Deviance (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 (SSR) in ordinary least squares to cases where model-fitting is achieved by maximum likelihood. It plays an important role in exponential dispersion models and generalized linear models.

Deviance can be related to Kullback-Leibler divergence.[1]

  1. ^ Hastie, Trevor. "A closer look at the deviance." The American Statistician 41.1 (1987): 16-20.