<\/p>\n
\u00c7o\u011funlukla do\u011frusal bir regresyon modeli uydurdu\u011fumuzda, modelin verilere ne kadar iyi uydu\u011funu de\u011ferlendirmek i\u00e7in R-kareyi<\/strong> kullan\u0131r\u0131z.<\/span><\/p>\n R kare, bir regresyon modelinde yorday\u0131c\u0131 de\u011fi\u015fkenler taraf\u0131ndan a\u00e7\u0131klanabilen yan\u0131t de\u011fi\u015fkenindeki<\/a> varyans\u0131n oran\u0131n\u0131 temsil eder.<\/span><\/p>\n Bu say\u0131 0 ile 1 aras\u0131nda de\u011fi\u015fir ve daha y\u00fcksek de\u011ferler modelin daha iyi uyumunu g\u00f6sterir.<\/span><\/p>\n Ancak lojistik regresyon<\/a> modelleri ve Poisson regresyon<\/a> modelleri gibi genel do\u011frusal modeller i\u00e7in R-kare de\u011feri yoktur.<\/span><\/p>\n Bunun yerine, McFadden’s R-Squared<\/strong> olarak bilinen, 0’dan 1’in biraz alt\u0131na kadar de\u011fi\u015fen ve daha y\u00fcksek de\u011ferler daha iyi model uyumunu g\u00f6steren bir \u00f6l\u00e7\u00fcm hesaplayabiliriz.<\/span><\/p>\n McFadden’in R karesini hesaplamak i\u00e7in a\u015fa\u011f\u0131daki form\u00fcl\u00fc kullan\u0131r\u0131z:<\/span><\/p>\n McFadden’s R-Squared = 1 \u2013 (log olabilirlik modeli<\/sub> \/ s\u0131f\u0131r<\/sub> log olabilirlik)<\/span><\/p>\n Alt\u0131n:<\/span><\/p>\n Uygulamada 0,40’\u0131n \u00fczerindeki de\u011ferler bir modelin verilere \u00e7ok iyi uyum sa\u011flad\u0131\u011f\u0131n\u0131 g\u00f6sterir.<\/span><\/p>\n A\u015fa\u011f\u0131daki \u00f6rnek, R’deki bir lojistik regresyon modeli i\u00e7in McFadden’in R-karesinin nas\u0131l hesaplanaca\u011f\u0131n\u0131 g\u00f6sterir.<\/span><\/p>\n Bu \u00f6rnek i\u00e7in ISLR paketindeki varsay\u0131lan<\/strong> veri k\u00fcmesini kullanaca\u011f\u0131z. Veri k\u00fcmesinin \u00f6zetini y\u00fcklemek ve g\u00f6r\u00fcnt\u00fclemek i\u00e7in a\u015fa\u011f\u0131daki kodu kullanabiliriz:<\/span><\/p>\n Bu veri seti 10.000 ki\u015fiye ili\u015fkin a\u015fa\u011f\u0131daki bilgileri i\u00e7ermektedir:<\/span><\/p>\n Belirli bir bireyin temerr\u00fcde d\u00fc\u015fme olas\u0131l\u0131\u011f\u0131n\u0131 tahmin eden bir lojistik regresyon modeli olu\u015fturmak i\u00e7in \u00f6\u011frenci durumunu, banka bakiyesini ve geliri kullanaca\u011f\u0131z:<\/span><\/p>\n Daha sonra bu model i\u00e7in McFadden’in R-kare de\u011ferini hesaplamak amac\u0131yla a\u015fa\u011f\u0131daki form\u00fcl\u00fc kullanaca\u011f\u0131z:<\/span><\/span><\/p>\n McFadden’\u0131n R-kare de\u011feri 0,4619194<\/strong> olarak \u00e7\u0131k\u0131yor. Bu de\u011ferin olduk\u00e7a y\u00fcksek olmas\u0131 modelimizin verilere iyi uyum sa\u011flad\u0131\u011f\u0131n\u0131 ve tahmin g\u00fcc\u00fcn\u00fcn y\u00fcksek oldu\u011funu g\u00f6stermektedir.<\/span><\/p>\n Ayr\u0131ca modelin McFadden R-kare de\u011ferini hesaplamak i\u00e7in pscl<\/strong> paketindeki pR2()<\/strong> i\u015flevini de kullanabilece\u011fimizi unutmay\u0131n:<\/span><\/p>\n Bu de\u011ferin daha \u00f6nce hesaplanan de\u011fere kar\u015f\u0131l\u0131k geldi\u011fini unutmay\u0131n.