An Additional Measure of Overall Effect Size for Logistic Regression Models

    Authors

    J. Allen;H. Le

    Comments

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    Abstract

    Users of logistic regression models often need to describe the overall predictive strength, or effect size, of the model's predictors. Analogs of R 2 have been developed, but none of these measures are interpretable on the same scale as effects of individual predictors. Furthermore, R 2 analogs are not invariant to the base rate (overall proportion of successes), making it difficult to compare effect sizes across data sets. The authors propose a measure of overall effect size that is interpretable on the same scale as effects of individual predictors and is invariant to the base rate. They explore the properties of the overall odds ratio and illustrate its use through an example. The), also provide interpretive guidance and illustrate how statistical software can be used to compute the proposed measure.

    Journal Title

    Journal of Educational and Behavioral Statistics

    Volume

    33

    Issue/Number

    4

    Publication Date

    1-1-2008

    Document Type

    Article

    First Page

    416

    Last Page

    441

    WOS Identifier

    WOS:000261217500002

    ISSN

    1076-9986

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