A Comment on the Coefficient of Determination for Binary Responses
A Comment on the Coefficient of Determination for Binary Responses
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DOI：
10.1080/00031305.1992.10475836
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发表时间：
1992-02
期刊：
影响因子：
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通讯作者：
D. Cox;N. Wermuth
中科院分区：
文献类型：
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作者：
D. Cox;N. Wermuth
线性逻辑回归或概率单位回归可以通过条件概率中的回归线性的未加权最小二乘分析来近似，只要这些成功和失败的概率不是太极端。它示出了如何将这种限制的概率转化为一个限制的范围内的系数的决定R 2，因此，R 2是不适合判断的有效性与二进制响应的线性回归，即使一个重要的关系是存在的。
Abstract 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 R 2 so that, as a consequence, R 2 is not suitable to judge the effectiveness of linear regressions with binary responses even if an important relation is present.