To determine how well the model fits your data, examine the statistics in the Model Summary table.
Many of the model summary and goodness-of-fit statistics are affected by how the data are arranged in the worksheet and whether there is one trial per row or multiple trials per row. The Hosmer-Lemeshow test is unaffected by the data format and is comparable between formats. For more information, go to How data formats affect goodness-of-fit in binary logistic regression.
- Deviance R-sq
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The higher the deviance R2, the better the model fits your data. Deviance R2 is always between 0% and 100%.
Deviance R2 always increases when you add additional predictors to a model. For example, the best 5-predictor model will always have an R2 that is at least as high as the best 4-predictor model. Therefore, deviance R2 is most useful when you compare models of the same size.
See AlsoLogistic regression explainedFor binary logistic regression, the format of the data affects the deviance R2 value. The deviance R2 is usually higher for data in Event/Trial format. Deviance R2 values are comparable only between models that use the same data format.
Goodness-of-fit statistics are just one measure of how well the model fits the data. Even when a model has a desirable value, you should check the residual plots and goodness-of-fit tests to assess how well a model fits the data.
- Deviance R-sq (adj)
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Use adjusted deviance R2 to compare models that have different numbers of predictors. Deviance R2 always increases when you add a predictor to the model. The adjusted deviance R2 value incorporates the number of predictors in the model to help you choose the correct model.
- AIC, AICc, and BIC
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Use AIC, AICc, and BIC to compare different models. For each statistic, smaller values are desirable. However, the model with the smallest value for a set of predictors does not necessarily fit the data well. Also use goodness-of-fit tests and residual plots to assess how well a model fits the data.
- Area Under ROC Curve
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The area under the ROC curve values range from 0.5 to 1. When thebinary model can perfectly separate the classes, then the areaunder the curve is 1. When the binary model cannot separate theclasses better than a random assignment, then the area under thecurve is 0.5.
Model Summary
Deviance R-Sq | Deviance R-Sq(adj) | AIC | AICc | BIC | Area Under ROC Curve |
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96.04% | 91.81% | 10.63 | 14.63 | 10.22 | 0.9398 |