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R-squared value or logit model

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aitrader

Post subject: R-squared value or logit model

Posted: Thu Sep 23, 2010 11:25 pm

Joined: Thu Sep 23, 2010 11:21 pm
Posts: 5

Congratulations on a terrific library!

I am using the multinomial logit with some success. However I need McFadden pseudo r-squared values to gauge progress while developing the model. ( http://www.ats.ucla.edu/stat/mult_pkg/f ... uareds.htm )

Does anyone know how to extract: 1- log-likelihood(model)/log-likelihood(null model) ?

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