However, in SAS, NLMIXED and GLIMMIX fit negative binomial in addition to GENMOD, but none of them reports R-squared for these models. In STATA, NBREG fits negative binomial (but with only the log link function) in addition to GLM, and reports the pseudo R-squared (it is the only software that we have found to report it). SAS's GENMOD and STATA's GLM for generalized linear models don't report R-squared either. In general, the pseudo R-squared is not discussed in generalized linear models texts (see McCullagh and Nelder, 1989), and SPSS follows that tradition. You are correct that the Generalized Linear Models (GENLIN) procedure will not print the R-squared statistic (or pseudo R-squared, as it is called in the Binary (LOGISTIC REGRESSION) and Multinomial (NOMREG) Logistic Regression, and Ordinal Regression (PLUM) procedures).
0 Comments
Leave a Reply. |