What is the equivalent of the overall F test in logistic regression?

The equivalent of the overall F-Test in logistic regression is Deviance.

The difference between the null and residual deviance can be approximated by a Chi-Squared distribution with degrees of freedom equal to the difference in number of parameters between the proposed and null model using a likelihood ratio test. With a Chi-squared test statistic and corresponding degrees of freedom, a p-value can be obtained. If the p-value is small, there is significant evidence that the proposed model is doing a better job than a model with no predictors in fitting the data. 

Author

Help us improve this post by suggesting in comments below:

– modifications to the text, and infographics
– video resources that offer clear explanations for this question
– code snippets and case studies relevant to this concept
– online blogs, and research publications that are a “must read” on this topic

Leave the first comment

Partner Ad
Find out all the ways that you can
Contribute