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| R-squared value or logit model http://forum.alglib.net/viewtopic.php?f=2&t=65 |
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| Author: | aitrader [ Thu Sep 23, 2010 11:25 pm ] |
| Post subject: | R-squared value or logit model |
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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