E N I S U M A R M I N I N G S I H , S S I , M M
P R O G R A M S T U D I S T A T I S T I K A
J U R U S A N M A T E M A T I K A
U N I V E R S I T A S B R A W I J A Y A
INTRODUCTION AND DESCRIPTION
Why use logistic regression?
Estimation by maximum likelihood
Evaluating the performance of the model
WHY USE LOGISTIC REGRESSION?
There are many important research topics for which the dependent variable is
For example: voting, morbidity or mortality, and participation data is not continuous or distributed normally.
Binary logistic regression is a type of regression analysis where the dependent variable is a dummy variable: coded 0 (did not vote) or 1(did vote)
THE LINEAR PROBABILITY MODEL
In the OLS regression:
X + e ; where Y = (0, 1)
The error terms are heteroskedastic
e is not normally distributed because Y takes on only two values
The predicted probabilities can be greater than 1 or less than 0
You are a researcher who is interested in understanding the effect of smoking and weight upon resting pulse rate. Because you have categorized the response-pulse rate-into low and high, a binary logistic regression analysis is appropriate to investigate the effects of smoking and weight upon pulse rate.
Regression Analysis: Tekanan Darah versus Weight, Merokok
The regression equation is
Tekanan Darah = 0.745 - 0.00392 Weight + 0.210 Merokok
Predictor Coef SE Coef T P
Constant 0.7449 0.2715 2.74 0.007
Weight -0.003925 0.001876 -2.09 0.039
Merokok 0.20989 0.09626 2.18 0.032
S = 0.416246 R-Sq = 7.9% R-Sq(adj) = 5.8%
Descriptive Statistics: FITS1
Variable N N* Mean StDev Minimum Q1 Median Q3 Maximum
FITS1 92 0 0.2391 0.1204 -0.0989 0.1562 0.2347 0.3132 0.5309
Scatterplot of RESI1 vs Weight
100 120 140 160
180 200 220
The "logit" model solves these problems: ln[p/(1-p)] =
X + e
p is the probability that the event Y occurs, p(Y=1) p/(1-p) is the "odds ratio" ln[p/(1-p)] is the log odds ratio, or
The logistic distribution constrains the estimated probabilities to lie between 0 and 1.
The estimated probability is: p = 1/[1 + exp(-
if you let as
X =0, then p = .50
X gets really big, p approaches 1 as
X gets really small, p approaches
COMPARING LP AND LOGIT MODELS
MLE is a statistical method for estimating the coefficients of a model.
Since: ln[p/(1-p)] =
X + e
The slope coefficient (
) is interpreted as the rate of change in the "log odds" as X changes … not very useful.
An interpretation of the logit coefficient which is usually more intuitive is the "odds ratio"
[p/(1-p)] = exp(
) is the effect of the independent variable on the
Logistic Regression Table
SE Coef Z
0.0250226 0.0122551 2.04
Odds 95% CI
Ratio Lower Upper
0.30 0.10 0.90
0.041 1.03 1.00 1.05
**Although there is evidence that the estimated coefficient for Weight is not zero, the odds ratio is very close to one (1.03), indicating that a one pound increase in weight minimally effects a person's resting pulse rate
**Given that subjects have the same weight, the odds ratio can be interpreted as the odds of smokers in the sample having a low pulse being 30% of the odds of non-smokers having a low pulse.
The Wald statistic for the
Wald (Z)= [
2 which is distributed chi-square with 1 degree of freedom.
The last Log-Likelihood from the maximum likelihood iterations is displayed along with the statistic G. This statistic tests the null hypothesis that all the coefficients associated with predictors equal zero versus these coefficients not all being equal to zero. In this example, G = 7.574, with a p-value of 0.023, indicating that there is sufficient evidence that at least one of the coefficients is different from zero, given that your accepted level is greater than 0.023.
EVALUATING THE PERFORMANCE OF THE
Goodness-of-Fit Tests displays Pearson, deviance, and Hosmer-Lemeshow goodnessof-fit tests. If the p-value is less than your accepted α-level, the test would reject the null hypothesis of an adequate fit.
The goodness-of-fit tests, with p-values ranging from 0.312 to 0.724, indicate that there is insufficient evidence to claim that the model does not fit the data adequately
The presence of multicollinearity will not lead to biased coefficients.
But the standard errors of the coefficients will be inflated.
If a variable which you think should be statistically significant is not, consult the correlation coefficients.
If two variables are correlated at a rate greater than .6, .7, .8, etc. then try dropping the least theoretically important of the two.