Evaluates the goodness of fit for a GLM model on test data, computing multiple
performance metrics including correlation, MSE, and AUC.
Usage
gof_glm(model, test_data, result_col = "result", ...)
Arguments
- model
A fitted GLM model object (from fit_glm)
- test_data
A data.table containing test data with the same structure as
training data
- result_col
Name of the column representing the transition results
- ...
Additional arguments (currently unused, for future extensibility)
Value
A named list containing:
cor: Pearson correlation between predictions and actual values
mse: Mean squared error
auc: Area under the ROC curve (if pROC package is available)
n_test: Number of test observations
Details
The function uses the pROC package for AUC calculation if available. If pROC
is not installed, AUC will be NA.