R squared in lagsarlm
The Nagelkerke measure is optionally provided in the summary method: Nagelkerke NJD (1991) A note on a general definition of the coefficient of determination. Biometrika 78: 691-692. See https://r-spatial.github.io/spdep/reference/summary.sarlm.html or ?summary.sarlm. There is no "R squared" for these models, the likelihood ratio is a better comparative measure. Roger
On Wed, 20 Mar 2019, Leonardo Matheus Servino wrote:
Hello, I would like to know where I can find the Rsquared value in lagsarlm Thanks
Roger Bivand Department of Economics, Norwegian School of Economics, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; e-mail: Roger.Bivand at nhh.no https://orcid.org/0000-0003-2392-6140 https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en