R-squared for Bayesian Regression Models
نویسندگان
چکیده
منابع مشابه
R-squared for Bayesian regression models∗
The usual definition of R (variance of the predicted values divided by the variance of the data) has a problem for Bayesian fits, as the numerator can be larger than the denominator. We propose an alternative definition similar to one that has appeared in the survival analysis literature: the variance of the predicted values divided by the variance of predicted values plus the variance of the e...
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ژورنال
عنوان ژورنال: The American Statistician
سال: 2019
ISSN: 0003-1305,1537-2731
DOI: 10.1080/00031305.2018.1549100