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http://dx.doi.org/10.5351/CKSS.2006.13.1.049

Information Theoretic Standardized Logistic Regression Coefficients with Various Coefficients of Determination  

Hong Chong-Sun (Department of Statistics, SungKyunKwan University)
Ryu Hyeon-Sang (Department of Statistics, SungKyunKwan University)
Publication Information
Communications for Statistical Applications and Methods / v.13, no.1, 2006 , pp. 49-60 More about this Journal
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.
Keywords
Entropy loss; Information theory; Inherent prediction error; Proportional reduction;
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