Professional Documents
Culture Documents
to Logistic
JohnWhitehead
Regression
Department of Economics
Appalachian State University
Outline
Introduction and
Description
Some Potential
Problems and Solutions
Writing Up the Results
An Example: Hurricane
Evacuations
Q: EVAC
Did you evacuate your home to go someplace
safer before Hurricane Dennis (Floyd) hit?
1 YES
2 NO
3 DON'T KNOW
4 REFUSED
The Data
EVAC
0
0
0
1
1
0
0
0
0
0
0
0
1
PETS
1
1
1
1
0
0
0
1
1
0
0
1
1
MOBLHOME
0
0
1
1
0
0
0
0
0
0
0
0
1
TENURE
16
26
11
1
5
34
3
3
10
2
2
25
20
EDUC
16
12
13
10
12
12
14
16
12
18
12
16
12
OLS Results
Dependent Variable:
Variable
(Constant)
PETS
MOBLHOME
TENURE
EDUC
FLOYD
2
R
F-stat
EVAC
B
0.190
-0.137
0.337
-0.003
0.003
0.198
0.145
36.010
t-value
2.121
-5.296
8.963
-2.973
0.424
8.147
Problems:
Predicted Values outside the 0,1
range
Descriptive Statistics
N
Unstandardized
Predicted Value
Valid N (listwise)
1070
1070
Minimum
Maximum
-.08498
.76027
Mean
Std.
Deviat
.2429907
.1632
Heteroskedasticity
10
U
n
s
t
a
n
d
a
r
d
i
z
e
d
-10
R
e
s
i
d
u
a
l
-20
Park Test
0
TENURE
20
40
60
100
More:
The logistic distribution constrains the
estimated probabilities to lie between 0
and 1.
The estimated probability is:
p = 1/[1 + exp(- - X)]
Interpreting Coefficients
Since:
ln[p/(1-p)] = + X + e
Since:
[p/(1-p)] = exp( + X)
Exp(B)
1/Exp(B)
-0.6593
1.5583
-0.0198
0.0501
-0.916
0.5172
4.7508
0.9804
1.0514
1.933
1.020
Hypothesis Testing
An Example:
Variable
S.E.
PETS
-0.6593 0.2012
MOBLHOME 1.5583 0.2874
TENURE
-0.0198 0.008
EDUC
0.0501 0.0468
Constant
-0.916
0.69
Wald
Sig
t-value
-3.28
5.42
-2.48
1.07
-1.33
Model Chi-Square
The model likelihood ratio (LR), statistic
is
An Example:
Beginning Block Number 1. Method: Enter
-2 Log Likelihood
687.35714
Variable(s) Entered on Step Number
1..
PETS
PETS
MOBLHOME MOBLHOME
TENURE TENURE
EDUC
EDUC
Estimation terminated at iteration number 3 because
Log Likelihood decreased by less than .01 percent.
-2 Log Likelihood
Model
641.842
Chi-Square
df
Sign.
45.515
0.0000
An Example:
Observed
0
1
Predicted
0
1
328
24
139
44
Overall
% Correct
93.18%
24.04%
69.53%
Pseudo-R
An Example:
Beginning -2 LL
Ending -2 LL
Ending/Beginning
2
McF. R = 1 - E./B.
687.36
641.84
0.9338
0.0662
An Example:
Variable
PETS
MOBLHOME
TENURE
EDUC
CHILD
WHITE
FEMALE
Constant
Beginning -2 LL
Ending -2 LL
Wald
Sig
-0.699
1.570
-0.020
0.049
0.009
0.186
0.018
-1.049
10.968
29.412
5.993
1.079
0.011
0.422
0.008
2.073
0.001
0.000
0.014
0.299
0.917
0.516
0.928
0.150
687.36
641.41
641.84
641.41
0.43
3
11.345
Functional Form
Multicollinearity
Structural Breaks
An Example
Floyd
B
-0.66
1.56
-0.02
0.05
-0.92
687.36
641.84
45.52
Dennis
B
-1.20
2.00
-0.02
-0.04
-0.78
440.87
382.84
58.02
Pooled
B
-0.79
1.62
-0.02
0.02
-0.97
1186.64
1095.26
91.37
Variable
PETS
MOBLHOME
TENURE
EDUC
FLOYD
Constant
B
-0.85
1.75
-0.02
0.02
1.26
-1.68
Wald
27.20
65.67
8.34
0.27
59.08
8.71
Sig
0.000
0.000
0.004
0.606
0.000
0.003
Writing Up Results
An Example:
"The dependent variable which
measures the willingness to evacuate
is EVAC. EVAC is equal to 1 if the
respondent evacuated their home
during Hurricanes Floyd and Dennis
and 0 otherwise. The logistic
regression model is used to estimate
the factors which influence
evacuation behavior."
An Example:
Table 2. Logistic Regression Results
Dependent Variable = EVAC
Variable
B
B/S.E.
PETS
MOBLHOME
TENURE
EDUC
Constant
-0.6593
1.5583
-0.0198
0.0501
-0.916
Model Chi-Squared
45.515
-3.28
5.42
-2.48
1.07
-1.33
Also
References
http://personal.ecu.edu/whiteheadj/data/logit/
http://personal.ecu.edu/whiteheadj/data/logit/logitpap.htm
E-mail: WhiteheadJ@mail.ecu.edu