aldvmm.gof {aldvmm} | R Documentation |
Calculating Goodness of Fit Measures
Description
aldvmm.gof
calculates residual- and likelihood-based goodness of fit measures.
Usage
aldvmm.gof(res, par, ll)
Arguments
res |
a numeric vector of residuals of all observations in the estimation data. |
par |
a named numeric vector of parameter estimates. |
ll |
a numeric value of the log-likelihood. |
Details
aldvmm.gof
calculates mean squared errors as , and mean absolute
errors as
, where
denotes observed
outcomes,
denotes fitted values,
denotes the sample size, and
denotes the number of parameters.
The Akaike information criterion is calculated as
, and the Bayesian information criterion is calculated as
, where
denotes the
log-likelihood.
Value
aldvmm.gof
returns a list including the following objects.
mse |
a numeric value of the mean squared error of observed versus fitted outcomes. |
mae |
a numeric value of the mean absolute error of observed versus fitted outcomes. |
ll |
a numeric value of the negative log-likelihood. |
aic |
a numeric value of the Akaike information criterion. |
bic |
a numeric value of the Bayesian information criterion. |