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Equivalent F-test for logistic regression

To: s-news@wubios.wustl.edu
Subject: Equivalent F-test for logistic regression
From: "David.L.Slayter-1" <dslayter@ou.edu>
Date: Wed, 21 May 2003 07:45:42 -0700
Hopefully someone out there can answer a question regarding an equivalent 
F-test for logistic regression.

I have results of S-Plus that I am trying to interpret. The residual deviance 
from S-Plus - is this the same as the -2 log likelihood? I am trying to assess 
a parameter similar to an F-test for linear regression. Following is my data:

Binomial model

Response: binary

Terms added sequentially (first to last)
                    Df Deviance Resid. Df   Resid. Dev 
NULL                                  3102   2896.336
COMPCOEF  1  7.77848      3101   2888.558
elev               1 42.34300      3100   2846.215
slope             1  5.76162      3099   2840.453
strmslop        1  3.59616      3098   2836.857
hydgrp.num   1 62.00777      3097   2774.849
lutypes.sqrt   1  7.69644      3096    2767.153

So, the residual deviance presented above - it this the same as the -2 log 
likelihood? Would an equivalent function to an F test then be (2896.336 - 
2767.153) ? Can I then calculate p <- 1-pchisq((2896.336-2767.153),3096) ?

Thanks for any help you can provide.

David Slayter



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