Programming the statistical procedures from SAS

R-square in logistic regression

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R-square in logistic regression

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


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‎07-26-2017 08:51 AM
Super User
Posts: 9,777

Re: R-square in logistic regression

R-square is similar R-square in PROC REG. but it is not AUC -- C statistic

 

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

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New Contributor
Posts: 4

Logistic Regression

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?

Super User
Posts: 10,871

Re: R-square in logistic regression

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. 

Solution
‎07-26-2017 08:51 AM
Super User
Posts: 9,777

Re: R-square in logistic regression

R-square is similar R-square in PROC REG. but it is not AUC -- C statistic

 

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