How do I get R-square (goodness of fit) when using MNRFIT for logistic regression in Statistics Toolbox 7.1 (R2009a)?
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I am using MNRFIT for logistic regression. I want to know how to get R-square values from MNRFIT.
Accepted Answer
MathWorks Support Team
on 28 Aug 2009
There is no equivalent of R-square for logistic regression. Note that the output parameter "dev" from MNRFIT is the deviance of the fit, and it can be used to compare models. Deviance is the difference between the log-likelihood of the fitted model and the maximum possible log-likelihood.
Some statisticians have proposed some pseudo R-square values but those are still debatable. If you are interested in just goodness of fit, you should consider 'Pearson residuals' and 'Deviance residuals' in the output structure 'stats' of the function MNRFIT.
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