#### 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 is the likelihood of the intercept-only model, is the likelihood of the specified model, and n is the sample size. The quantity achieves a maximum of less than 1 for discrete models, where the maximum is given by

Nagelkerke (1991) proposes the following adjusted coefficient, which can achieve a maximum value of 1:

Properties and interpretation of and are provided in Nagelkerke (1991). In the Testing Global Null Hypothesis: BETA=0 table, is labeled as RSquare and is labeled as Max-rescaled RSquare.  Use the RSQUARE option to request and .