A Comment on the Coefficient of Determination for Binary Responses
- 1 February 1992
- journal article
- research article
- Published by Taylor & Francis in The American Statistician
- Vol. 46 (1) , 1-4
- https://doi.org/10.1080/00031305.1992.10475836
Abstract
Linear logistic or probit regression can be closely approximated by an unweighted least squares analysis of the regression linear in the conditional probabilities provided that these probabilities for success and failure are not too extreme. It is shown how this restriction on the probabilities translates into a restriction on the range of the coefficient of determination R 2 so that, as a consequence, R 2 is not suitable to judge the effectiveness of linear regressions with binary responses even if an important relation is present.Keywords
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