gofm: Calculating goodness-of-fit measures

In support.CEs: Basic Functions for Supporting an Implementation of Choice Experiments

Description

This function provides rho-squared and rho-squared adjusted by the number of estimated coefficients.

Usage

gofm(output)

## S3 method for class 'gofm'
print(x, digits = getOption("digits"), ...)

Arguments

output	An object containing the output from the function clogit or glm.
x	An object of class "gofm."
digits	A number of significant digits.
...	Arguments passed to the function format.

Details

This function provides rho-squared (also called McFadden's R-squared or pseudo R-squared), rho-squared adjusted by the number of estimated coefficients, the number of estimated coefficients, and log likelihood values at the start and at convergence.

In version 0.3-0 and later versions, this function is also available for calculating goodness-of-fit measures for binary choice models estimated by using the function glm in the package stats.

Value

This function returns an object of S3 class "gofm" that is a list with the following components.

RHO2	The rho-squared value. Defined as RHO2 = 1 - (LLb / LL0).
AdjRHO2	The rho-squared value adjusted by the number of estimated coefficients. Defined as AdjRHO2 = 1 - ((LLb - K) / LL0).
AIC	The Akaike Information Criterion (AIC).
BIC	The Bayesian Information Criterion.
K	The number of estimated coefficients.
LL0	The log likelihood value at the start.
LLb	The log likelihood value at convergence.

Author(s)

Hideo Aizaki

References

Ben-Akiva, M. and Lerman, S. R. (1985) Discrete Choice Analysis: Theory and Application to Travel Demand. The MIT Press.

Cameron, A. C. and Trivedi, P. K. (2005) Microeconometrics: Methods and Applications. Cambridge University Press.

Aizaki, H. (2012) Basic Functions for Supporting an Implementation of Choice Experiments in R. Journal of Statistical Software, Code Snippets, 50(2), 1–24. http://www.jstatsoft.org/v50/c02/

See Also

clogit, glm, make.dataset

Examples

# See "Examples" for the function make.dataset.

Example output

Loading required package: DoE.base
Loading required package: grid
Loading required package: conf.design

Attaching package: 'DoE.base'

The following objects are masked from 'package:stats':

    aov, lm

The following object is masked from 'package:graphics':

    plot.design

The following object is masked from 'package:base':

    lengths

Loading required package: MASS
Loading required package: simex
Loading required package: RCurl
Loading required package: bitops
Loading required package: XML

support.CEs documentation built on May 29, 2017, 5:56 p.m.