[R] pseudo-R by hand
Achim.Zeileis at uibk.ac.at
Mon Apr 11 13:10:08 CEST 2011
On Mon, 11 Apr 2011, Sacha Viquerat wrote:
> 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.
You can look at the pR2() function in the "pscl" package which provides
various flavors of pseudo R-squared for "glm", "multinom", and "polr"
objects. The idea is to extract the observed log-likelihood using
logLik(), then update the model to obtain the null model only and call
logLik() again. From the two log-likelihoods and the associated number of
observations, the pseudo R-squared are computed using pR2Work(), see
pscl:::pR2.glm and pscl:::pR2Work.
> however, I'm not sure
> wheter mle helps me at all and I am uncertain about the logLik call I have
> lambda<- -2*log((logLik(null.model)/logLik(model)))
> lambda<- -2*log( logLik(model)/logLik(null.model) )
> lambda2<- -2*log( logLik(model) )
> can anyone help me out?
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
More information about the R-help