This morning I checked Paul Allison’s Statistical Horizons blog and found a post on measures for logistic regression. It introduced me to Tjur’s by way of an example, which I repackaged below: // Reference: http://www.statisticalhorizons.com/r2logistic // program definition capture prog drop tjur2 program tjur2, rclass if !inlist(e(cmd),”logit”,”logistic”) { di as err “Tjur’s R-squared only works [...]
Continue reading An R-squared for logistic regression, packaged