صفحه 1:
Logistic Regression
صفحه 2:
Aims
* When and Why do we Use Logistic
Regression?
— Binary
— Multinomial
Theory Behind Logistic Regression
— Assessing the Model
— Assessing predictors
—Things that can go Wrong
Interpreting Logistic Regression
صفحه 3:
Why can’t| use
linear regression?)
١ When And Why
» To predict an outcome variable that is
categorical from one or more
categorical or continuous predictor
variables.
* Used because having a categorical
outcome variable violates the
assumption of linearity in normal
regression.
صفحه 4:
With One Predictor
Outcome
— We predict the probability of the outcome
occurring
b, and by
— Can be thought of in much the same way
as multiple regression
— Note the normal regression equation
forms part of the logistic regression
equation
صفحه 5:
With Several Predictor
Outcome
— We still predict the probability of the
outcome occurring
Differences
— Note the multiple regression equation
forms part of the logistic regression
equation
— This part of the equation expands to
accommodate additional predictors
صفحه 6:
Assessing the Model
log- likelinood=¥"[y,In( Ay) سا y)In(1- Ay,)]
i=1
—Analogous to the residual sum of
squares in multiple regression
—It is an indicator of how much
unexplained information there is after
the model has been fitted.
—Large values indicate poorly fitting
statistical models.
صفحه 7:
Assessing Changes in
۱ Models
* It’s possible to calculate a log-
likelihood for different models and to
compare these models by looking at
the difference between their log-
likelihoods.
72 =ALL(New- LL( Baseline
(dF =kyew Kpaselirle
صفحه 8:
Assessing Predictors: The
Wald Statistic
ها
Similar to 25356 ذأ 66
Tests the null hypothesis that 6 =
0.
Is biased when bis large.
Better to look at Likelihood-ratio
statistics.
صفحه 9:
Assessing Predictors: The
Odds Ratio or Exp(6)
Indicates the change in odds
resulting from a unit change in the
predictor.
— OR > 1: Predictor 1, Probability of
outcome occurring 1
— OR < 1: Predictor 7, Probability of
outcome occurring by
صفحه 10:
< 4 ۷/0۱ کم
should luse? _/ -\\
Methods of Regression,
* Forced Entry: All variables entered } ~ ۱
simultaneously. a
* Hierarchical: Variables entered in
blocks.
— Blocks should be based on past research, or
theory being tested. Good Method.
* Stepwise: Variables entered on the
basis of statistical criteria (i.e. relative
contribution to predicting outcome).
— Should be used only for exploratory
analysis.
صفحه 11:
Assumptions from Linear Reg
— Linearity
— Independence of Errors
— Multicollinearity
Unique Problems
— Incomplete Information
Complete Separation
verdispersion
صفحه 12:
م۴۳۵۵ 6
jorical Predictors:
sdicting cancer from smoking and eating
atoes.
We don’t know what happens when nonsi
tomatoes because we have no data in this
۲ design.
ntinuous variables
Il your sample contain a to include an 80.
ighly anxious, Buddhist left-handed crick
صفحه 13:
plete Separ
* When the outcome variable can
perfectly predicted.
—E.g. predicting whether someone is a bi
or your teenage son or your cat based
weight.
— Weight is a perfect predictor of cat/burgle
unless you have a very fat cat indeed!
صفحه 14:
Overdispersion
* Overdispersion is where the
variance is larger than expected
from the model.
» This can be caused by violating the
assumption of independence.
* This problem makes the standard
errors too small!
صفحه 15:
An Example
>redictors of a treatment interv
Participants
_- 113 adults with a medical problem
» Outcome:
_— Cured (1) or not cured (0).
Predictors:
— Intervention: intervention or no treatme!
= Duration: the number of days before —
treatment that the patient had the pri
صفحه 16:
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صفحه 17:
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صفحه 18:
Cured?
