tpmcommercenew

Miceli, R.

A Coefficient of Determination for Logistic Regression Models

After a brief presentation of the main extensions of the classical coefficient of determination (R2), a new index is proposed that can be used with Logistic Regression Models for ungrouped data. This index is a direct extension of the “classical” coefficient of determination for linear models (link function identity and normal distribution for errors), and they share the same properties. Index performances (including the one proposed here) are compared by means of simulated data.

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