| modelPerformance {JWileymisc} | R Documentation |
Return Indices of Model Performance
Description
Generic function. Generally returns things like fit indices, absolute error metrics, tests of overall model significance.
Usage
modelPerformance(object, ...)
as.modelPerformance(x)
is.modelPerformance(x)
## S3 method for class 'lm'
modelPerformance(object, ...)
Arguments
object |
A fitted model object. The class of the model determines which specific method is called. |
... |
Additional arguments passed to specific methods. |
x |
A object (e.g., list or a modelPerformance object) to test or attempt coercing to a modelPerformance object. |
Details
For lm class objects, return number of observations,
AIC, BIC, log likelihood, R2, overall model F test, and p-value.
Value
A data.table with results.
A list with a data.table with the following elements:
- Model
A character string indicating the model type, here lm
- N_Obs
The number of observations
- AIC
Akaike Information Criterion
- BIC
Bayesian Information Criterion
- LL
log likelihood
- LLDF
log likelihood degrees of freedom
- Sigma
Residual variability
- R2
in sample variance explained
- F2
Cohen's F2 effect size R2 / (1 - R2)
- AdjR2
adjusted variance explained
- F
F value for overall model significance test
- FNumDF
numerator degrees of freedom for F test
- FDenDF
denominator degrees of freedom for F test
- P
p-value for overall model F test
Examples
modelPerformance(lm(mpg ~ qsec * hp, data = mtcars))
modelPerformance(lm(mpg ~ hp, data = mtcars))
## Not run:
modelPerformance(lm(mpg ~ 0 + hp, data = mtcars))
modelPerformance(lm(mpg ~ 1, data = mtcars))
modelPerformance(lm(mpg ~ 0, data = mtcars))
## End(Not run)