A COMMENT ON THE COEFFICIENT OF DETERMINATION FOR BINARY RESPONSES

被引：110

作者：

COX, DR ^{[1
]}

WERMUTH, N ^{[1
]}

机构：

[1] UNIV MAINZ,INST PSYCHOL,W-6500 MAINZ,GERMANY

来源：

AMERICAN STATISTICIAN | 1992年 / 46卷 / 01期

关键词：

DISCRIMINATION; LOGISTIC MODEL; MULTIPLE CORRELATION;

D O I：

10.2307/2684400

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Linear logistic or probit regression can be closely approximated by an unweighted least squares analysis of the regression linear in the conditional probabilities provided that these probabilities for success and failure are not too extreme. It is shown how this restriction on the probabilities translates into a restriction on the range of the coefficient of determination R2 so that, as a consequence, R2 is not suitable to judge the effectiveness of linear regressions with binary responses even if an important relation is present.

引用

页码：1 / 4

页数：4