Add :devianceratio variant to r² function #550
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Add another generalization for r2 to GLM that uses the deviance ratio. Change the last line of the docs to state that it corresponds to mss/tss for OLS.
Codecov Report
@@ Coverage Diff @@
## master #550 +/- ##
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- Coverage 90.39% 90.13% -0.27%
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Files 21 21
Lines 2104 2250 +146
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+ Hits 1902 2028 +126
- Misses 202 222 +20
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getzze
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nalimilan
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Feb 16, 2020
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Another generalization for R² to GLM is by using the deviance ratio (https://www.sciencedirect.com/science/article/pii/S0304407696018180). As deviance is zero for the saturated model, r² values are defined between 0 when the considered model is the null model, with the minimal number of parameters; and 1 when the model is the saturated model, with the maximal number of parameters.
Using this variant gives the same result
mss/tssfor OLS, which is mentioned in the last line of the doc. See #549