Generalized Coefficient of Determination
Cox and Snell (1989, pp. 208 209) propose the following generalization
of the coefficient of determination to a more general linear model:
where L(0) is the likelihood of the interceptonly model,
is the likelihood of the specified model,
and n is the sample size. The quantity
R^{2} achieves a maximum of less than one for discrete models,
where the maximum is given by

R_{max}^{2} = 1  {L(0)}^{[2/n]}
Nagelkerke (1991)
proposes the following adjusted coefficient, which can achieve a maximum
value of one:
Properties and interpretation of R^{2} and are provided in
Nagelkerke (1991). In the "Testing Global Null Hypothesis: BETA=0"
table, R^{2} is labeled as "RSquare" and is labeled as
"Maxrescaled RSquare." Use the RSQUARE option to request
R^{2} and .
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