[R] Pseudo R^2 for logit - really naive question
Chris Lawrence
cnlawren at phy.olemiss.edu
Sun Aug 4 18:23:34 CEST 2002
On Aug 04, Paul M. Jacobson wrote:
> I am using GLM to calculate logit models based on cross-sectional data. I
> am now down to the hard work of making the results intelligible to very
> average readers. Is there any way to calculate a psuedo analoque to the R^2
> in standard linear regression for use as a purely descriptive statistic of
> goodness of fit? Most of the readers of my report will be vaguely familiar
> and more comfortable with R^2 than with any other regression diagnostics.
In fact, there are several "R^2-like" measures for logit and probit
models (not surprisingly, called "pseudo-R^2"). An overview is in:
"Pseudo-R Measures for Some Common Limited Dependent Variable Models"
http://citeseer.nj.nec.com/veall96pseudor.html
The Aldrich-Nelson measure appears to be the most widely used.
You may also want to consider Herron's (1999) "Expected Percent
Correctly Predicted" and related measures, described in Political
Analysis 8(1): http://web.polmeth.ufl.edu/pa/herron.pdf; even
traditional PCP/PRE measures tend to be quite informative (perhaps
even more useful than Pseudo-R^2).
Chris
--
Chris Lawrence <cnlawren at olemiss.edu> - http://www.lordsutch.com/chris/
Instructor and Ph.D. Candidate, Political Science, Univ. of Mississippi
208 Deupree Hall - 662-915-5765
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