lambda<- -2*log((logLik(null.model)[1]/logLik(model)[1]))
out<-1-exp(-lambda/n)

#nagelkerke
lambda<- -2*log( logLik(model)[1]/logLik(null.model)[1] )
lambda2<- -2*log( logLik(model)[1] )
out<-(1-exp(-lambda/n))/(1-exp(-lambda2/n))

can anyone help me out?



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