Title
An Additional Measure Of Overall Effect Size For Logistic Regression Models
Keywords
Logistic regression; Overall effect size; Overall odds ratio; R-squared
Abstract
Users of logistic regression models often need to describe the overall predictive strength, or effect size, of the model's predictors. Analogs of R2 have been developed, but none of these measures are interpretable on the same scale as effects of individual predictors. Furthermore, R2 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. They also provide interpretive guidance and illustrate how statistical software can be used to compute the proposed measure. © 2008 AERA.
Publication Date
12-1-2008
Publication Title
Journal of Educational and Behavioral Statistics
Volume
33
Issue
4
Number of Pages
416-441
Document Type
Article
Personal Identifier
scopus
DOI Link
https://doi.org/10.3102/1076998607306081
Copyright Status
Unknown
Socpus ID
68049140673 (Scopus)
Source API URL
https://api.elsevier.com/content/abstract/scopus_id/68049140673
STARS Citation
Allen, Jeff and Le, Huy, "An Additional Measure Of Overall Effect Size For Logistic Regression Models" (2008). Scopus Export 2000s. 9426.
https://stars.library.ucf.edu/scopus2000/9426