What Is Deviance in Statistics?

What Is Deviance in Statistics?

In statistics, deviance is a goodness-of-fit statistic for a statistical model; it is often used for statistical hypothesis testing. It is a generalization of the idea of using the sum of squares of residuals in ordinary least squares to cases where model-fitting is achieved by maximum likelihood.

How do you calculate deviance?

More precisely, the deviance is defined as the difference of likelihoods between the fitted model and the saturated model: D=−2loglik(^β)+2loglik(saturated model).

What does the deviance represent?

Deviance refers to behaviors that violate social norms.

Alexander Ross
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Alexander Ross

Alexander Ross has covered the video game industry for a decade, writing deep dives on game design, esports tournaments, VR developments, and gaming culture.