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Rsquared output from fitglm (logistic regression) - What does it mean?

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MDias
MDias 2020년 6월 11일
댓글: Kelly Hennigan 2021년 7월 22일
Hello,
I'm using fitglm to fit a logistic regression model to some data:
mdl = fitglm(data,modelspec,'Distribution','binomial','CategoricalVars',[1]) % one categorical predictor
My question concerns the output of such a model.
What do the different fields in the mdl.Rsquared field mean and how are they computed? Are they different pseudo-Rsquares?
  댓글 수: 3
Kelly Hennigan
Kelly Hennigan 2021년 7월 22일
I'd appreciate an answer to this question as well!
Kelly Hennigan
Kelly Hennigan 2021년 7월 22일
I just found a nice description of how each of the Rsquared values (output from fitglm) are calculated here:
Looks like Rsquared.LLR is the McFadden pseudo R-squared for logistic regressions.

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