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  • Logistic Regression

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    Ravi Mody
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    Logistic regression is a statistical model used for classification of qualitative response variables. It transforms the linear regression model into a logistic function to constrain estimated probabilities between 0 and 1. Parameters are estimated using maximum likelihood estimation to find the line of best fit. Model fit is measured using deviance, and coefficients are interpreted as how the log odds of the outcome change with the predictor variable.

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    Logistic regression is a statistical model used for classification of qualitative response variables. It transforms the linear regression model into a logistic function to constrain estimated probabilities between 0 and 1. Parameters are estimated using maximum likelihood estimation to find the line of best fit. Model fit is measured using deviance, and coefficients are interpreted as how the log odds of the outcome change with the predictor variable.

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    4 views11 pages

    Logistic Regression

    Uploaded by

    Ravi Mody
    Logistic regression is a statistical model used for classification of qualitative response variables. It transforms the linear regression model into a logistic function to constrain estimated probabilities between 0 and 1. Parameters are estimated using maximum likelihood estimation to find the line of best fit. Model fit is measured using deviance, and coefficients are interpreted as how the log odds of the outcome change with the predictor variable.

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    of 11

    Logistic Regression

    Ravi Mody
    Content

    ▪ Qualitative Variable
    ▪ Classification
    ▪ Linear to logistic, log(odds).
    ▪ Fitting, Maximum Likelihood Method
    ▪ Goodness of fit
    ▪ Why log(loss)
    ▪ Coefficient interpretation
    Qualitative variables

    ▪ What are qualitative variables?


    ▪ Dealing with qualitative explanatory variables.

    ▪ Dealing with qualitative response variable : Classification


    Linear to Logistic (why?)

    The logit distribution constrains


    the estimated probabilities to lie
    between 0 and 1
    Maximum Likelihood & Logistic
    Regression

    • Best fit line: Using least square errors to find best fit line as in linear
    regression is not possible, hence maximum likelihood (a method of
    estimating the parameters of an assumed probability distribution,
    given some observed data) is used.
    Measuring goodness of fit: Deviance
    Why SE cannot be used logistic regression?

    ▪ Hence it is very clear to us that LSE doesn’t strongly penalize


    misclassifications even for the perfect mismatch!
    Interpretation of Coefficient
    Multinomial regression

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