期刊
COMPUTATIONAL STATISTICS & DATA ANALYSIS
卷 54, 期 5, 页码 1381-1389出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.csda.2009.12.003
关键词
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资金
- Ministry of Education, Culture, Sports, Science and Technology of Japan [18500216]
- Grants-in-Aid for Scientific Research [22500260, 18500216] Funding Source: KAKEN
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.
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