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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.

 

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