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Re: st: pseudo R2s for Generalized Linear Models


From   Ronan Conroy <rconroy@rcsi.ie>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: pseudo R2s for Generalized Linear Models
Date   Fri, 20 Jul 2007 11:43:21 +0100

On 19 Jul 2007, at 17:55, n j cox wrote:

On the whole, I regard the brandishing of these
single figures of merit as an unsavoury macho exercise,
along the lines of "my model is really good
(considering)!" or (in some weak sciences)
"my model is pretty lousy (but not nearly
as lousy as it could be)!".
Another point to consider is that the catchphrase "percentage of variance explained" assumes that the percentage of variance explainable is 100%.

This only happens when there is no measurement error in the predicted variable. Furthermore, measurement error in the predictors being considered in the model will reduce this figure still further.

I have had the amusing experience of having data in which doctors wrote down the persons height and weight in metric and imperial measures. The percentage of variance in the metric measurements explained by the imperial measurements was far from 100%!

I would rather see effect sizes and their confidence intervals. This gives me some idea of the practical significance of the model.



P Before printing, think about the environment
=================================
Ronan Conroy
rconroy@rcsi.ie
Royal College of Surgeons in Ireland
120 St Stephen's Green, Dublin 2, Ireland
+353 (0)1 402 2431
+353 (0)87 799 97 95





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