Re: [R] explained deviance in multinom

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Sun 10 Jul 2005 - 06:57:35 EST

          RSiteSearch("R-squared for glm") produced 17 hits, the second of which cited three articles that might interest you (http://finzi.psych.upenn.edu/R/Rhelp02a/archive/48688.html). Other comments suggest that the percent of deviance explained may not be terribly useful (e.g.,
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/48689.html).

          If this is not adequte, PLEASE do read the posting guide! "http://www.R-project.org/posting-guide.html" and submit another question. If you follow the posting guide, I believe it will likely shorten the time it takes you to solve whatever problem brought you to R.

          spencer graves

alexbri wrote:

> Hi:
>
>
>
> I'm working with multinomial models with library nnet, and I'm trying to get the explained deviance (pseudo R^2) of my models.
>
> I am assuming that:
>
> pseudo R^2= 1 - dev(model) / dev (null)
>
> where dev(model) is the deviance for the fitted model and dev(null) is the deviance for the null model (with the intercept only).
>
>
>
> library(nnet)
>
> full.model<- multinom(cbind(factor1, factor2 ,., factor5) ~ x1 + x2 + x3, weights=total, data=mydata)
>
> null.model<- multinom(cbind(factor1, factor2 ,., factor5) ~ +1, weights=total, data=mydata)
>
>
>
> Then I calculated
>
> pseudoR^2 = 1 - full.model$deviance / null.model$deviance
>
>
>
> I'm obtaining very low values for pseudoR^2 (there is not much difference between the deviances of the two models). full.model fits (graphically) very well to the data , so I think that the problem is in the null.model (maybe it is not well defined) or with the calculus of pseudoR^2.
>
>
>
> Can someone please give me some suggestions about this?
>
> Thanks in advance
>
> alex
>
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Received on Sun Jul 10 07:05:10 2005

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