Kullback-Leibler R2 — r2_kullback • performance

Calculates the Kullback-Leibler-divergence-based R2 for generalized linear models.

Usage

r2_kullback(model, ...)

# S3 method for glm
r2_kullback(model, adjust = TRUE, ...)

Arguments

model: A generalized linear model.
...: Additional arguments. Currently not used.
adjust: Logical, if TRUE (the default), the adjusted R2 value is returned.

Value

A named vector with the R2 value.

References

Cameron, A. C. and Windmeijer, A. G. (1997) An R-squared measure of goodness of fit for some common nonlinear regression models. Journal of Econometrics, 77: 329-342.

Examples

model <- glm(vs ~ wt + mpg, data = mtcars, family = "binomial")
r2_kullback(model)
#> Kullback-Leibler R2 
#>           0.3834362