bayes_R2 and conditioning on random effects

[avehtari]

Excellent that you found the cause for the difference

@mattansb

This seems to be because while brms::bayes_R2.brmsfit() estimates R2 as:
Var(pred) / (Var(pred) + Var(pred - y))

This is the “residual based R^2” in Bayesian R2 and LOO-R2 and R-squared for Bayesian regression models.

@mattansb

rstanarm:::bayes_R2.stanreg() estimates R2 as:
Var(pred) / (Var(pred) + sigma^2)

This is the “model based R^2” in Bayesian R2 and LOO-R2 and R-squared for Bayesian regression models.

@mattansb

Where do I collect my trophy? 😁

Here Sign in to GitHub · GitHub 😉