Prof Brian Ripley wrote:
R^2 is a measure of fit by least-squares, so not appropriate to logistic
regression.
But is occasionally still useful:
@ARTICLE{cox92,
author = {Cox, D. R. and Wermuth, N.},
year = 1992,
title = {A comment on the coefficient of determination for binary
responses},
journal = {The American Statistician},
volume = 46,
pages = {1-4}
}
Frank
An F-test is not really appropriate either, unless there is evidence of
over-dispersion and a quasi-likelihood is acceptable. You can that from
the command line, using anova.glm.
On Thu, 24 Feb 2005, Scott Clark wrote:
Hi all,
Just wondering if anyone can help a beginner - having trouble getting an
R squared output from logistic regression in splus 6.2 student version.
I get Deviance Residuals, Min 1Q Median 3Q Max, Coefficients, Value Std.
Error, t value, intercepts, null deviance, Residual deviance, degrees
of freedom, missing values and fisher score iterations BUT NO R squared
or F test figures using the long format, no matter how I change the
dialog box.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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