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Seth
Calcite | Level 5

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

1 ACCEPTED SOLUTION

Accepted Solutions
Ksharp
Super User

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.

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3 REPLIES 3
Seth
Calcite | Level 5

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?

ballardw
Super User

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. 

Ksharp
Super User

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.

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