Computing measures of explained variation for logistic regression models.

M Mittlböck; M Schemper

doi:10.1016/s0169-2607(98)00061-3

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Computing measures of explained variation for logistic regression models.

M Mittlböck·M Schemper

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Abstract

The proportion of explained variation (R2) is frequently used in the general linear model but in logistic regression no standard definition of R2 exists. We present a SAS macro which calculates two R2-measures based on Pearson and on deviance residuals for logistic regression. Also, adjusted versions for both measures are given, which should prevent the inflation of R2 in small samples.

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M Mittlböck, M Schemper. 1999. Computing measures of explained variation for logistic regression models.. https://doi.org/10.1016/s0169-2607(98)00061-3

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