Entropy coefficient of determination for generalized linear models

DOI10.1016/J.CSDA.2009.12.003MaRDI QIDQ962392zbMATH OpenOpenAlexFDO

Authors Nobuoki Eshima, Minoru Tabata

Publication date 6 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.12.003

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) 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 correlation coefficient for measuring predictive power of generalized linear models
• A Monte Carlo-based pseudo-coefficient of determination for generalized linear models with binary outcome
• Coefficients of determination in logistic regression models -- a new proposal: the coefficient of discrimination
• On association in regression: the coefficient of determination revisited

Cites work

• Analysis of Dispersion of Multinomial Responses
• Entropy correlation coefficient for measuring predictive power of generalized linear models
• scientific article; zbMATH DE number 1817585 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• Information gain and a general measure of correlation
• Regression and ANOVA with Zero-One Data: Measures of Residual Variation
• The Analysis of Multidimensional Contingency Tables: Stepwise Procedures and Direct Estimation Methods for Building Models for Multiple Classifications

Cited in

(13)

• Regression correlation coefficient for a Poisson regression model
• Goodness of fit in nonparametric regression modelling
• Three predictive power measures for generalized linear models: the entropy coefficient of determination, the entropy correlation coefficient and the regression correlation coefficient
• Coefficient of determination for multiple measurement error models
• Entropy correlation coefficient for measuring predictive power of generalized linear models
• Asymptotic distribution of regression correlation coefficient for Poisson regression model
• A Monte Carlo-based pseudo-coefficient of determination for generalized linear models with binary outcome
• Goodness of fit in restricted measurement error models
• Generalizing R² for deming regressions
• Learning methods for structural damage detection via entropy‐based sensors selection
• On goodness‐of‐fit measures for Poisson regression models
• Feature selection based on the best-path algorithm in high dimensional graphical models
• A goodness-of-fit measure for logistic regression under separation

This page was built for publication: Entropy coefficient of determination for generalized linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q962392)