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http://dx.doi.org/10.5351/KJAS.2005.18.2.435

Variable Selection for Logistic Regression Model Using Adjusted Coefficients of Determination  

Hong C. S. (Department of Statistics, Sungkyunkwan University)
Ham J. H. (Department of Statistics, Sungkyunkwan University)
Kim H. I. (Department of Statistics, Sungkyunkwan University)
Publication Information
The Korean Journal of Applied Statistics / v.18, no.2, 2005 , pp. 435-443 More about this Journal
Abstract
Coefficients of determination in logistic regression analysis are defined as various statistics, and their values are relatively smaller than those for linear regression model. These coefficients of determination are not generally used to evaluate and diagnose logistic regression model. Liao and McGee (2003) proposed two adjusted coefficients of determination which are robust at the addition of inappropriate predictors and the variation of sample size. In this work, these adjusted coefficients of determination are applied to variable selection method for logistic regression model and compared with results of other methods such as the forward selection, backward elimination, stepwise selection, and AIC statistic.
Keywords
Coefficient of determination; Logistic regression; Variable selection;
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