L6_7_glmModelSelectionIncludingDevianceDefinitions_127 - Model selection\/Inference 1 Goodness-of-fit We now introduce the concept of deviance a

L6_7_glmModelSelectionIncludingDevianceDefinitions_127...

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Model selection/ /Inference 1
2
Scaled deviance 3
D M , 2 4
Examples of Deviance (observed deviance notation used here; random deviances are corresponding fns of random variables) Gaussian n X i =1 ( y i - ˆ μ i ) 2 (i.e., RSS) Poisson 2 n X i =1 y i ln y i ˆ μ i - ( y i - ˆ μ i ) 5

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