Is there any hypothesis testing involving pseudo R-squared?
I mean the equation of test statistic or pdf.
For example, these pseudo R-squared.
http://www.ats.ucla.edu/stat/mult_pkg/faq/general/Psuedo_RSquareds.htm
Asked
Active
Viewed 124 times
1
-
Could you explain a little what sort of tests you had in mind? Many of the pseudo-$R^2$s are just re-expressions of the likelihood ratio comparing the fitted model & the null model. – Scortchi - Reinstate Monica Nov 25 '15 at 15:56
-
@Scortchi♦ , I mean any tests derived from pseudo R-squared. For example, F test can be derived form R-squared. – user2986288 Nov 25 '15 at 17:11
-
As in [Whats the relationship between R2 and F-Test?](http://stats.stackexchange.com/q/56881/17230)? – Scortchi - Reinstate Monica Nov 25 '15 at 17:18
-
@Scortchi♦ , yes. I seldom see pseudo R-squareds are used in test statistic or pdf. – user2986288 Nov 26 '15 at 00:57