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صفحه 19:
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صفحه 20:
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صفحه 21:
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صفحه 22:
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صفحه 23:
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صفحه 24:
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صفحه 25:
Step? Variables Duration
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صفحه 26:
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صفحه 27:
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صفحه 28:
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صفحه 29:
Summary
The overall fit of the final model is shown by
log-likelihood statistic.
— If the significance of the chi-square statistic is less than
.05, then the model is a significant fit of the data.
Check the table labelled Variables in the equation to
see which variables significantly predict the
outcome.
Use the odds ratio, Exp(B), for interpretation.
— OR > 1, then as the predictor increases, the odds of the
outcome occurring increase.
— OR < 1, then as the predictor increases, the odds of the
outcome occurring decrease.
— The confidence interval of the OR should not cross 1!
Check the table /abelled Variables not in the equation
to see which variables did not significantly predict
the outcome.
صفحه 30:
Reporting the Analysis
TABLE 8.3 How to report logistic re
ونا 0005 ٠6١ [© 9596
یت نت۱ ۱0۷۵۴ (8)58
Included
Constant -0.29 (0.27)
Intervention 4.23" (0.40) 1.56 3.42 7.48
صفحه 31:
تا = ۳
0 4 . ۳ 5
تتم اوها ultinomial
regression
* Logistic regression to predict membership of more t|
two categories.
It (basically) works in the same way as binary-logi:
regression.
The analysis breaks the outcome variable down into’
series of comparisons between two categories.
— E.g., if you have three outcome categories (A, B and C),
then the analysis will consist of two comparisons that }
choose:
+ Compare everything against your first category (e.g. A vs.
Avs. C),
+ Or your last category (e.g. A vs. C and B vs. C),
+ Ora custom category (e.g. B vs. A and B vs. C).
percent parts of the analysis and output <
me as we have just seen for binary
ion
صفحه 32:
| may not be Fre
۳ ور he, ۳۹9
chat-up lines used by 348 men and 672
a night-club were recorded.
* Outcome:
— Whether the chat-up line resulted in one of the
following three events:
+ The person got no response or the recipient walked away,
+ The person obtained the recipient’s phone number,
+ The person left the night-club with the recipient.
* Predictors:
— The content of the chat-up lines were rated for:
+ Funniness (0 = not funny at all, 10 = the funniest thing
have ever heard)
* Sexuality (0 = no sexual content at all, 10 = very s
direct)
* Moral vales (0 = the chat-up line does not reflect
characteristics, 10 = the chat-up line is very indice
jood characteristics).
ler of recipient
صفحه 33:
‘Sten Summary
Pes Mode! Fitting Criteria Effect Salection Te:
Tntereert,
3 i. Mate,
Entered | Funny, Bani
ger Furs
ner?!
صفحه 34:
0 |] a Fitting ۳ Likslinood Ratio Tests
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Nagelkerke
McFadden,
صفحه 35:
-2Log
ماع
od of
1062" 100
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107" 100
889.540 | 8
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906810 | 8
84.4511 56 2
967,
960.454
967.987
972.671
967.987
989.941
967.582
Intercent
Good_Mate 901.324
299.002
913.540
sex 899.002
Gender* Funny | 0
Gender*sex__} 908.454
The chi-square statistic is the difference in -2 log-likelihood between the final
|The reduced model is formed by omitting an effect
from the final model. The null hypothesis is that all parameters of that effect are 0
