topic Re: R-square in logistic regression in Statistical Procedures

R-square in logistic regression

Seth — Thu, 08 Dec 2016 19:55:48 GMT

Hello - what does one use for R-square in logistic regression...is it AUC?

Logistic Regression

Seth — Thu, 08 Dec 2016 19:25:29 GMT

Hello, is there an R-square in logistic regression? Is this the best goodness of fit or which goodness of fit is better to use?

Re: R-square in logistic regression

ballardw — Thu, 08 Dec 2016 20:59:54 GMT

There are a number of different model fit statistics available. It also depends on exactly which procedure as several do logistic regression and the nature of your data: Rsquare -2 Log Likelihood, AIC SC Homer-Lemeshow test are some available in Proc Logistic for tests/metrics. Look at the MODEL options.

Re: R-square in logistic regression

Ksharp — Wed, 20 Apr 2022 22:08:41 GMT

R-square is similar to R-square in PROC REG. but it is not AUC (c) statistic

proc logistic data=sashelp.class;
model sex=weight height/lackfit rsquare;
run;

From ballardw:

There are a number of different model fit statistics available. It also depends on exactly which procedure as several do logistic regression and the nature of your data: Rsquare, -2 Log Likelihood, AIC, SC, Hosmer-Lemeshow tests are some available in Proc Logistic for tests/metrics. Look at the MODEL options.