# r.squared

From plm v2.2-0
0th

Percentile

##### R squared and adjusted R squared for panel models

This function computes R squared or adjusted R squared for plm objects. It allows to define on which transformation of the data the (adjusted) R squared is to be computed and which method for calculation is used.

Keywords
htest
##### Usage
r.squared(object, model = NULL, type = c("cor", "rss", "ess"),
dfcor = FALSE)
##### Arguments
object

an object of class "plm",

model

on which transformation of the data the R-squared is to be computed. If NULL, the transformation used to estimate the model is also used for the computation of R squared,

type

indicates method which is used to compute R squared. One of "rss" (residual sum of squares), "ess" (explained sum of squares), or "cor" (coefficient of correlation between the fitted values and the response),

dfcor

if TRUE, the adjusted R squared is computed.

##### Value

A numerical value. The R squared or adjusted R squared of the model estimated on the transformed data, e. g. for the within model the so called "within R squared".

plm() for estimation of various models; summary.plm() which makes use of r.squared.

• r.squared
##### Examples
# NOT RUN {
data("Grunfeld", package = "plm")
p <- plm(inv ~ value + capital, data = Grunfeld, model = "pooling")
r.squared(p)
r.squared(p, dfcor = TRUE)

# }

Documentation reproduced from package plm, version 2.2-0, License: GPL (>= 2)

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