Beta regressions

[Helen Chang]

Hi,

How do I generate and report R or adjusted -R squared information from Beta regressions (betareg)? Does R / adjusted -R squared apply to such models?

Thanks in advance!

[Maarten Buis]

It doesn't

[Jeff Wooldridge]

You can always define a kind of R-squared by computing the squared correlation between y and its estimated mean function. This is the squared correlation between y and the fitted values y^. There’s a version based on sum of squared residuals, too. In linear regression they’re the same. You can compare the R^2 from the nonlinear and linear models.

[Nick Cox]

See also https://www.stata.com/support/faqs/s...ics/r-squared/