문의드립니다
JMP에서 다중 로지스틱 회귀 분석을하면
HL test 결과 나 Nagelkerke R2 값은 제시해주지 않는가요?
안녕하세요
회귀 모델 추정 후 나오는 결과 중에서 Generalized RSquare 값이
말씀하신 Nagelkerke RSquare 값입니다.
아래 Help / Books의 해당 내용입니다
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Generalized RSquare ;
A measure that can be applied to general regression models. It is
based on the likelihood function L and is scaled to have a maximum value of 1. The value
is 1 for a perfect model, and 0 for a model no better than a constant model. The
Generalized RSquare measure simplifies to the traditional RSquare for continuous normal
responses in the standard least squares setting. Generalized RSquare is also known as the
Nagelkerke or Craig and Uhler R2, which is a normalized version of Cox and Snell’s
pseudo R2
