statsmodels.gam.generalized_additive_model.GLMGamResults.pseudo_rsquared¶
-
GLMGamResults.pseudo_rsquared(kind=
'cs'
)¶ Pseudo R-squared
Cox-Snell likelihood ratio pseudo R-squared is valid for both discrete and continuous data. McFadden’s pseudo R-squared is only valid for discrete data.
Cox & Snell’s pseudo-R-squared: 1 - exp((llnull - llf)*(2/nobs))
McFadden’s pseudo-R-squared: 1 - (llf / llnull)
Last update:
Nov 12, 2024