An Additional Measure of Overall Effect Size for Logistic Regression Models

Jeff Allen and Huy Le

Journal of Educational and Behavioral Statistics, 2008, vol. 33, issue 4, 416-441

Abstract: Users of logistic regression models often need to describe the overall predictive strength, or effect size, of the model’s predictors. Analogs of R 2 have been developed, but none of these measures are interpretable on the same scale as effects of individual predictors. Furthermore, R 2 analogs are not invariant to the base rate (overall proportion of successes), making it difficult to compare effect sizes across data sets. The authors propose a measure of overall effect size that is interpretable on the same scale as effects of individual predictors and is invariant to the base rate. They explore the properties of the overall odds ratio and illustrate its use through an example. They also provide interpretive guidance and illustrate how statistical software can be used to compute the proposed measure.

Keywords: logistic regression; overall effect size; overall odds ratio; R-squared (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://journals.sagepub.com/doi/10.3102/1076998607306081 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sae:jedbes:v:33:y:2008:i:4:p:416-441

DOI: 10.3102/1076998607306081

Access Statistics for this article

More articles in Journal of Educational and Behavioral Statistics
Bibliographic data for series maintained by SAGE Publications ().