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Pseudo R squared in gls model

On Thu, 23 Aug 2012, Gary Dong wrote:

            
We've been using this R? instead, but I'm not sure if it is available in 
any package:

Buse, A. (1973), "Goodness of Fit in Generalized Least Squares 
Estimation," American Statistician, 27, 106-108.

http://www.jstor.org/stable/10.2307/2683631

Equation 15.  Make sure to compute y-bar correctly (it is the regression 
coefficient in the intercept-only model).

To do GLS, we have been using OLS after transformation (multiplying by the 
"T" matrix in Buse's notation) where T'T = inv(V).  So the equation on the 
final page works for us.

Let me know if you can't access that PDF and I'll send a copy.

Mike