Entropy correlation coefficient for measuring predictive power of generalized linear models

DOI10.1016/j.spl.2006.08.019zbMath1489.62224OpenAlexW2087260264MaRDI QIDQ2643735

Nobuoki Eshima, Minoru Tabata

Publication date: 27 August 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.08.019

zbMATH Keywords

entropyKullback-Leibler informationgeneralized linear modelentropy multiple correlation coefficient

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Generalized linear models (logistic models) (62J12)

Related Items (5)

Regression correlation coefficient for a Poisson regression model ⋮ On goodness‐of‐fit measures for Poisson regression models ⋮ Asymptotic distribution of regression correlation coefficient for Poisson regression model ⋮ Entropy coefficient of determination for generalized linear models ⋮ Three predictive power measures for generalized linear models: the entropy coefficient of determination, the entropy correlation coefficient and the regression correlation coefficient

Cites Work

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• Canonical exponential models for analysis of association between two sets of variables.
• Analysis of Dispersion of Multinomial Responses
• A note on a general definition of the coefficient of determination
• Regression and ANOVA with Zero-One Data: Measures of Residual Variation
• Measures of Association for Cross Classifications

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