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

r2_kullback(model, adjust = TRUE)

Arguments

model

A generalized linear model.

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