R-squared in Logistic Regression
On Ti, 2005-03-29, 10:56, Johan Stenberg skrev:
How do I make R show the R-squared (deviance explained by the model) in a logistic regression?
Several definitions of R^2 exists in the GLM case. See e.g. Menard, S. (2000) Coefficients of determination for multiple logistic regression analysis. American Statistician, 54, 17-24. Mittlbock, M. and Schemper, M. (2002) Explained variation for logistic regression - small sample adjustments, confidence intervals and predictive precision. Biometrical Journal, 44, 263-272. Liao, J.G. and McGee, D. (2003) Adjusted coefficients of determination for logistic regression. American Statistician, 57, 161-165. IIRC, the last paper contains R code. HTH, Henric