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
Cheers,
SJA?