Date: Wed, 22 Oct 2008 15:20:45 -0400
Reply-To: Peter Flom <firstname.lastname@example.org>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Peter Flom <peterflomconsulting@MINDSPRING.COM>
Subject: Re: output r-square from proc logistic
Content-Type: text/plain; charset=UTF-8
>Anyone know how to output rsquare into data "test1" in the following
>proc logistic data=aaa outest=test1;
>class M_Home ;
>model kk = M_Home R_Home /Rsquare;
>"test1" does not have rsquare, and it seems I can't use 'rsquare'
>option as in proc reg:
>proc logistic data=working.exp_keystatistics outest=test1 rsquare;
There is no exact equivalent to R squared for logistic regression, although there are a bunch of measures that are something like it.
see, e.g. Hosmer and Lemeshow, Applied Logistic Regression p. 164-166
In particular, they note that all the psuedo R squared measures are much lower in logistic than in OLS regression, even when the model is good.
Peter L. Flom, PhD
www DOT peterflom DOT com