[R] deviance and variance - GAM models

collifu ramonf at me.com
Fri Jan 13 21:25:59 CET 2012


Hi all,

This is pretty basic but I am not an expert and I couldn't find anything in
the forum or my statistics book about it. I was reading a paper and the
authors were using both "explained deviance" and "explained variance" as
synonyms. They were describing a GAM regression. Is that right? I performed
an analysis in R to take a look to the output of GAM regression and I think
that:

- 'R-sq. (adj)'  is the percentage of variance explained by the regression,
i.e., I can write "The regression explains xx% of variance".
- 'Deviance explained' is a simple measure of the quality of the fit but it
is not related to the percentage of variance that is explained by the
regression.

Am I right? 

Thank you so much
Ramón

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