Stichproben Goodness-of-Fit-Statistics of the Logistic Regression in Unbalanced Samples (Gutemabe der logistischen Regression bei unbalancierten Stichproben)

Abstract

Using a simulation we investigate established goodness-of-fit-statistics that are used to evaluate logistic regression outcomes with regard to their sensitivity to the base rate (proportion of events in the dichotomous dependent variable). Our results indicate that especially the pseudo-R2-statistics cannot be properly interpreted in the case of a low base rate. We find that the area under the ROC-curve is a stable indicator of goodness-of-fit (Article in german language).

Keywords: Logistic Regression, Simulation Study, Goodness-of-fit