devrat_ {glmnetr}

Calculate deviance ratios for CV based

Description

Calculate deviance ratios for individual folds and collectively. Calculations are based upon the average -2 Log Likelihoods calculated on each leave out test fold data for the models trained on the other (K-1) folds.

Usage

devrat_(m2.ll.mod, m2.ll.null, m2.ll.sat, n__)

Arguments

m2.ll.mod

-2 Log Likelihoods calculated on the test data

m2.ll.null

-2 Log Likelihoods for the null models

m2.ll.sat

-2 Log Likelihoods for teh saturated models

n__

sample zize for the indivual foles, or number of events for the Cox model

Value

a list with devrat.cv for the deviance ratios for the indivual folds, and devrat, a single collective deviance ratio

See Also

nested.glmnetr