Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Information Theoretic Standardized Logistic Regression Coefficients with Various Coefficients of Determination

  • Published : 2006.04.01
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Abstract

There are six approaches to constructing standardized coefficient for logistic regression. The standardized coefficient based on Kruskal's information theory is known to be the best from a conceptual standpoint. In order to calculate this standardized coefficient, the coefficient of determination based on entropy loss is used among many kinds of coefficients of determination for logistic regression. In this paper, this standardized coefficient is obtained by using four kinds of coefficients of determination which have the most intuitively reasonable interpretation as a proportional reduction in error measure for logistic regression. These four kinds of the sixth standardized coefficient are compared with other kinds of standardized coefficients.

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References

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