Rsquared output from fitglm (logistic regression) - What does it mean?
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Hello,
I'm using fitglm to fit a logistic regression model to some data:
mdl = fitglm(data,modelspec,'Distribution','binomial','CategoricalVars',[1]) % one categorical predictor
My question concerns the output of such a model.
What do the different fields in the mdl.Rsquared field mean and how are they computed? Are they different pseudo-Rsquares?
3 Comments
Kelly Hennigan
on 22 Jul 2021
I just found a nice description of how each of the Rsquared values (output from fitglm) are calculated here:
Looks like Rsquared.LLR is the McFadden pseudo R-squared for logistic regressions.
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