Publication date: 08/13/2020

Fit Details

The Fit Details report contains the following statistics:

Measure

Contains the following measures of fit:

Entropy RSquare

Compares the log-likelihoods from the fitted model and the constant probability model. This is the same as Rsquare (U). See Statistical Details for the Logistic Platform.

Generalized RSquare

A measure that can be applied to general regression models. It is based on the likelihood function L and is scaled to have a maximum value of 1. The Generalized RSquare measure simplifies to the traditional RSquare for continuous normal responses in the standard least squares setting. Generalized RSquare is also known as the Nagelkerke or Craig and Uhler R2, which is a normalized version of Cox and Snell’s pseudo R2. See Nagelkerke (1991).

Mean -Log p

The average of -log(p), where p is the fitted probability associated with the event that occurred.

RMSE

The root mean square error, where the differences are between the response and p (the fitted probability for the event that actually occurred).

Mean Abs Dev

The average of the absolute values of the differences between the response and p (the fitted probability for the event that actually occurred).

Misclassification Rate

The rate for which the response category with the highest fitted probability is not the observed category.

For Entropy RSquare and Generalized RSquare, values closer to 1 indicate a better fit. For Mean -Log p, RMSE, Mean Abs Dev, and Misclassification Rate, smaller values indicate a better fit.

Training

The value of the measure of fit.

Definition

The algebraic definition of the measure of fit.

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