{smcl}
{* *! version 1.0.0 Sam Brilleman 04feb2011}{...}
{cmd:help devr2}
{hline}
{title:Title}
{phang}
{bf:devr2} {hline 2} Calculates a deviance based R-squared measure for models
estimated using the {manhelp glm R} command. The measure is based on Cameron
and Windmeijer, 1997.
{title:Description}
{pstd}
{cmd:devr2} calculates a deviance based R-squared measure for regression models in the
exponential family with known scale parameter. This is equal to
{pmore}
1-[(deviance of the fitted model)/(deviance of the constant only model)]
{pstd}
It measures the proportionate reduction in recoverable information due to the inclusion
of regressors, where information is measured by the estimated Kullback-Leibler divergence,
and may be loosely interpreted as the fraction of uncertainty explained by the fitted model.
{pstd}
Further details are given in Cameron and Windmeijer, 1997.
{pstd}
Currently, the command can only be used following model estimation using the {manhelp glm R}
command.
{title:Saved results}
{pstd}
{cmd:devr2} saves the following in {cmd:r()}:
{synoptset 16 tabbed}{...}
{p2col 5 15 19 2: Scalars}{p_end}
{synopt:{cmd:r(dev_model)}}Deviance of the fitted model{p_end}
{synopt:{cmd:r(dev_null)}}Deviance of the constant only model{p_end}
{synopt:{cmd:r(devr2)}}Deviance based R-squared value{p_end}
{title:Author}
{p 4 4 2}
Brilleman, S. email: louis-george@hotmail.com
{title:Reference}
{p 4 4 2}
Cameron, A. C. & Windmeijer, F. A. G. (1997). An R-squared measure of goodness of fit for some
common nonlinear regression models. {it: Journal of Econometrics} 77:329-342.
{title:Also see}
{psee}
Online: {manhelp glm R}