Re: [R] pseudo R square and/or C statistic in R logistic regression

From: Chuck Cleland <ccleland_at_optonline.net>
Date: Thu, 27 Mar 2008 04:40:22 -0400

On 3/26/2008 8:10 PM, markleeds_at_verizon.net wrote:
>> From: "Wang, Xiaojing" <xiw23@pitt.edu>
>> Date: 2008/03/26 Wed AM 10:08:01 CDT
>> To: "'r-help_at_r-project.org'" <r-help_at_r-project.org>
>> Subject: [R] pseudo R square and/or C statistic in R logistic regression

> 
> The analogue to the regression R rsquared in a GLM 
> is the deviance. I don't know what C is but hopefully someone else does and will reply. 

   See lrm() in the Design package by Frank Harrell. That provides both the c index (area under ROC curve) and the Nagelkerke R^2 index.

library(Design)
?lrm

> Also, John Fox's text, "Applied Regression Analysis, Linear Models and Related Methods" and Modern
> Applied Statistics with S, by Bill Venables and Brian Ripley, both do a very nice job of covering GLM's so I would look at one of those tests for the technical details. Agresti is the supposed bible but I think those are quite sufficient.
> 
> 
> 
> 
> 

>> Dear all,
>>
>> I am now doing the logistic regression using R. (glm, family=binomial). Besides the standardize summary statistics generated from R, I am also interested in some more informations concerning the model fitting / prediction etc; Particularly I am interested in "pseudo R squar" and "C statistic". I searched the R- help and could only get very limited information. (Post by Frank Harrell mentioning about "the somers2 or rcorr.cens functions in the Hmisc library." ) However, I tried but still could not get through it. Also I found someone mentioned about do it manually.
>>
>> Could someone give me a more detailed information on how I could get these two summary statistics after performed the the logistic regression using glm?
>>
>>
>> Thank you very much.
>>
>> ***********************************************
>> Xiaojing Wang PhD
>> Research Assistant Professor, Dept. of Oral Biology
>> School of Dental Medicine, University of Pittsburgh
>>
>> Suite 500, Bridgeside Point
>> 100 Technology Drive
>> Pittsburgh, PA 15219
>> Tel:412-648-9206 Fax:412-648-8779
>> Email:xiw23_at_pitt.edu
>> ***********************************************
>>
>>
>>
>>
>> [[alternative HTML version deleted]]
>>
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> 
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code. 

-- 
Chuck Cleland, Ph.D.
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Received on Thu 27 Mar 2008 - 11:48:56 GMT

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