R-square in logistic regression

[Seth]

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

[Seth]

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]

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 · Accepted solution]

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.