Evaluating the discriminatory power of a multiple logistic regression model

Various measures for estimating the goodness‐of‐fit of the multiple logistic regression (MLR) model have been suggested, although there is no clear consensus as to which measure is most suitable. In this paper, a simple measure of the discriminatory power of the fitted MLR model, based on maximization of Youden's J index (J*), is proposed and compared with several goodness‐of‐fit statistics described previously. The relative effectiveness of the measure is illustrated using data from the Lipid Research Clinics Prevalence Study. It is suggested that J* may be a useful alternative index of goodness‐of‐fit of an MLR model, with the added advantage of having a simple practical interpretation.