The Entropy RSquare is computed for the training set and for the validation and test sets if validation is used. For the training set, Entropy RSquare is computed as follows:
• The specified model is fit using the training set.
• Predicted probabilities for each level of the response are obtained, based on the model.
• Using these predicted probabilities, the likelihood is computed for observations in the training set. Call this Likelihood_FullTraining.
• The reduced model (no predictors) is fit using the training set.
• The predicted probabilities for the levels of the response from the reduced model are used to compute the likelihood for observations in the training set. Call this quantity Likelihood_ReducedTraining.
• The Entropy RSquare for the training set is:
The Entropy RSquare for the validation and test sets are computed in a manner analogous to the Entropy RSquare for the training set.