<\/span><\/span><\/p>\n A\u015fa\u011f\u0131daki e\u011fitimlerde R’de di\u011fer ortak g\u00f6revlerin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi a\u00e7\u0131klanmaktad\u0131r:<\/span><\/p>\n R’de R-kare nas\u0131l hesaplan\u0131r<\/a> \u00c7o\u011funlukla do\u011frusal bir regresyon modeli uydurdu\u011fumuzda, modelin verilere ne kadar iyi uydu\u011funu de\u011ferlendirmek i\u00e7in R-kareyi kullan\u0131r\u0131z. R kare, bir regresyon modelinde yorday\u0131c\u0131 de\u011fi\u015fkenler taraf\u0131ndan a\u00e7\u0131klanabilen yan\u0131t de\u011fi\u015fkenindeki varyans\u0131n oran\u0131n\u0131 temsil eder. Bu say\u0131 0 ile 1 aras\u0131nda de\u011fi\u015fir ve daha y\u00fcksek de\u011ferler modelin daha iyi uyumunu g\u00f6sterir. Ancak lojistik regresyon modelleri ve Poisson regresyon modelleri […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-2948","post","type-post","status-publish","format-standard","hentry","category-rehber"],"yoast_head":"\n\n
\u00d6rnek: R’de McFadden’in R-karesini hesaplamak<\/strong><\/span><\/h3>\n
#install and load ISLR package\ninstall. packages<\/span> (' ISLR<\/span> ')<\/span>\nlibrary<\/span> (ISLR)<\/span>\n\n#define dataset<\/span>\ndata <- ISLR::Default\n\n#view summary of dataset\n<\/span>summary(data)\n\n default student balance income \n No:9667 No:7056 Min. : 0.0 Min. : 772 \n Yes: 333 Yes:2944 1st Qu.: 481.7 1st Qu.:21340 \n Median: 823.6 Median: 34553 \n Mean: 835.4 Mean: 33517 \n 3rd Qu.:1166.3 3rd Qu.:43808 \n Max. :2654.3 Max. :73554 \n\n#find total observations in dataset<\/span>\nnrow(data)\n\n[1] 10000\n<\/strong><\/pre>\n\n
#fit logistic regression model<\/span>\nmodel <- glm(default~student+balance+income, family=' binomial<\/span> ', data=data)\n\n#view model summary<\/span>\nsummary(model)\n\nCall:\nglm(formula = default ~ balance + student + income, family = \"binomial\", \n data = data)\n\nDeviance Residuals: \n Min 1Q Median 3Q Max \n-2.4691 -0.1418 -0.0557 -0.0203 3.7383 \n\nCoefficients:\n Estimate Std. Error z value Pr(>|z|) \n(Intercept) -1.087e+01 4.923e-01 -22.080 < 2e-16 ***\nbalance 5.737e-03 2.319e-04 24.738 < 2e-16 ***\nstudentYes -6.468e-01 2.363e-01 -2.738 0.00619 ** \nincome 3.033e-06 8.203e-06 0.370 0.71152 \n---\nSignificant. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1\n\n(Dispersion parameter for binomial family taken to be 1)\n\n Null deviance: 2920.6 on 9999 degrees of freedom\nResidual deviance: 1571.5 on 9996 degrees of freedom\nAIC: 1579.5\n\nNumber of Fisher Scoring iterations: 8\n<\/strong><\/pre>\n #calculate McFadden's R-squared for model<\/span>\nwith(summary(model), 1 - deviance\/null. deviance<\/span> )\n\n[1] 0.4619194\n<\/strong><\/pre>\n #install and load pscl package<\/span>\ninstall. packages<\/span> (' pscl<\/span> ')\nlibrary<\/span> (pscl)\n\n#calculate McFadden's R-squared for model<\/span>\npR2(model)[' McFadden<\/span> ']\n\n McFadden \n0.4619194\n<\/strong><\/pre>\n Ek kaynaklar<\/strong><\/span><\/h3>\n
R’de d\u00fczeltilmi\u015f R-kare nas\u0131l hesaplan\u0131r<\/a>
\u0130yi bir R-kare de\u011feri nedir?<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"