A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model

DOI10.1016/j.spl.2016.08.022zbMath1463.62200OpenAlexW2530935696MaRDI QIDQ342771

Alfonso Suárez-Llorens, Héctor M. Ramos, Jorge Ollero

Publication date: 18 November 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.08.022

zbMATH Keywords

ROC curvebinary logistic regressionMcFadden indexsensitivity index

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02)

Related Items

Two sensitivity orders applied to the comparison of ROC curves

Uses Software

• Stata
• somersd

Cites Work

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• A note on a general definition of the coefficient of determination
• A statistical model for the analysis of ordinal level dependent variables
• Goodness-of-fit measures in binary choice models¹
• Coefficients of Determination in Logistic Regression Models—A New Proposal: The Coefficient of Discrimination