6k views

### Is the percent of total deviance explained a useful model summary? [duplicate]

My question is regarding the interpretation of the percent of deviance explained (and other $R^2$ anaologs or pseudo $R^2$ values for GLMs. Is this a meaningful summary statistic for models other ...
692 views

### calculating R square for a logistic regression [duplicate]

can anyone help me with how to calculate R-squared for a logistic regression- How do I use the deviance for this Purpose ? Additionaly, the question in matlab: I am calculating a psychometric ...
447 views

### Choosing between alternate pseudo R squared methods [duplicate]

My project uses logistic regression and I needed to calculate pseudo r squared to understand the explanatory power of each model. I have been using the formula below to calculate what I thought was ...
402 views

### Reporting Cox & Snell and Nagelkerke in logistical regression [duplicate]

As part of an assignment, I've been asked to report Cox & Snell and Nagelkerke values for my (logistical) regression analyses. I have been asked to interpret them as well as discuss what they ...
163 views

### Adjusted R Square For Binomial [duplicate]

mtcars=data.frame(mtcars) m=glm(vs~mpg+cyl+disp+hp+drat,family="binomial",data=mtcars) m=glm(vs~wt,family="binomial",data=mtcars) I seek to estimate pseudo-r-...
16 views

### About binary logistic regression [duplicate]

I have been told that Nagelkerke should not be used in a model of binary logistic regression, but instead a R2 as a measure of goodness of fit. So, how can I apply R2 if I am not using a linear ...
101k views

### How to calculate pseudo-$R^2$ from R's logistic regression?

Christopher Manning's writeup on logistic regression in R shows a logistic regression in R as follows: ...
40k views

### Diagnostics for logistic regression?

For linear regression, we can check the diagnostic plots (residuals plots, Normal QQ plots, etc) to check if the assumptions of linear regression are violated. For logistic regression, I am having ...
83k views

### How to calculate goodness of fit in glm (R)

I have the following result from running glm function. How can I interpret the following values: Null deviance Residual deviance AIC Do they have something to do with the goodness of fit? Can I ...
63k views

### Pseudo R squared formula for GLMs

I found a formula for pseudo $R^2$ in the book Extending the Linear Model with R, Julian J. Faraway (p. 59). $$1-\frac{\text{ResidualDeviance}}{\text{NullDeviance}}$$. Is this a common formula for ...
51k views

### Reporting results of a logistic regression

I have the following logistic regression output: ...
21k views

### Interpreting random effect variance in glmer

I'm revising a paper on pollination, where the data are binomially distributed (fruit matures or does not). So I used glmer with one random effect (individual plant)...
10k views

### Residuals for logistic regression and Cook's distance

Are there any particular assumptions regarding the errors for logistic regression such as the constant variance of the error terms and the normality of the residuals? Also typically when you have ...
7k views

### What is a “good fit” Brier score and Harrell's C Index

This is a question I originally posted on r-help but it is more suited here. I will post the question and the answer I received from Dr. Winsemius and would be most grateful for any additional answers ...
6k views

### R-squared in linear model verses deviance in generalized linear model?

Here's my context for this question: From what I can tell, we cannot run an ordinary least squares regression in R when using weighted data and the survey package. ...
3k views

### Find out pseudo R square value for a Logistic Regression analysis [closed]

My name is Tuhin. I came up with a couple of questions when I was doing an analysis in R. I did a logistic regression analysis in R and tried to check how good the model fits the data. But, I got ...
5k views

### Measuring the performance of Logistic Regression

Being quite new to the field, it occurs to me that there are multiple and fundamentally different ways of assessing the quality of a logistic regression: One can evaluate it by looking at the ...
4k views

### Measure of explained variance for Poisson GLM (log-link function)

I am looking for an appropriate measure of the "explained variance" of a Poisson GLM (using a log-link function). I have found a number of different resources (both on this site and elsewhere) that ...
3k views

### Variation explained in ordinal logistic regression models

I have made these three ordinal logistic regression models: ...
7k views

### how to calculate R-squared in glm?

I came up with below for my glm analysis but I need to calculate R-squared to cite in the paper? anyone can help me with this please? summary(lrfit) Call: ...
1k views

### Fewer variables have higher R-squared value in logistic regression

I am testing out 3 modeling approaches for malnutrition in children. Theoretically, distal determinants (education,poverty) operate through proximal determinants (water, sanitation) in determining ...
2k views

### Goodness of fit in GLMs

I am searching for a good criterion to measure the "goodness of fit" in generalized linear models. To make clear: I am not searching for a criterion which gives me an answer to the question "does ...
2k views

### Pseudo-$R^2$: what are the null models for linear and non-linear regressions?

I have data from an experiment. The independent variable is time, the dependent variable is mass loss of organic matter. Now I want to compare whether a linear or a non-linear model fits better. From ...
1k views