a. This reduced model is equivalent to the final model because omitting the effect
does not increase the degrees of freedom,
model and a reduced mod
صفحه 36:
Output
Parameter Estimates
25 Contuares nenal Ee
uocans of that Up Lino p__| swe | waa | ot وه upper مرسمه
GetPrene Number nieroant 1 788 ero | ۳ ۱ ۶
ood Mate 12 ose | e022 +f oo] aaa soz 4208
Fury 130 no] 1.902 مق 976 saa
Isencoroy 1 588 rag | 4274 1| د ]وهم nso ل
Isencer=t] 0 0
See a6 مه | مه 1| on] tae 4407 1570
هرمع | 452 0 | 4 | oon] 166 sae 2159
Iencer=t]* Funny o 0
ات * 34 8 soe | مهد 1| oo | ست ora 880
Isencor1] 50% ۳ 0
50 ۳2 ۳ — ifercept 1286 841 | 1 1 0
Boad_Mate 130 ose | 2028 1} azo] tase ost vat
Funes | 318 i | nasa vf oon] 1398 4078 4758
Ieencer=0 soz6 | 120 | arose 1| ooo] ممم oo oo
Ioencer=t] o 0
sex 47 ta] 1.889 + | oo | 1518 1196 1928
دعر | 4472 1399| 77 + ooo | a2a0 2.188 ara
0۵۵۵۱ ۳ a
Isencorg} sox 7 tea | asns + {ons | م ast 856
“ات امقر 0 03
77۳ عاماماعة معد و 65
This parameters Sette E10 because t's ecunsant
صفحه 37:
Interpretation
Good _Mate: Whether the chat-up line showed signs of good moral
fibre significantly predicted whether you got a phone number or
no response/walked away, b = 0.13, Wald x2(1) = 6.02, p < .05.
Funny: Whether the chat-up line was funny did not significantly
edict whether you got a phone number or no response, 6 = 0.14,
ald x2(1) = 1.60, p > .05
Gender: The gender of the person being chatted up significantly
predicted whether they gave out their phone number or gave no
response, b = —1.65, Wald x2(1) = 4.27, p< .05.
Sex: The sexual content of the chat-up line significantly predicted
whether you got a phone number, or no response/walked away, ۵
= 0.28, Wald x2(1) = 9.59, p< .01.
FunnyxGender: The success of funny chat-up lines depended on
whether they were delivered toa man or a woman because in
interaction these variables predicted whether or not you got a
phone number, b = 0.49, Wald x*(1) = 12.37, p< .001.
Sexx Gender: The success of chat-up lines with sexual content
depended on whether they were delivered to a man or a woman
because in interaction these variables predicted whether or not
you got a phone number, b = —0.35, Wald y2(1) = 10.82, p < .01.
صفحه 38:
Interpretation
Good Mate: Whether the chat-up line showed signs of good moral
fibre did not ponincently predict whether you went home with the
date or got a slap in the face, b = 0.13, Wald ۶)1( = 2.42, p> 5,
Funny: Whether the crate line was funny significa predicted
whether you went home with the date or no response, 6 = 0.32,
Wald (1) = 6.46, p< .05.
Gender: The gender of the person being chatted up significantly
predicted whether they went home with the person or gave no
Tesponse, b = —5.63, Wald y~(1) = 17.93, p< .001.
Sex: The sexual content of the chat-up line significantly predicted
whether you went home with the date or got a slap in the face, D
= 0.42, Wald y*(1) = 11.68, p< .01,
FunnyxGender: The success of funny chat-up lines depended on
Whether they were delivered to a man or a woman because in
interaction these variables predicted whether or not you went
home with the date, b = 1.17, Wald y%(1) = 34.63, p< .001.
Sexx Gender: The success of chat-up lines with sexual content
depended on whether they were delivered to a man or a woman
because in interaction these variables predicted whether or not
you went home with the date, b = —0.48, Wald (1) = 8.51, p
<.01.
صفحه 39:
44 How 10 report mutinomial logistic regression.
Phone Numba vs, No Fesporse
Intercept 76 وم
Good Mato 2 609۴
Funny 14017
Gender 1.65 0.80)*
Sexual Content 26 (009)"*
Gonder » Funny 0 04۳
Gender x Sex 35 (0.11)**
Going Homa va. No Responce
Intercept 4.29 موم
Good Mete 19 (0.08)
Funay 22 (0.19)
Gender B63 1.39)¢4"
ادمع Content 220.412)"
Gender x Furry 7 0
Gender Sex 48 (010)