I need to calculate the Mckelvey and Zavoina Pseudo-R^2 for my heteroschedastic probit model. Does anyone know how to construct this formula in R or know a function that directly computes it? All the R functions I read about for this pseduo-R^2 are applicable only on gml models, but I got to fit the heteroschedastic probit and I used hetglm and not glm.
Thank you in advace!