What is a large change in deviance?

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In summary, when comparing two GLMs, a larger change in deviance indicates a better fit for the data, but this may not necessarily translate to practical significance. Overfitting can occur when a model has too many terms and can lead to a decrease in model performance. To account for this, penalties such as AIC or BIC can be used to balance model complexity and fit.
  • #1
FallenApple
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So for GLMs, what is considered a large change in deviance?

If I go from 3500 in one model to 3200 in another, does that mean that the second model is better?
 
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That depends on the application. Does it make a practical difference in the intended purpose?

A larger model (more terms) will always fit the data better. In extreme cases this is just fitting to noise. You need to penalize the less parsimonious model. Two common ways of doing so are the AIC or the BIC.
 
  • #3
Dale said:
That depends on the application. Does it make a practical difference in the intended purpose?

A larger model (more terms) will always fit the data better. In extreme cases this is just fitting to noise. You need to penalize the less parsimonious model. Two common ways of doing so are the AIC or the BIC.
Not sure if it would make a practical difference. Its just a small percentage loss for the deviance.

Is it because a model that is overfitted would not be able to capture the next point that is added to the model? Because the overfitted model would have the curve zigzag around the data to the point where the function is hardly even is a function.
 

Related to What is a large change in deviance?

1. What is deviance?

Deviance is a term used in statistics to describe the difference between an observed value and the expected value. It is a measure of how much a data point or group of data points differs from the average or predicted value.

2. How is deviance calculated?

Deviance is typically calculated using a statistical model, such as a regression model, where the predicted value is compared to the observed value. The difference between the two is squared and added together to get the deviance value. This process is repeated for all data points and the total deviance is calculated.

3. What is a large change in deviance?

A large change in deviance refers to a significant difference between the observed and expected values. This means that the data points are deviating significantly from the predicted trend or average, and indicates that there may be some important factors or variables influencing the data.

4. Why is a large change in deviance important?

A large change in deviance can be an indication of something interesting or unexpected happening in the data. It could also suggest that there are variables or factors that are not accounted for in the statistical model, and should be further investigated. In some cases, a large change in deviance may also indicate that the model needs to be adjusted to better fit the data.

5. Can a large change in deviance be positive or negative?

Yes, a large change in deviance can be either positive or negative. A positive change indicates that the observed values are higher than expected, while a negative change indicates that the observed values are lower than expected. The direction of the change is important in interpreting the impact of the deviance on the data.

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