Journal of the Japanese Society of Computational Statistics
Online ISSN : 1881-1337
Print ISSN : 0915-2350
ISSN-L : 0915-2350
7. Categorical Data Analysis
MEASURES OF VARIATION EXPLAINED BY BINARY REGRESSION
Norisuke KawaiMasashi Goto
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2003 年 15 巻 2 号 p. 265-274

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抄録
In binary regression models we are interested in not only the parameter estimates and significance of explanatory variables, but also the degree to which variation in the response variable can be explained by explanatory variables. In this paper, we compare the behavior of proposed measures of explained variation for binary regression models through several case studies and indicate which measures should be accepted in practice. Furthermore, the importance of distinguishing measures of explained variation and goodness-of-fit is discussed. In conclusion, we recommend routine evaluation of the measures of explained variation in binary regression together with an exhaustive model which allows us to test the adequacy of simpler models such as the logistic model.
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© The Japanese Society of Computational Statistics
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