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RUser4512
RUser4512
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The AUC is scale independant. It is solely based on ranks. If you multiply all the probabilities outputed by your logistic regression by the same factor $\lambda\in]0,1]$$\lambda\in(0,1]$, the AUC will remain the same. Note that as $\lambda\rightarrow0$ the pseudo $R^2$ will decrease (possibly becoming negative).

So you can have a low pseudo $R^2$ but a large AUC.

The AUC is scale independant. It is solely based on ranks. If you multiply all the probabilities outputed by your logistic regression by the same factor $\lambda\in]0,1]$, the AUC will remain the same. Note that as $\lambda\rightarrow0$ the pseudo $R^2$ will decrease (possibly becoming negative).

So you can have a low pseudo $R^2$ but a large AUC.

The AUC is scale independant. It is solely based on ranks. If you multiply all the probabilities outputed by your logistic regression by the same factor $\lambda\in(0,1]$, the AUC will remain the same. Note that as $\lambda\rightarrow0$ the pseudo $R^2$ will decrease (possibly becoming negative).

So you can have a low pseudo $R^2$ but a large AUC.

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RUser4512
RUser4512
  • 10.4k
  • 5
  • 36
  • 61

The AUC is scale independant. It is solely based on ranks. If you multiply all the probabilities outputed by your logistic regression by the same factor $\lambda\in]0,1]$, the AUC will remain the same. Note that as $\lambda\rightarrow0$ the pseudo $R^2$ will decrease (possibly becoming negative).

So you can have a low pseudo $R^2$ but a large AUC.