R-Squared measures for count data regression models with applications to health-care utilization

被引:250
作者
Cameron, AC [1 ]
Windmeijer, FAG [1 ]
机构
[1] UCL, DEPT ECON, LONDON WC1E 6BT, ENGLAND
关键词
deviance; deviance residual; goodness of fit; negative binomial regression; Pearson residual; Poisson regression;
D O I
10.2307/1392433
中图分类号
F [经济];
学科分类号
02 ;
摘要
R-squared measures of goodness of fit for count data are rarely, if ever, reported in empirical studies or by statistical packages. We propose several R-squared measures based on various definitions of residuals for the basic Poisson regression model and for more general models such as negative binomial that accommodate overdispersed data The preferred R-squared measure is based on the deviance residual. An application to data on health-care-service utilization measured in counts illustrates the performance and usefulness of the various R-squared measures.
引用
收藏
页码:209 / 220
页数:12
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