A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model

Héctor M. Ramos, Jorge Ollero and Alfonso Suárez-Llorens

Statistics & Probability Letters, 2017, vol. 120, issue C, 135-140

Abstract: We propose a new explanatory index for evaluating the binary logistic regression model based on the sensitivity of the estimated model. We previously formalized the idea of sensitivity and established the principles a statistic should comply with to be considered a sensitivity index. We apply the results to a practical example and compare the results with those obtained utilizing other indices.

Keywords: Binary logistic regression; McFadden index; ROC curve; Sensitivity index (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2016.08.022

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