Foundation of Data Science

Lecture 7
Logistic Regression
BITS Pilani By Sachin Gupta
Pilani|Dubai|Goa|Hyderabad

1
Logistic Regression

The purpose of classifying objects into distinct groups

based on the characteristics of the object.

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Objectives of Logistic
Regression
Explanation: the independent variables that impact group
membership of the dependent variable
individual variable
As a Variate

Classification
The measure of predictive accuracy

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Research Design for Logistic
Regression
Representation of Dependent Variable
Assigning the binary values.

Use of logistic curve

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Research Design for Logistic
Regression

Why S curve instead of fitted Line?

First, the error term of a discrete variable follows the binomial

distribution instead of the normal distribution, thus
invalidating all statistical testing based on the assumptions
of normality.

Second, the variance of a dichotomous variable is not

constant, creating instances of heteroscedasticity as well.
Moreover, neither violation can be remedied through
transformations of the dependent or independent variables.

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Estimation of the Logistic Regression Model and
Assessing
overall Fit
Estimating the logistic regression model

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Estimating the Coefficients

Transforming a Probability into Odds and Logit Values

Calculating odds
Represents as probabilities
Calculating the logit values

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Model Estimation

Using maximum likelihood for estimation

Estimating the coefficients

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Predictive Accuracy

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
ROC curve

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956