A note on R2 measures for Poisson and logistic regression models when both models are applicable

被引:28
作者
Mittlböck, M [1 ]
Heinzl, H [1 ]
机构
[1] Univ Vienna, Dept Med Comp Sci, Sect Clin Biometr, A-1090 Vienna, Austria
关键词
R-2; measure; Poisson regression; logistic regression; approximation; deviance; sums-of-squares;
D O I
10.1016/S0895-4356(00)00292-4
中图分类号
R19 [保健组织与事业(卫生事业管理)];
学科分类号
摘要
The aim of many epidemiological studies is the regression of a dichotomous outcome (e.g., death or affection by a certain disease) on prognostic covariables. Thereby the Poisson regression model is often used alternatively to the logistic regression model. Modelling the number of events and individual outcomes, respectively, both models lead to nearly the same results concerning the parameter estimates and their significances. However. when calculating the proportion of explained variation, quantified by an R-2 measure, a large difference between both models usually occurs. We illustrate this difference by an example and explain it with theoretical arguments. We conclude, the R-2 measure of the Poisson regression quantifies the predictability of event rates, but it is not adequate to quantify the predictability of the outcome of individual observations. (C) 2001 Elsevier Science Inc. All rights reserved.
引用
收藏
页码:99 / 103
页数:5
相关论文
共 19 条
[1]  
Breslow NE, 1985, CELEBRATION STAT, P109
[2]   R-Squared measures for count data regression models with applications to health-care utilization [J].
Cameron, AC ;
Windmeijer, FAG .
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1996, 14 (02) :209-220
[3]   A COMMENT ON THE COEFFICIENT OF DETERMINATION FOR BINARY RESPONSES [J].
COX, DR ;
WERMUTH, N .
AMERICAN STATISTICIAN, 1992, 46 (01) :1-4
[4]  
DOLL RICHARD, 1966, NAT CANCER INST MONOGR, V19, P205
[5]   VANISHING 2X2 TABLE - LINKING HYPERGEOMETRIC, BINOMIAL AND POISSON [J].
DROLETTE, ME .
AMERICAN STATISTICIAN, 1974, 28 (03) :102-103
[6]   A GENERAL USE OF POISSON APPROXIMATION FOR BINOMIAL EVENTS WITH APPLICATION TO BACTERIAL ENDOCARDITIS DATA [J].
EISENBERG, HB ;
GEOGHAGEN, RR ;
WALSH, JE .
BIOMETRICS, 1966, 22 (01) :74-+
[7]  
Hosmer D. W., 1989, APPL LOGISTIC REGRES, DOI DOI 10.1097/00019514-200604000-00003
[8]   EXPLAINED RESIDUAL VARIATION, EXPLAINED RISK, AND GOODNESS OF FIT [J].
KORN, EL ;
SIMON, R .
AMERICAN STATISTICIAN, 1991, 45 (03) :201-206
[9]   ANALYSIS OF VARIANCE FOR CATEGORICAL DATA .2. SMALL SAMPLE COMPARISONS WITH CHI SQUARE AND OTHER COMPETITORS [J].
MARGOLIN, BH ;
LIGHT, RJ .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (347) :755-764
[10]  
MATSUNAWA T, 1988, ENCY STAT SCI, V7, P21