A Comment on the Coefficient of Determination for Binary Responses
作者:
D.R. Cox,
Nanny Wermuth,
期刊:
The American Statistician
(Taylor Available online 1992)
卷期:
Volume 46,
issue 1
页码: 1-4
ISSN:0003-1305
年代: 1992
DOI:10.1080/00031305.1992.10475836
出版商: Taylor & Francis Group
关键词: Discrimination;Logistic model;Multiple correlation
数据来源: Taylor
摘要:
Linear logistic or probit regression can be closely approximated by an unweighted least squares analysis of the regression linear in the conditional probabilities provided that these probabilities for success and failure are not too extreme. It is shown how this restriction on the probabilities translates into a restriction on the range of the coefficient of determinationR2so that, as a consequence,R2is not suitable to judge the effectiveness of linear regressions with binary responses even if an important relation is present.
点击下载:
PDF (318KB)
返 回