Goodness of fit measures for both parts
Calculation RMSE, misclassification and other goodness of fit measures.
diagnostics( x, xdigit = 4, which = "all", only_total = FALSE, cPseudoR = TRUE, cRs = TRUE )
x |
Fitted |
xdigit |
rounding number |
which |
What to calculate. Options: "all", "RMSE", "MAPE", "Rx2", "Rx2adj". |
only_total |
If |
cPseudoR |
If |
cRs |
Include "AIC", "AICc", "BIC" |
matrix with goodness of fit measures.
attribute
corr
holds empirical variance-covariance matrix.
library(systemfit) data( ppine , package="systemfit") hg.formula <- hg ~ exp( h0 + h1*log(tht) + h2*tht^2 + h3*elev) dg.formula <- dg ~ exp( d0 + d1*log(dbh) + d2*hg + d3*cr) labels <- list( "height.growth", "diameter.growth" ) model <- list( hg.formula, dg.formula ) start.values <- c(h0=-0.5, h1=0.5, h2=-0.001, h3=0.0001, d0=-0.5, d1=0.009, d2=0.25, d3=0.005) model.sur <- nlsystemfit( "SUR", model, start.values, data=ppine, eqnlabels=labels ) eq_c <- as.character(c(hg.formula, dg.formula)) parl <- c(paste0("h", 0:3),paste0("d", 0:3)) start.values <- c(h0=-0.5, h1=0.5, h2=-0.001, h3=0.0001, d0=-0.5, d1=0.009, d2=0.25, d3=0.005) res <- nmm(ppine, eq_c=eq_c, start_v=start.values, par_c=parl, eq_type = "cont", best_method = FALSE) ressur <- in2nmm(res, new_coef=model.sur$b) diagnostics(res) diagnostics(ressur) #example discrete library(mlogit) data("Fishing", package = "mlogit") Fish <- mlogit.data(Fishing, varying = c(2:9), shape = "wide", choice = "mode") ## a pure "conditional" model mres <- summary(mlogit(mode ~ price + catch, data = Fish)) data <- prepare_data(Fish %>% data.frame %>% dplyr::select(-idx), choice="alt", dummy="mode", PeID="chid", mode_spec_var = c("price", "catch"), type="long") eq_d <- c("a1 + p1 * price_1 + p2 * catch_2", "a2 + p1 * price_2 + p2 * catch_2", "a3 + p1 * price_3 + p2 * catch_3", "a4 + p1 * price_4 + p2 * catch_4") par_d <- c(paste0("a", 1:4), paste0("p", 1:2)) res <- nmm(data, eq_d=eq_d, par_d=par_d, eq_type="disc") ncoef <- mres$coefficients names(ncoef) <- par_d[-1] resdisc <- in2nmm(res, new_coef = ncoef) a <- diagnostics(res, xdigit=2) a2 <- diagnostics(resdisc) attributes(a2)$corr
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