Omnibus test of the model: what it means and how to read it
In the report: Omnibus Tests of Model Coefficients — Whether the model as a whole predicts better than the intercept alone — the likelihood-ratio test. It is the Model row of the SPSS table of the same name: at a later step it tests the whole model, not only the predictors that step adds (SPSS's Step and Block rows are not reported).
In plain words
A clinic used age and weight to guess which patients would recover. The question was: do these guesses do better than giving every patient the same chance, the share who recovered overall? The omnibus test answers this. With age and weight, the guesses moved much closer to what really happened, and that gain was hard to put down to chance alone. Now the clinic can say that age and weight together are worth keeping in the guess. At a later step the test checks the whole guess again, not only what was added. When lambda is above 0, the add-on warns that the test is not fair, so then the clinic reads the numbers only as a description.
Example
The cell with Omnibus Tests of Model Coefficients is selected in each report; point at a label to see its note.
- — the sample data (50 rows) the examples use
- — two steps; pass is coded 0 and 1
=STATS_LOGISTIC(Data!A1:T51, "pass", "x1,x2|x", 0, 50, 1e-8)
Where you see it
STATS_LOGISTIC— Binary logistic regression with optional ridge regularization (lambda >= 0).
Related values
- Intercept — The constant of the model: the prediction when every predictor is 0.
- Coefficient B — The coefficient of the predictor.
- Standard error of B — How much B would vary from sample to sample.
- Standard error of the estimate — The typical size of a residual: how far the observed Y is from the predicted one, in the units of Y.
- Sample size — The rows used: only rows where Y and every predictor of every step are filled (listwise), the same rows for all steps.
Get it in your sheet
One formula in a cell gives the whole report, Omnibus test of the model included. ALS Stats is a free add-on for Google Sheets™.
Install ALS Stats from Google Workspace Marketplace (opens in a new tab)