ISummaryStatistics.McFaddenRsquared

Fore Syntax

McFaddenRsquared: Double;

Fore.NET Syntax

McFaddenRsquared: double;

Description

The McFaddenRsquared property returns the McFadden determination coefficient.

Comments

The McFadden coefficient is analogous to determination coefficient.

The property is relevant only for binary choice models containing a constant.

Fore and Fore.NET Examples

The property use is given in the example for ISmBinaryModel.SummaryStatistics.

See also:

ISummaryStatistics | McFadden Determination Coefficient