Entropy correlation coefficient for measuring predictive power of generalized linear models

DOI10.1016/J.SPL.2006.08.019zbMATH Open1489.62224OpenAlexW2087260264MaRDI QIDQ2643735FDOQ2643735

Authors: Nobuoki Eshima, Minoru Tabata 

Publication date: 27 August 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.08.019

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zbMATH Keywords

entropygeneralized linear modelKullback-Leibler informationentropy multiple correlation coefficient

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Generalized linear models (logistic models) (62J12)

Cites Work

• Title not available (Why is that?)
• Measures of Association for Cross Classifications
• Analysis of Dispersion of Multinomial Responses
• A note on a general definition of the coefficient of determination
• Regression and ANOVA with Zero-One Data: Measures of Residual Variation
• Canonical exponential models for analysis of association between two sets of variables.

Cited In (7)

• On goodness‐of‐fit measures for Poisson regression models
• Entropy coefficient of determination for generalized linear models
• Three predictive power measures for generalized linear models: the entropy coefficient of determination, the entropy correlation coefficient and the regression correlation coefficient
• Asymptotic distribution of regression correlation coefficient for Poisson regression model
• Regression correlation coefficient for a Poisson regression model
• A comparison of absolute correlation coefficient between coefficient of determination and index of predictive efficiency and between those statistics and base rate of the logistic regression model under two groups of sample sizes
• Feature selection based on the best-path algorithm in high dimensional graphical models

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