From 8899d1c968faef7bf4b44e8f26d46339b6e28d80 Mon Sep 17 00:00:00 2001 From: RunasSudo Date: Fri, 21 Apr 2023 18:11:04 +1000 Subject: [PATCH] Implement RegressionModel.pseudo_rsquared_adj --- yli/regress.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/yli/regress.py b/yli/regress.py index a84f673..07d1db8 100644 --- a/yli/regress.py +++ b/yli/regress.py @@ -541,6 +541,12 @@ class RegressionModel: return 1 - self.ll_model/self.ll_null + @property + def pseudo_rsquared_adj(self): + """McFadden's pseudo *R*:sup:`2` statistic, adjusted for number of parameters""" + + return 1 - (self.ll_model - self.dof_model) / self.ll_null + def shap(self, **kwargs): """ Compute SHAP values for the model