Liao, J. G., and McGee, D. (2003), "adjusted coefficients of determination for logistic regression," the American statistician, 57, 161-165: comment by Sapra and reply.(Letters to the Editor)(Letter to the Editor)

From: The American Statistician | Date: February 1, 2004| Author: | Copyright information

Liao and McGee (2003) proposed two adjusted coefficients of determination for logistic regression to address the problem of overestimation of the strength of association between the response variable and the predictors when the sample size is small and the number of predictors is large. There is clearly a need to address these problems in other generalized linear models (GLMs) as well. For the GLMs, a simple suggestion is to modify the following pseudo-[R.sup.2] in Agresti (1990. p. 110) and Cameron and Trivedi (1998, pp. 154-155):

[R.sup.2.sub.l] = 1 - ...

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