Evaluation of a Pseudo-R2 Measure for Panel Probit Models

Martin Spiess

No 215, Discussion Papers of DIW Berlin from DIW Berlin, German Institute for Economic Research

Abstract: A simulation study designed to evaluate the pseudo-R2 T proposed by Spiess and Keller (1999) suggests that this measure represents the goodness- of-fit not only of the systematic part, but also of the assumed correlation structure in binary panel probit models.

Keywords: Goodness-of-fit; Pseudo-R2; Panel probit model; Simulation study (search for similar items in EconPapers)
JEL-codes: C23 C25 (search for similar items in EconPapers)
Pages: 7 p.
Date: 2000
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