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. 2020 Jan 6;76(3):973–982. doi: 10.1111/biom.13206

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© 2019 The Authors. Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.

This is an open access article under the terms of the http://creativecommons.org/licenses/by/4.0/ License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited.

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Global fit versus group fairness

Note: Variation in cross‐validated performance by hyperparameter is plotted for three estimators. Predictive ratios for mental health and substance use disorders (MHSUD) are contrasted with overall R ² fit. Results for all hyperparameters in the covariance constrained regression, $m \in {0.2, 0.4, 0.6, 0.8}$ , were extremely similar and thus omitted.