R^2 is a measure of fit by least-squares, so not appropriate to logistic
regression.
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.
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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