Comparison of goodness-of-fit measures in probit regression model

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Atıf İçin Kopyala

YAZICI B., Alpu Ö., Yang Y.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.36, sa.5, ss.1061-1073, 2007 (SCI-Expanded)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 36 Sayı: 5
• Basım Tarihi: 2007
• Doi Numarası: 10.1080/03610910701539898
• Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
• Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Sayfa Sayıları: ss.1061-1073
• Eskişehir Osmangazi Üniversitesi Adresli: Evet

Özet

This article examines several goodness-of-fit measures in the binary probit regression model. Existing pseudo-R-2 measures are reviewed, two modified and one new pseudo-R-2 measure are proposed. For the probit regression model, empirical comparisons are made for different goodness-of-fit measures with the squared sample correlation coefficient of the observed response and the predicted probabilities. As an illustration, the goodness-of-fit measures are applied to a "paid labor force" data set.