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Chapter 20

Chapter 20

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Published by Fanny Sylvia C.

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Published by: Fanny Sylvia C. on Dec 09, 2008
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page 1
Chapter 20 Logistic Regression for Binary Response Variables
Response variable is binary, denoted by 0,1.Example 1 Case Study 20.1: Survival in the Donner Party. What is the relationship between ageand sex of individuals in the Donner Party and whether or not they survived?Example 2 Birthweight data: birthweights of 189 newborns were recorded along with a numberof other variables concerning the mother: weight, smoker or not, race, etc. Suppose we wereinterested only in whether the baby was underweight (defined to be under 2500 gms) or not andwhat characteristics of the mother, if any, are associated with having underweight babies.Example 3 Pronghorn data: In a study of winter habitat selection by pronghorn in the Red Rimarea in south-central Wyoming (Source: Manly, McDonald, and Thomas 1993,
 ResourceSelection by Animals
, Chapman and Hall, pp. 16-24; data from Ryder 1983), presence/absence of pronghorn during winters of 1980-81 and 1981-82 were recorded for a systematic sample of 256plots of 4 ha. each Other variables recorded for each plot were: density (in thousands/ha) of sagebrush, black greasewood, Nuttal’s saltbrush, and Douglas rabbitbrush, and the slope,distance to water, and aspect. What variables are most strongly associated withpresence/absence of pronghorn and can you formulate a model to predict the probability thatpronghorn will be present on a plot?Could use linear regression to regress 0/1 response on quantitative and categorical explanatoryvariables. What are the problems with this approach?Better approach: logistic regression model
= 0,1 response variable
 p
 X  X 
,...,
1
: explanatory variablesFor a particular set of values of the explanatory variables,),,(
1
p
 X  X 
µ 
=
π
= proportion of 1’s
 
page 2
 
Rather than model)(
µ 
=
π
as a linear function of the explanatory variables, modellogit(
π
)
 ⎠ ⎞⎝ ⎛ =
π π 
1ln as a linear function of the explanatory variables; that is:logit(
π
) =
 p p
 X  X 
β  β  β 
+++
110
 
 
Why use logit(
π
)? Could you use another function?Given the value of 
η 
= logit(
π
), can calculate
η η 
π 
ee
+=
1 Example 3: In the pronghorn example, suppose, hypothetically, the true relationship betweenprobability of use and distance to water (in meters) followed the logit model:logit(
π
) = 3 - .0015WaterThen
π
=
Water0015.3 Water0015.3
1
+
ee
.Calculate
π
for the following distances (note that it might be easier to compute 1-
π
=
Water0015.3
11
+
e
, then subtract from 1),Water = 100 m. 1000 m. 3000m.
 
page 3
Distance to water (m)
   P  r  o   b  a   b   i   l   i   t  y  o   f  u  s  e
010002000300040005000
   0 .   0   0 .   2   0 .   4   0 .   6   0 .   8   1 .   0
 
 
What is the interpretation of the coefficient -.0015 for the variable distance to water?For every 1 m. increase in the distance to water, the log-odds of use decrease by .0015;for every 1 km. increase in distance to water, log-odds of use decrease by 1.5.
 
More meaningful: for every 1 m. increase in the distance to water, the odds of use changeby a multiplicative factor of 
0015.
e
= .999; for every 1 km. increase in distance to water,the odds of use change by a multiplicative factor of 
5.1
e
= .223 (we could also reversethese statements; for example, the odds of use increase by a factor of 48.4
5.1
=
e
forevery km. closer to water a plot is.)VarianceThe 0/1 response variable Y is a Bernoulli random variable:),,(
1
p
 X  X 
µ 
=
π
 SD(),,
1
p
 X  X 
=)1(
π π 
 Variance of 
is not constant.The logistic regression model is an example of a generalized linear model (in contrast to ageneral linear model which is the usual regression model with normal errors and constantvariance). A generalized linear model is specified by:1.
 
a link function which specifies what function of )(
µ 
is a linear function of 
 p
 X  X 
,,
1
.In logistic regression, the link function is the logit function.

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