Soeren.Vogel at eawag.ch
2010-Dec-27 15:39 UTC
[R] Nagelkerke R square for Prediction data
Hello I found some small postings dated to 22 Oct 2008 on the message subject. Recently, I have been working with binary logistic regressions. I didn't use the design package. Yet, I needed the "fit" indices. Therefore, I wrote a small function to output the Nagelkerke's R, and the Cox-&-Snell R from a fitted model. I am no professional programmer by far, yet, I hope, that the code is okay and that it may be of some use to others -- or subject to useful improvement. Please let me know, if you find errors. Regards, S?ren Rcsnagel <- function(mod) { llnull <- mod$null.deviance llmod <- mod$deviance n <- length(mod$fitted.values) Rcs <- 1 - exp( (mod$deviance - mod$null.deviance) / n ) Rnagel <- Rcs / (1 - exp(-llnull/n)) out <- list('Rcs'=Rcs, 'Rnagel'=Rnagel) class(out) <- c("list", "table") return(out) } y <- sample(c(T, F), 50, repl=T) x <- sample(1:7, 50, repl=T) mod <- glm(y ~ x, family=binomial("logit")) Rcsnagel(mod) -- S?ren Vogel, Dipl.-Psych. (Univ.), PhD-Student, Eawag, Dept. SIAM http://www.eawag.ch, http://sozmod.eawag.ch