PSEUDO-R 2 IN LOGISTIC REGRESSION MODEL

Logistic regression with binary and multinomial outcomes is commonly used, and researchers have long searched for an interpretable measure of the strength of a particular logistic model. This article describes the large sample properties of some pseudo-R 2 statistics for assessing the predictive strength of the logistic regression model. We present theoretical results regarding the convergence and asymptotic normality of pseudo-R 2 s. Simulation results and an example are also presented. The behavior of the pseudo-R 2 s is investigated numerically across a range of conditions to aid in practical interpretation.

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