ISummaryStatistics.McFaddenRsquared

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.

Example

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

See also:

ISummaryStatistics | McFadden Determination Coefficient