2 added more info on paper, in case link rots
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I found Tue Tjur's short paper "Coefficients of Determination in Logistic Regression Models - A New Proposal: The Coefficient of Discrimination" (2009, The American Statistician) on various proposals for a coefficient of determination in logistic models quite enlightening. He does a good job highlighting pros and cons - and of course offers a new definition. Very much recommended (though I have no favorite myself).

I found Tue Tjur's short paper on various proposals for a coefficient of determination in logistic models quite enlightening. He does a good job highlighting pros and cons - and of course offers a new definition. Very much recommended (though I have no favorite myself).

I found Tue Tjur's short paper "Coefficients of Determination in Logistic Regression Models - A New Proposal: The Coefficient of Discrimination" (2009, The American Statistician) on various proposals for a coefficient of determination in logistic models quite enlightening. He does a good job highlighting pros and cons - and of course offers a new definition. Very much recommended (though I have no favorite myself).

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source | link

I found Tue Tjur's short paper on various proposals for a coefficient of determination in logistic models quite enlightening. He does a good job highlighting pros and cons - and of course offers a new definition. Very much recommended (though I have no favorite myself).