Computing measures of explained variation for logistic regression models.
The proportion of explained variation (R2) is frequently used in the general linear model but in logistic regression no standard definition of R2 exists. We present a SAS macro which calculates two R2-measures based on Pearson and on deviance residuals for logistic regression. Also, adjusted versions for both measures are given, which should prevent the inflation of R2 in small samples.
Mittlböck
M
M
Department of Medical Computer Sciences, University of Vienna, Austria. Martina.Mittlboeck@AKH-Wien.AC.AT
Schemper
M
M
D003198:Computer Simulation; D004305:Dose-Response Relationship, Drug; D016015:Logistic Models; D012984:Software