On 01/13/2012 08:25 PM, collifu wrote:
Hi all,
This is pretty basic but I am not an expert and I couldn't find anything in
the forum or my statistics book about it. I was reading a paper and the
authors were using both "explained deviance" and "explained variance" as
synonyms. They were describing a GAM regression. Is that right? I performed
an analysis in R to take a look to the output of GAM regression and I think
that:
- 'R-sq. (adj)' is the percentage of variance explained by the regression,
i.e., I can write "The regression explains xx% of variance".
- 'Deviance explained' is a simple measure of the quality of the fit but it
is not related to the percentage of variance that is explained by the
regression.
The deviance explained will be the same as the variance explained
(unadjusted) when you have Gaussian errors (deviance is then residual
sum of squares), but not otherwise. You can write "the regression
explains xx% of the deviance", of course.
best,
Simon
Am I right?
Thank you so much
Ramón
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