Transcription of Pseudo R Indices A Comparison of Logistic …
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Pseudo R2 Indices Multiple Linear regression Viewpoints, 2013, Vol. 39(2) 17 A Comparison of Logistic regression Pseudo R2 Indices Thomas J. Smith Cornelius M. McKenna Northern Illinois University Kishwaukee College The present study examined seven distinct Pseudo R2 Indices used in Logistic regression , how values of these Indices compared to values of ordinary least squares (OLS) R2 obtained under similar conditions, and how values of these Indices varied as a function of multicollinearity among predictors and base rate of the dependent variable. Monte Carlo simulation methods suggested that the Aldrich-Nelson Pseudo R2 index with Veall-Zimmermann correction resulted in values that most closely approximated the OLS R2 values.
Pseudo R2 Indices Multiple Linear Regression Viewpoints, 2013, Vol. 39(2) 17 A Comparison of Logistic Regression Pseudo R2 Indices
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