easystats / easystats/performance
R^2 measures decomposition?
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Description
There are several packages out there, like rego for Stata that provide a Shapley/Owen decomposition for R^2 and R^2 types (adjusted etc.) goodness-of-fit measures.
See this paper for example:
https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-6/issue-none/Axiomatic-arguments-for-decomposing-goodness-of-fit-according-to-Shapley/10.1214/12-EJS710.full
and rego package page:
http://www.marco-sunder.de/stata/rego.html
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the linked paper and the rego package page to understand the proposed Shapley/Owen decomposition for R² and adjusted goodness-of-fit measures. Done would require a defined implementation scope and acceptance criteria for which measures and model types performance should support.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- analytics
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100