Abstract: Logistic regression with binary and multinomial outcomes is commonly used, and researchers have long searched for an interpretable measure of the strength of a particular logistic model. This article describes the large sample properties of some pseudo- statistics for assessing the predictive strength of the logistic regression model. We present theoretical results regarding the convergence and asymptotic normality of pseudo-s. Simulation results and an example are also presented. The behavior of the pseudo-s is investigated numerically across a range of conditions to aid in practical interpretation.
Key words and phrases: Entropy, logistic regression, pseudo-R².