Journal
AMERICAN STATISTICIAN
Volume 73, Issue 3, Pages 307-309Publisher
AMER STATISTICAL ASSOC
DOI: 10.1080/00031305.2018.1549100
Keywords
Bayesian methods; R-squared; Regression
Categories
Funding
- National Science Foundation
- Office of Naval Research
- Institute for Education Sciences
- Defense Advanced Research Projects Agency
- Sloan Foundation
Ask authors/readers for more resources
The usual definition of R-2 (variance of the predicted values divided by the variance of the data) has a problem for Bayesian fits, as the numerator can be larger than the denominator. We propose an alternative definition similar to one that has appeared in the survival analysis literature: the variance of the predicted values divided by the variance of predicted values plus the expected variance of the errors.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available