Skip to content
Prev 66669 / 398502 Next

R-squared in Logistic Regression

Johan Stenberg wrote:
The proportion of deviance explained has been shown to not be such a 
good measure.  You can use the lrm function in the Design package to get 
various measures including ROC area (C index), Somers' Dxy and Kendall 
tau rank correlation, Nagelkerke generalization of R-squared for maximum 
likelihood-based models (related to Maddala and others).

Frank Harrell