How do I summarise a fit for a logistic regression model?
Menard (2000) compares various R-squared measures for binary logistic regressions and concludes that the log-likelihood ratio chi-square is the most appropriate:
$$ \mbox{R-squared (Likelihood ratio)} = 1 - \frac{ln(L[m])}{ln(L[0]) } $$
where L(m) and L(0) are the log likelihoods for the model with predictors and the model containing only the intercept respectively.
Ths statistical significance of the predictors may be jointly assessed using twice the change in the log-likelihoods in the above expression. This equals 2 (ln (L[m]) - ln (L[0])) which is distributed as chi-square(p) if the p predictors jointly have no influence on group membership. This chi-square is computed and outputted by most software which performs binary logistic regressions. In SPSS, for example, this term is denoted by the chi-square statistic produced immediately after the predictors are added to the model under the heading 'Block 1 Method=Enter'. For example running a logistic regression in SPSS to assess the joint importance of two predictors p1 and p2 with the syntax below
LOGISTIC REGRESSION y /METHOD = ENTER p1 p2 /CRITERIA = PIN(.05) POUT(.10) ITERATE(20) CUT(.5) .
we obtain the likelihood ratio chi-square in the output which is of form:
BLOCK 1: METHOD-ENTER
Omnibus Tests of Model Coefficients
Chi-square df Sig.
Step 1 Step 3.958 2 .138
Block 3.958 2 .138
Model 3.958 2 .138This may be expressed as chi-square(2) = 3.96, p = 0.14 indicating that together the two predictors, p1 and p2, do not have a statistically significant association with group, y.
Reference
Menard, S. (2000) Coefficients of determination for multiple logistic regression analysis. American Statistician, 54, 17-24.