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Thread: Tjur's pseuo R squared

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    Tjur's pseuo R squared




    Paul Allison recommends this now for logistic regression, but I have never run across it (it has not been formally named this, Tjur is the author who suggested it). I was wondering if any were familiar with it and what it really represents (as compared to explained variance in the linear R squared, commonly pseudo R squared values have no obvious substantive meaning).
    "Very few theories have been abandoned because they were found to be invalid on the basis of empirical evidence...." Spanos, 1995

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    Re: Tjur's pseuo R squared

    Do you have a source for where you saw it?
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    Re: Tjur's pseuo R squared

    You mean you haven't read all the SAS proceedings?!?

    http://support.sas.com/resources/pap.../1485-2014.pdf on p 2-3
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    Re: Tjur's pseuo R squared

    Funny this should come up now noetsi,
    I was at a conference last week and a PhD student presented a poster using Tjurs R2 as one of her methods. I had never heard of it so I was referred to this discussion:

    http://statisticalhorizons.com/r2logistic

    Still a bit vague on what it actually does, but this might give you a bit more insight.
    The earth is round: P<0.05

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    Re: Tjur's pseuo R squared


    It seems like it wouldnt be appropriate if you had predictors with multiple groups or maybe not if you just care about the scores. It might also function differently if you used a different reference in the predictor.
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