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McFadden r^2 and the inrercept

2 messages · Ville Iiskola, Joshua Wiley

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Hi Ville,

McFadden's pseudo R^2 is just a (log) likelihood ratio for your model
compared to the null model.  The null is typically an intercept only
model, but other comparisons may be valid also.

If memory serves:

1 - log(full_likelihood)/log(null_likelihood)

you can often extract likelihoods from model objects using the
logLik() function.  However, I thought that mlogit gave McFadden's
pseudo R^2 in its summary output??

Josh
On Tue, Oct 25, 2011 at 7:09 AM, Ville Iiskola <ville.iiskola at uta.fi> wrote: