The Logistic report window contains the Logistic plot, the Iterations report, the Whole Model Test report, and the Parameter Estimates report.
The logistic probability plot gives a complete picture of what the logistic model is fitting. At each x value, the probability scale in the y direction is divided up (partitioned) into probabilities for each response category. The probabilities are measured as the vertical distance between the curves, with the total across all Y category probabilities summing to 1.
Replace variables in the plot in one of two ways: swap existing variables by dragging and dropping a variable from one axis to the other axis; or, click on a variable in the Columns panel of the associated data table and drag it onto an axis.
The Iterations report shows each iteration and the evaluated criteria that determine whether the model has converged. Iterations appear only for nominal logistic regression.
The Whole Model Test report shows if the model fits better than constant response probabilities. This report is analogous to the Analysis of Variance report for a continuous response model. It is a specific likelihood-ratio Chi-square test that evaluates how well the categorical model fits the data. The negative sum of natural logs of the observed probabilities is called the negative log-likelihood (–LogLikelihood). The negative log-likelihood for categorical data plays the same role as sums of squares in continuous data. Twice the difference in the negative log-likelihood from the model fitted by the data and the model with equal probabilities is a Chi-square 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.
The nominal logistic model fits a parameter for the intercept and slope for each of logistic comparisons, where k is the number of response levels. The Parameter Estimates report lists these estimates. Each parameter estimate can be examined and tested individually, although this is seldom of much interest.