Entropy correlation coefficient for measuring predictive power of generalized linear models

DOI10.1016/J.SPL.2006.08.019MaRDI QIDQ2643735zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Three predictive power measures for generalized linear models: the entropy coefficient of determination, the entropy correlation coefficient and the regression correlation coefficient
• Entropy coefficient of determination for generalized linear models
• A minimum relative entropy based correlation model between the response and covariates
• A Coefficient of Determination for Generalized Linear Models
• A maximum likelihood approach to correlation dimension and entropy estimation
• Non-parametric entropy estimators based on simple linear regression
• scientific article; zbMATH DE number 3965232
• An informational entropy approach to regression analysis
• scientific article; zbMATH DE number 3858149
• Relative Entropy Measures of Multivariate Dependence

Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• A note on a general definition of the coefficient of determination
• Analysis of Dispersion of Multinomial Responses
• Canonical exponential models for analysis of association between two sets of variables.
• Measures of Association for Cross Classifications
• Regression and ANOVA with Zero-One Data: Measures of Residual Variation

Cited in

(7)

• 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
• Feature selection based on the best-path algorithm in high dimensional graphical models
• 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
• Entropy coefficient of determination for generalized linear models
• On goodness‐of‐fit measures for Poisson regression models

This page was built for publication: Entropy correlation coefficient for measuring predictive power of generalized linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2643735)