- class CategoricalLogisticR2#
McFadden’s pseudo R-squared coefficient between categorical and continuous variables.
The statistic is obtained from the ratio of the log-likelihoods of two logistic regression models that are trained to predict the categorical variable. One model includes only an intercept term, and the second model includes the intercept and the continuous predictor.
The statistic ranges from 0 to 1, where a value of 0 indicates there is no association between the variables, and 1 indicates strong association.