From: <eric.e.harper_at_us.abb.com>

Date: Wed, 09 Apr 2008 10:47:14 -0400

R-help_at_r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 09 Apr 2008 - 15:09:28 GMT

Date: Wed, 09 Apr 2008 10:47:14 -0400

Thanks in advance for your kind attention.

I am using R to fit empirical data to generalized linear models. AIC (Akaike
information criterion) is a measure of the goodness of fit returned by calls
to glm(). I would also like to calculate the coefficient of determination
R2, although there is no consensus about the exact definition for
generalized models

([1]http://en.wikipedia.org/wiki/Coefficient_of_determination).

I found a package “pscl” with a pR2 function that computes pseudo-R2 measures for various GLMs. The arguments to the call are a fitted model object of class glm, polr, or mulitnom, and then ‘additional arguments to be passed to or from functions’.

The example from the documentation works well.

Browse[1]> data(admit)

Browse[1]> require(MASS)

Browse[1]> ## ordered probit model

Browse[1]> op1 <- polr(score ~ gre.quant + gre.verbal + ap + pt + female,

+ Hess=TRUE,

+ data=admit,

+ method="probit")

Browse[1]> pR2(op1)

llh llhNull G2 McFadden r2ML r2CU

-106.5088203 -151.0299826 89.0423245 0.2947836 0.5682989 0.6032041

Browse[1]>

When I try with a glm object rather than polr, I get the following error:

Browse[1]> class(fit[[2]])

[1] "glm" "lm"

Browse[1]> pR2(fit[[2]])

Error in inherits(x, "data.frame") : object "ds" not found

The ds object does exist in the environment, but I do not know how to pass it into pR2:

Browse[1]> class(ds)

[1] "data.frame"

Browse[1]> pR2(fit[[2]], ds)

Error in inherits(x, "data.frame") : object "ds" not found

Browse[1]> pR2

function (object, ...)

{

UseMethod("pR2")

}

<environment: namespace:pscl>

Browse[1]>

Question 1: How do I find the complete argument signature for pR2 in order to perhaps pass it the ds object?

Question 2: If pR2 does not work with glm objects (for some unknown reason), is there another function I can use to calculate R-squared and adjusted R-squared for a generalized linear model?

Best regards,

\Eric

References

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