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Chapter 13 LOGISTIC REGRESSION. Set of independent variables Categorical outcome measure, generally dichotomous.

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Presentation on theme: "Chapter 13 LOGISTIC REGRESSION. Set of independent variables Categorical outcome measure, generally dichotomous."— Presentation transcript:

1 Chapter 13 LOGISTIC REGRESSION

2 Set of independent variables Categorical outcome measure, generally dichotomous

3 Discriminant Function Analysis  Distinguishes among groups based on predictor variables  With two groups, results same as multiple regression with dummy-coded dependent variable

4 DISCRIMINANT FUNCTION ANALYSIS  Number of Discriminant Functions  One less than the number of categories in the dependent variable, or the number of independent variables, whichever is less.

5 DISCRIMINANT FUNCTION ANALYSIS  Centroid  Mean of the discriminant scores for a given group.

6 DISCRIMINANT FUNCTION ANALYSIS  Coefficients  Raw - like bs in regression  Standardized - like Betas in regression  Structure - like loadings in factor analysis.30 or greater considered meaningful

7 Analysis  Similar to factor analysis  Principal components analysis  Rotation may be used  Wilks’ lambda

8 Discriminant Function Analysis  Assumptions Distribution of independent variables, given value of outcome variable, is multivariate normal Dichotomous outcome variable makes this unlikely Discriminant function tends to overestimate the magnitude of the association

9 Dichotomous Outcome Variable  Mean will be between 0 and 1.  Binomial, rather than normal distribution, describes distribution of residuals.

10 Discriminant Function vs Logistic Regression  Logistic Regression requires fewer assumptions  Even if assumptions for Discriminant are met, Logistic still works well

11 LOGISTIC REGRESSION  Which variables affect the probability of a certain outcome? Produces odds ratios that aid interpretation

12 Methods  Discriminant analysis - least squares  Logistic regression - maximum-likelihood method coefficients make observed results most likely non-linear iterative data assume S-shaped curve

13 ODDS  Based on Probabilities  Probability of occurrence/probability of nonoccurrence Probability of developing lung cancer/probability of not developing lung cancer Can calculate the odds of developing lung cancer for smokers and for nonsmokers

14 ODDS RATIO  Ratio of one probability to the other  Ratio of odds of developing lung cancer for smokers vs the odds of developing lung cancer for nonsmokers

15 LOGISTIC REGRESSION  Exercise Recode the exercise variable into a new variable where people who exercise rarely or sometimes are scored 0, and those who exercise often or routinely are scored 1. Recode marital status into a new variable where never married = 0, married at some time = 1, and living with significant other is assigned to missing values.

16 Exercise Continued  Which of the predictor variables affect the probability of regular exercise?  Enter the predictors in the following sets:

17 Predictors  Step 1 Gender Marital status  Step 2 Satisfaction with weight Overall health  Step 3 Current quality of life

18 SPSS - Logistic Regression  ANALYZE Regression  Binary Logistic  Options Classification Plots Hosmer-Lemeshow goodness of fit Casewise listing of residuals Iteration history CI for exp B

19 -2 Log Likelihood  Likelihood = probability of observed results given parameters  -2 times the log of the likelihood is given  Perfect model would have -2LL = 0.  Model chi-square reflects difference between successive -2LLs.

20 Terms  Step - If variables within a block are entered in a stepwise fashion, this tests each step  Block - Test of variables entered in this block  Model - Test of overall model at this point

21 Estimates of Variance Accounted For  Cox & Snell (can’t equal one)  Nagelkerke (modification of Cox & Snell)

22 Goodness of Fit  Hosmer and Lemeshow Test  Non-significant result means model fits

23 Example from the Literature


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