The negative sum of natural logs of the observed probabilities is called the negative loglikelihood (–LogLikelihood). The negative loglikelihood for categorical data plays the same role as sums of squares in continuous data: twice the difference in the negative loglikelihood from the model fitted by the data and the model with equal probabilities is a Chisquare statistic. This test statistic examines the hypothesis that the x variable has no effect on the responses.
Values of the RSquare (U) (sometimes denoted as R2) range from 0 to 1. High R2 values are indicative of a good model fit, and are rare in categorical models.
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The Reduced model only contains an intercept.

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The Full model contains all of the effects as well as the intercept.

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The Difference is the difference of the loglikelihoods of the full and reduced models.

Measures variation, sometimes called uncertainty, in the sample.
Full (the full model) is the negative loglikelihood (or uncertainty) calculated after fitting the model. The fitting process involves predicting response rates with a linear model and a logistic response function. This value is minimized by the fitting process.
Reduced (the reduced model) is the negative loglikelihood (or uncertainty) for the case when the probabilities are estimated by fixed background rates. This is the background uncertainty when the model has no effects.
The likelihood ratio Chisquare test of the hypothesis that the model fits no better than fixed response rates across the whole sample. It is twice the –LogLikelihood for the Difference Model. It is two times the difference of two negative loglikelihoods, one with wholepopulation response probabilities and one with eachpopulation response rates. For more information, see Whole Model Test Report.
The observed significance probability, often called the p value, for the Chisquare test. It is the probability of getting, by chance alone, a Chisquare value greater than the one computed. Models are often judged significant if this probability is below 0.05.
The proportion of the total uncertainty that is attributed to the model fit, defined as the Difference negative loglikelihood value divided by the Reduced negative loglikelihood value. An RSquare (U) value of 1 indicates that the predicted probabilities for events that occur are equal to one: There is no uncertainty in predicted probabilities. Because certainty in the predicted probabilities is rare for logistic models, RSquare (U) tends to be small. For more information, see Whole Model Test Report.
The corrected Akaike Information Criterion. See Likelihood, AICc, and BIC in the Fitting Linear Models book.
The Bayesian Information Criterion. See Likelihood, AICc, and BIC in the Fitting Linear Models book.
Sometimes called Sum Wgts. The total sample size used in computations. If you specified a Weight variable, this is the sum of the weights.
is a measure that can be applied to general regression models. It is based on the likelihood function L and is scaled to have a maximum value of 1. The Generalized RSquare measure simplifies to the traditional RSquare for continuous normal responses in the standard least squares setting. Generalized RSquare is also known as the Nagelkerke or Craig and Uhler R2, which is a normalized version of Cox and Snell’s pseudo R2. See Nagelkerke (1991).