首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On the coefficient of determination for mixed regression models
Authors:Ola Hössjer
Institution:Department of Mathematics, Stockholm University, S-106 91 Stockholm, Sweden
Abstract:For mixed regression models, we define a variance decomposition including three terms, explained individual variance, unexplained individual variance and noise variance. In contrast to traditional variance decomposition, it is thus the unexplained  , not the explained, variance that is split. It gives rise to a coefficient of individual determination (CID) defined as the estimated fraction of explained individual variance. We argue that in many applications CID is a valuable complement to R2R2, since it excludes noise variance (which can never be explained) and thus has one as a natural upper bound.
Keywords:Coefficient of determination  Explained variance  Individual variance  Mixed regression models  Noise variance  Variance decomposition
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号