[R] pseudo R-squared with likfit (geoR)

Bert Gunter gunter.berton at gene.com
Wed Nov 7 18:20:00 CET 2012


This is basically a statistics question, despite the fact that you
refer to an R implementation. You should therefore probably post on a
statistics list, like stats.stackexchange.com, especially the part
about asking for alternative R^2.

-- Bert

On Wed, Nov 7, 2012 at 9:01 AM, Marion Jacquot
<marion.jacquot at univ-fcomte.fr> wrote:
> We want to compute a pseudo R-squared for a model whose parameter
> estimation was based on maximum likelihood (function likfit, package geoR).
> I tried to compute the R2 proposed by Maddala (1983) which compare the
> maximized likelihood for the model without any predictor and the
> maximized likelihood for the model with all predictors.
> I got a really low value (0,01%). Did I miss something? Are there other
> R-squared which are more appropriate than the R2 of Maddala? :
>
>  >sp05_l01 <- likfit(cnm05g, *ini.cov.pars=vm05*, lik.method = "REML",
>                     trend = trend.spatial(~ logIKA04 + nbLitre0 +
> nbLitre1, cnm05g))#complete model
>  >sp05_nt <- update(sp05_01, trend = trend.spatial("cte", cnm05g))
> #null model
>
>  >1-(sp07_nt$loglik/sp07_l0$loglik)^(2/590)#Maddala (1983)
> [1] 0.0001510074
>
> Thanks,
> Regards,
> Marion
>
> --
> Marion Jacquot
> Laboratoire de Chrono-environnement
> UMR UFC/CNRS 6249 USC INRA
> Université de Franche-Comté
> Place Leclerc
> F-25030 Besançon cedex
> FRANCE
> Tel. : +33 (0)381 665 829
> Fax : +33 (0)381 665 797
> http://chrono-environnement.univ-fcomte.fr/
>
>
>
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>
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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