Compare performance of regression models using multiple metrics.
Examples
model_1 <- lm(mpg ~ disp + hp, data = mtcars)
model_2 <- lm(mpg ~ disp + hp + wt, data = mtcars)
model_3 <- lm(mpg ~ disp + hp + wt + qsec + + drat, data = mtcars)
ols_compare_model_performance(model_1, model_2, model_3)
#> name r2 r2_adj r2_pred aic sbc sbic rmse
#> 1 model_1 0.7482402 0.7308774 0.6945438 168.6186 174.4815 78.40578 2.976436
#> 2 model_2 0.8268361 0.8082829 0.7678953 158.6430 165.9717 68.93295 2.468493
#> 3 model_3 0.8489147 0.8198599 0.7666213 158.2784 168.5385 70.12902 2.305761
#> sigma
#> 1 3.126601
#> 2 2.638930
#> 3 2.558013