A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model

DOI10.1016/J.SPL.2016.08.022MaRDI QIDQ342771zbMATH OpenOpenAlexFDO

Authors Héctor M. Ramos, Jorge Ollero, Alfonso Suárez-Llorens

Publication date 18 November 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.08.022

zbMATH Keywords

ROC curvebinary logistic regressionMcFadden indexsensitivity index

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to economics (62P20)

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• A note on a general definition of the coefficient of determination
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• An \(R\)-squared measure of goodness of fit for some common nonlinear regression models
• Coefficients of determination in logistic regression models -- a new proposal: the coefficient of discrimination
• Goodness-of-fit measures in binary choice models¹

Cited in

(2)

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• A model-based concordance-type index for evaluating the added predictive ability of novel risk factors and markers in the logistic regression models

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