statsmodels.gam.generalized_additive_model.GLMGamResults.pseudo_rsquared

GLMGamResults.pseudo_rsquared(kind='cs')

Pseudo R-squared

Cox-Snell likelihood ratio pseudo R-squared is valid for both discrete and continuous data. McFadden’s pseudo R-squared is only valid for discrete data.

Cox & Snell’s pseudo-R-squared: 1 - exp((llnull - llf)*(2/nobs))

McFadden’s pseudo-R-squared: 1 - (llf / llnull)

Parameters:

kindP”cs”, “mcf”}

Type of pseudo R-square to return

Returns:

float

Pseudo R-squared