### Which measure of model fit to report when performing likelihood based regression: AIC, BIC, Pseudo R-square?

I'd like to hear your opinions on the following: What parameters would you report when estimating different likelihood based regression? AIC, BIC, Pseudo $R^2$? What is the standard to report? It ...
2k views

### Regression model for ordinal dependent variable and categorical independent variables

If I'm using R, which regression model should I use for my dataset? (I need to get the R-squared value.) I have 1 dependent variable and 6 independent variables as follows: 1 dependent variable: ...
604 views

### Are the $1-SSe/SSt$ and $cor^2$ calculations of $R^2$ always equivalent?

I am trying to calculate the $R^2$ value for a production constrained spatial interaction model, using Fotheringham and O'Kelly (1989) as my guide. I get dramatically different values for R-Square, ...
3k views

### Nagelkerke $R^2$ interpretation

I used logistic regression and found that my model fits well: ...
1k views

### How to assess GLMM performance on a new data set?

I built a generalized linear mixed-effects model (GLMM) using glmer function from the lme4 package in ...
2k views

### pseudo R-squared for model estimated with maximum likelihood

I want to compute a pseudo-$R^2$ for a model whose parameter estimation was based on maximum likelihood (function likfit(), package ...
815 views

### Why is it futile to use the deviance as a goodness-of-fit measure for Bernoulli data?

In Ordinal Data Modelling by Johson & Albert, page 102-103: For Bernoulli observations [...] the asymptotic chi-squared distribution of the deviance statistic may not pertain. Indeed, for ...
509 views

### Is a logit model with a pseudo-R^2 of less than 0.5 a worse model than a coin toss?

I have recently encountered the remark that if a logit model's pseudo $R^2$ is lower than $0.5$ the result is completely worthless because a coin toss is a better model. Is this interpretation correct?...
635 views

### Understanding R output in Logistic Regression

I am following an example here on using Logistic Regression in R. However, I need some help interpreting the results. They do go over some of the interpretations in the above link, but I need more ...
1k views

I did multiple regression analysis, and i have one little problem about interpreting the output. What does McFadden R-Square means, if it is 0,196. What it shows me? Is Mcfadden the best solution, or ...
762 views

### Cox & Snell $R^2$ rule of thumb threshold

Like p value is usually compared to 0.05, What is the magic number that is considered a good fit for a logistic regression Cox &...
294 views

### Logistic regression: forcing linearity (automated feature creation)

Suppose we want to fit a logistic regression on a binary outcome y and we have limited set of continuous independent variables x1...
106 views

### How well does my logistic regression model fit?

I performed a logistic regression to my dataset which has 6 variables. I got output from R as the following: I used the step() ...
730 views

### Why is R2 not reported for GLMs based on last iteration of IRLS weighted least square regression with which it is fit

Given that GLMs are generally fit using iteratively reweighted least squares (based on a Fisher scoring algorithm to maximize the max likelihood objective, which is a variant of Newton-Raphson, see ...
392 views

### How to interpret coefficients (and R²) of an -oprobit- model (STATA 13)?

I'm fitting a "oprobit" model in STATA 13 and I can't wrap my head around how to interpret the coefficients. This is the model that I'm running: ...
200 views

### Should I report the pseudo $R^2$ value for full or final logistic regression model after removing NA's & running stepwise selection?

I'm working with a logistic regression model in r. model <- glm(response~., family="binomial", data) and I'm using ...
218 views

### Why could pseudo $R$-squared (pseudo $R^2$) increase when I remove variables?

I have a multinomial logistic regression with $11$ independent variables. When I remove variables, the pseudo $R$-squared increases. Isn't this not supposed to happen? Why could this be happening?
164 views

### Excluding the effect of control variables in the assessment of a logistic regression model

I have a logistic regression model with ten independent variables of which two are included as controls. While their inclusion is necessary for correctly assessing the coefficients of the other ...
124 views

### In binary logistic regression, must the binary Y be interpreted as the dependent variable?

If I have a binary variable, say sex, and I want to test whether multiple other variables are associated with it. To do this, I run a logistic regression of the form \begin{equation} logit(...
201 views

### theoretical concerns in logistic regression

I have a dataset with 260 patients. I aim to study factors associated the certain finding in magnetic resonance imaging. I use logistic regression with six predictors. Regression yields to several ...
151 views

### What are the pros and cons of different metrics for evaluating a logistic regression model?

In the data science world, I have always evaluated the performance of logistic regression models simply using ROC/AUC. However recently, I've read from some traditional statistics source about some ...
178 views

### Likert Scale for Linear Regression vs Ordinal Logistic Regression - R Square Interpretation

I'm fitting a response variable that assume values between 1 (Very Dissatisfied), 2 ,3 ,4 and 5 (Very Satisfied). My explanatory variable assumes also values between 1 and 5, in other words, dependent ...
71 views

### Comparing GLME fits for different data

I have a data set consisting of two behavioral response variables where each response variable is associated with a relevant physiological predictor, with many trials for each subject. The hypothesis ...