Comprehensive goodness-of-fit statistics

R^2 and adjusted R^2 for linear models; McFadden pseudo-R^2, deviance and Pearson chi-squared for logistic / Poisson; AIC, BIC, log-likelihood, and the omnibus F-test for linear models.

Usage

compute_goodness_of_fit(
  y,
  y_hat,
  X,
  model_type = "linear",
  log_likelihood = NULL
)

Arguments

y

Response vector.

y_hat

Fitted values.

X

Design matrix.

model_type

"linear", "logistic", "poisson".

log_likelihood

Optional precomputed log-likelihood.

Value

A morie_goodness_of_fit list.