Skip to content
Prev 66668 / 398502 Next

R-squared in Logistic Regression

On Ti, 2005-03-29, 10:56, Johan Stenberg skrev:
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