r2_kullback function

Kullback-Leibler R2

Calculates the Kullback-Leibler-divergence-based R2 for generalized linear models.

r2_kullback(model, ...)

## S3 method for class 'glm'
r2_kullback(model, adjust = TRUE, ...)

Arguments

• model: A generalized linear model.
• ...: Additional arguments. Currently not used.
• adjust: Logical, if TRUE (the default), the adjusted R2 value is returned.

Returns

A named vector with the R2 value.

Examples

model <- glm(vs ~ wt + mpg, data = mtcars, family = "binomial")
r2_kullback(model)

References

Cameron, A. C. and Windmeijer, A. G. (1997) An R-squared measure of goodness of fit for some common nonlinear regression models. Journal of Econometrics, 77: 329-342.