Nagelkerke value for OLS model
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
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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? [[alternative HTML version deleted]]
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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.Bivand at nhh.no