Entropy coefficient of determination for generalized linear models
Entropy coefficient of determination for generalized linear models
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DOI：
10.1016/j.csda.2009.12.003
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发表时间：
2010-05-01
影响因子：
1.8
通讯作者：
Tabata, Minoru
中科院分区：
文献类型：
--
作者：
Eshima, Nobuoki;Tabata, Minoru
本文的目的是提出一种广义线性模型(GLMS)的预测能力度量。首先，将GLMS的基本预测能力度量与一些期望的性质进行了比较。我们提出了一种广义GLMS决定系数，称为决定熵系数(ECD)。在GLM框架下讨论了该方法的优点。其次，讨论了ECD极大似然估计的渐近性质。第三，将ECD应用于具有多个反应变量的GLMS。最后，对本研究进行了讨论和总结。(C)2009爱思唯尔B.V.保留所有权利。
The objective of the present paper is to propose a predictive power measure for generalized linear models (GLMs). First, basic predictive power measures for GLMs are compared with respect to some desirable properties. We propose a generalized coefficient of determination for GLMs, which is referred to as the entropy coefficient of determination (ECD). The advantage of the measure is discussed in the GLM framework. Second, the asymptotic properties of the maximum likelihood estimator of ECD are discussed. Third, ECD is applied to GLMs with polytomous response variables. Finally, discussions and a conclusion to this study are provided. (C) 2009 Elsevier B.V. All rights reserved.