An R-squared measure of goodness of fit for some common nonlinear regression models

Journal of Econometrics

Volumn 77, Issue 2, 1997, Pages 329-342

  Cameron, A Colin ^a   Windmeijer, Frank A G ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

Deviance; Entropy; Exponential family regression; Information theory; Kullback Leibler divergence; Maximum likelihood; R squared

Indexed keywords

EID: 0001608056     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4076(96)01818-0     Document Type: Article

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