Three predictive power measures for generalized linear models : Entropy coefficient of determination, entropy correlation coefficient and regression correlation coefficient
Three predictive power measures for generalized linear models : Entropy coefficient of determination, entropy correlation coefficient and regression correlation coefficient
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广义线性模型的三种预测能力度量：熵决定系数、熵相关系数和回归相关系数
DOI：
10.1016/j.csda.2011.05.018
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发表时间：
2011
影响因子：
1.8
通讯作者：
Minoru Tabata
中科院分区：
文献类型：
--
作者：
Nobuoki Eshima;Minoru Tabata
本文比较了广义线性模型（GLM）的三种预测能力测度，论证了熵相关系数（ECC）和熵决定系数（ECD）的实用性。首先简要介绍了椭圆曲线、椭圆曲线和回归相关系数。其次，讨论了这三种测度之间的关系，并推导出ECC与RCC相等的充要条件。第三，讨论了具有典型链接和多分类响应变量的GLM的ECC和ECD，并分析了GLM中各因素的影响。最后，讨论了本研究的结论。
In this paper, three predictive power measures for generalized linear models (GLMs) are compared, and the utility of the entropy correlation coefficient (ECC) and the entropy coefficient of determination (ECD) is demonstrated. First, ECC, ECD and the regression correlation coefficient (RCC) are briefly explained. Second, relationships of the three measures are discussed, and the necessary and sufficient condition under which ECC and RCC are equal is deduced. Third, ECC and ECD are discussed for GLMs with canonical links and polytomous response variables, and an analysis of the effects of factors in GLMs is given. Finally, a discussion of the conclusions of this study is provided.