Cover Image

Entropy correlation coefficient for measuring predictive power of generalized linear models

By considering properties of generalized linear models (GLMs), a correlation coefficient, which is referred to as the entropy multiple correlation coefficient, is proposed as a predictive power measure of GLMs. This correlation coefficient is a measure of linearity of response variables and the canonical parameters, and can be viewed as the proportion of reduced uncertainty of response variables by explanatory variables.
Year of publication:
2007
Authors: Eshima, Nobuoki ; Tabata, Minoru
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 6, p. 588-593
Publisher: Elsevier
Keywords: Entropy Entropy multiple correlation coefficient Generalized linear model Kullback-Leibler information
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005319466
Similar items by person