我mgcv在 R 中使用包来构建广义加法模型。在查看(例如,summary())的结果时,显示了两个索引,它们并不相同,但差别不大:
R-sq.(adj) = ... Deviance explained = ...%
在?summary.gam中,这两个术语的定义是:
r.sq
The adjusted r-squared for the model. Defined as the proportion of variance explained, where original variance and residual variance are both estimated using unbiased estimators. ... The proportion null deviance explained is probably more appropriate for non-normal errors. Note that r.sq does not include any offset in the one parameter model.
dev.expl
The proportion of the null deviance explained by the model. The null deviance is computed taking account of any offset, so dev.expl can be substantially lower than r.sq when an offset is present.
似乎r.sq是关于“方差”,而dev.expl关于“偏差”。但是,我仍然不知道哪个更好,r.sq或者dev.expl?