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Implement RegressionModel.pseudo_rsquared_adj

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RunasSudo 2023-04-21 18:11:04 +10:00
parent 53a0e98227
commit 8899d1c968
Signed by: RunasSudo
GPG Key ID: 7234E476BF21C61A
1 changed files with 6 additions and 0 deletions
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6
yli/regress.py
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@ -541,6 +541,12 @@ class RegressionModel:
return 1 - self.ll_model/self.ll_null 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): def shap(self, **kwargs):
""" """
Compute SHAP values for the model Compute SHAP values for the model