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r2_kullback

Kullback-Leibler R2

Description

Calculates the Kullback-Leibler-divergence-based R2 for generalized linear models.

Usage

r2_kullback(model, adjust = TRUE)

Arguments

model

A generalized linear model.
adjust

Logical, if TRUE (the default), the adjusted R2 value is returned.

Value

A named vector with the R2 value.

References

Cameron, A. C. and Windmeijer, A. G. (1997) An R-squared measure of goodness of fit for some common nonlinear regression models. Journal of Econometrics, 77: 329-342.

Examples

model <- glm(vs ~ wt + mpg, data = mtcars, family = "binomial")
r2_kullback(model)
performance

Assessment of Regression Models Performance

v0.7.1
GPL-3
Authors
Daniel Lüdecke [aut, cre] (<https://orcid.org/0000-0002-8895-3206>), Dominique Makowski [aut, ctb] (<https://orcid.org/0000-0001-5375-9967>), Mattan S. Ben-Shachar [aut, ctb] (<https://orcid.org/0000-0002-4287-4801>), Indrajeet Patil [aut, ctb] (<https://orcid.org/0000-0003-1995-6531>), Philip Waggoner [aut, ctb] (<https://orcid.org/0000-0002-7825-7573>), Vincent Arel-Bundock [ctb] (<https://orcid.org/0000-0003-2042-7063>)
Initial release

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