individual_predictive_equiv {LogRegEquiv}

individual_predictive_equiv function

Description

This function takes two logistic regression models M_A, M_B, test data, significance level \alpha and allowed flips ratio r. It checks whether the models produce equivalent log-odds for the given test set and returns various figures.

Usage

individual_predictive_equiv(model_a, model_b, test_data, r = 0.1, alpha = 0.05)

Arguments

model_a

logistic regression model M_A

model_b

logistic regression model M_B

test_data

testing dataset

r

ratio of allowed 'flips' (defaults to 0.1)

alpha

significance level \alpha (defaults to 0.05)

Value

equivalence

Are models M_A,M_B producing equivalent log-odds for the given test data? (boolean)

test_statistic

The test statistic

critical_value

a level-\alpha critical value the test

xi_bar

Mean \xi value for the test

delta_theta

Calculated equivalence parameter

p_value

P-value