5

In the data science world, I have always evaluated the performance of logistic regression models simply using ROC/AUC. However recently, I've read from some traditional statistics source about some measures of a logistic regression, including:

for goodness-of-fit: Pearson statistic, Deviance, and Hosmer-Lemeshow statistic; for quality of prediction: Nagelkerke's $R^2$, Concordance measure.

So, which metrics are better for what scenario? Also, I'm pretty confused how goodness-of-fit is different from predictability?

SPMQET
  • 391
  • 2
  • 8
  • 1
    Related non-duplicate: [Which pseudo-$R^2$ measure is the one to report for logistic regression (Cox & Snell or Nagelkerke)?](https://stats.stackexchange.com/q/3559/1352) – Stephan Kolassa Aug 10 '18 at 20:49

0 Answers0