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Is there any hypothesis testing involving pseudo R-squared?

I mean the equation of test statistic or pdf.

For example, these pseudo R-squared.

http://www.ats.ucla.edu/stat/mult_pkg/faq/general/Psuedo_RSquareds.htm

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  • $\begingroup$ Could you explain a little what sort of tests you had in mind? Many of the pseudo-$R^2$s are just re-expressions of the likelihood ratio comparing the fitted model & the null model. $\endgroup$ Commented Nov 25, 2015 at 15:56
  • $\begingroup$ @Scortchi♦ , I mean any tests derived from pseudo R-squared. For example, F test can be derived form R-squared. $\endgroup$ Commented Nov 25, 2015 at 17:11
  • $\begingroup$ As in Whats the relationship between R2 and F-Test?? $\endgroup$ Commented Nov 25, 2015 at 17:18
  • $\begingroup$ @Scortchi♦ , yes. I seldom see pseudo R-squareds are used in test statistic or pdf. $\endgroup$ Commented Nov 26, 2015 at 0:57

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