On Mon, 31 Aug 2015, Seyed Jalil Alavi via R-sig-Geo wrote:
Dear all,
I would like to compare the performance of linear regression model with SAR
models. One of the measures that I want to use is R squared.
Prof. Roger Bivand mentioned in r-sig-geo that "There is no direct equivalent to the
OLS R-squared, these models are fitted by maximum likelihood. If you want something like
an R-squared, try the Nagelkerke R-bar-squared, based on the likelihood. You should then
compare this with a Nagelkerke value for your OLS model".
My question is:
How can I calculate a Nagelkerke value for OLS in R and compare it with
Nagelkerke value form summary function in SAR Models.
Thank you so much
Please do not post HTML, only plain text.
Please do read the documentation - ?summary.sarlm contains this reference:
Nagelkerke NJD (1991) A note on a general definition of the
coefficient of determination. Biometrika 78: 691-692
Read that, and you'll see that it is simple to calculate, but it is not
easy to see how to draw inferences from the comparison. The LR test on the
spatial coefficient is much better studied and should be preferred.
Roger
Cheers,
SJA
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Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; fax +47 55 95 91 00
e-mail: roger.biv...@nhh.no
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