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I am working on revising a manuscript where the analysis being used is multinomial logistic models.

Based on suggestions from the editorial board and my reading of the literature, it would appear that an appropriate measure of goodness of fit for logistic regressions is Tjur’s Coefficient of Discrimination. Yet, since I am working with a multinomial logistic model and not simply a logistic regression (like GLM or GLMM) it is not clear if Tjur’s Coefficient is appropriate (or even applicable) to the model. Rather, the model (in R) gives McFadden’s R2 in the output.

Is Tjur’s Coefficient of Discrimination limited to models such as the glm or glmm, or is it applicable beyond those models?

Thank you in advance for any help you can offer that might help me further understand this.

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I guess you have come up with an answer by now, but Tjur's $R^2$ applies only to binomial GLMs. To calculate Tjur's $R^2$, we estimate the average predicted probabilities for each category of the dependent variable, and then take the absolute value of the difference between them. So, for two categories the interpretation is rather straightforward. As Allison explains, "if a model makes good predictions, the cases with events should have high predicted values and the cases without events should have low predicted values." For ordinal or multinomial logistic regression models, the generalization of Tjur's $R^2$ is not straightforward. However, there are some attempts. For example, Smith et al. (2021) proposed an extension for multinomial and ordinal outcomes:

$$D' = \frac{\sum_{i=1}^K|\overline{\hat{\pi}}_{1i} - \overline{\hat{\pi}}_{0i}|}{K}$$

"where $\overline{\hat{\pi}}_{1i}$ and $\overline{\hat{\pi}}_{0i}$ refer to the mean predicted probability of being in category $i$ for cases corresponding to response category ‘$i$’ and ‘not $i$,’ respectively; and where $K$ denotes the total number of outcome categories." They argue that

Similar to Tjur’s coefficient of discrimination for binary logistic regression, $D$′ takes on large values (maximally, unity) for situations in which the nominal or ordinal regression function maximally discriminates among the outcome categories, and takes on small values (minimally, zero) for situations in which the model provides minimal discrimination.


Smith, T. J., Walker, D. A., & McKenna, C. M. (2021). A coefficient of discrimination for use with nominal and ordinal regression models. Journal of Applied Statistics, 48(16), 3208-3219.

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