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R-squared for Bayesian regression models
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A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä
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en
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6
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American Statistician, pp. 1-6
Abstract
The usual definition of R 2 (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 expected variance of the errors.
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Gelman, A, Goodrich, B, Gabry, J & Vehtari, A 2019, 'R-squared for Bayesian regression models', American Statistician, pp. 1-6. https://doi.org/10.1080/00031305.2018.1549100