Comparison of Goodness-of-Fit Measures in Probit Regression Model

DOI10.1080/03610910701539898zbMath1126.62064OpenAlexW2094951550MaRDI QIDQ5436423

Yaning Yang, Berna Yazici, Özlem Alpu

Publication date: 16 January 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701539898

zbMATH Keywords

binary choice modelgoodness-of-fit (GOF)pseudo-\(R^{2}\)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)

Uses Software

• Stata

Cites Work

• Unnamed Item
• A statistical model for the analysis of ordinal level dependent variables
• Regression and ANOVA with Zero-One Data: Measures of Residual Variation
• Goodness-of-fit measures in binary choice models¹

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