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    Logistic Regression Example 1 Solution

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    akash bhavsar
    The document appears to be performing logistic regression analysis on a dataset with two predictor variables (Machine age and Average # of shifts per week) and one binary outcome variable (Meet spec?). It calculates the log odds and probability of the outcome for each data point, then uses solver to estimate the intercept and coefficients that maximize the log likelihood function. It provides the regression statistics and evaluates several scenarios by calculating their predicted probabilities.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd

    Logistic Regression Example 1 Solution

    Uploaded by

    akash bhavsar
    33 views7 pages
    The document appears to be performing logistic regression analysis on a dataset with two predictor variables (Machine age and Average # of shifts per week) and one binary outcome variable (Meet spec?). It calculates the log odds and probability of the outcome for each data point, then uses solver to estimate the intercept and coefficients that maximize the log likelihood function. It provides the regression statistics and evaluates several scenarios by calculating their predicted probabilities.

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    Decision theory pdf

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    The document appears to be performing logistic regression analysis on a dataset with two predictor variables (Machine age and Average # of shifts per week) and one binary outcome variable (Meet spec?). It calculates the log odds and probability of the outcome for each data point, then uses solver to estimate the intercept and coefficients that maximize the log likelihood function. It provides the regression statistics and evaluates several scenarios by calculating their predicted probabilities.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    33 views7 pages

    Logistic Regression Example 1 Solution

    Uploaded by

    akash bhavsar
    The document appears to be performing logistic regression analysis on a dataset with two predictor variables (Machine age and Average # of shifts per week) and one binary outcome variable (Meet spec?). It calculates the log odds and probability of the outcome for each data point, then uses solver to estimate the intercept and coefficients that maximize the log likelihood function. It provides the regression statistics and evaluates several scenarios by calculating their predicted probabilities.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 7

    Y X1 X2

    Meet spec? Machine age Average # of shifts per week


    0 78 8
    0 73 5
    0 73 8
    0 71 7
    0 68 5
    0 59 4
    0 57 7
    0 49 5
    0 35 4
    0 27 7
    1 59 3
    1 57 4
    1 44 5
    1 38 5
    1 36 2
    1 36 4
    1 22 5
    1 22 6
    1 15 4
    1 10 6
    Step 1 - Sort the data
    Step 2 - Calculate a logit for each data record
    Step 3 - Calculate e^L for each data record
    Step 4 - Calculate P(X) for each data record
    Step 5 - Calculate LL, the Log-likelihood function
    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.707626
    R Square 0.500734
    Adjusted R 0.441997
    Standard E 0.383201
    Observatio 20

    ANOVA
    df SS MS F Significance F
    Regression 2 2.503669 1.251835 8.524988 0.002728
    Residual 17 2.496331 0.146843
    Total 19 5

    Coefficients
    Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
    Upper 95.0%
    Intercept 1.687445 0.319872 5.27538 6.184E-05 1.012575 2.362316 1.012575 2.362316
    Machine a -0.012525 0.004376 -2.86207 0.010795 -0.021758 -0.003292 -0.021758 -0.003292
    Average # o-0.116473 0.056959 -2.044842 0.056673 -0.236647 0.003701 -0.236647 0.003701
    Microsoft Excel 16.0 Answer Report
    Worksheet: [Logistic regression example 1 solution.xlsx]Sheet2
    Report Created: 11-10-2021 09:25:36
    Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
    Solver Engine
    Engine: GRG Nonlinear
    Solution Time: 0.343 Seconds.
    Iterations: 13 Subproblems: 0
    Solver Options
    Max Time Unlimited, Iterations Unlimited, Precision 0.000001, Use Automatic Scaling
    Convergence 0.0001, Population Size 100, Random Seed 0, Derivatives Forward, Require Bounds
    Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%

    Objective Cell (Max)


    Cell Name Original Value Final Value
    $G$2y*LN(p) + (1-y)*LN(1-p) -66.52350107 -6.654560484

    Variable Cells
    Cell Name Original Value Final Value Integer
    $K$3b0= 0.1 12.482880927 Contin
    $K$4b1= 0.1 -0.117031462 Contin
    $K$5b2= 0.1 -1.46914597 Contin

    Constraints
    NONE
    Y X1 X2 Propensity of thEvent log odds
    Meet spec? Machine age Average # of shifts per L e^L
    0 78 8 -8.3987408992 0.00022515063
    0 73 5 -3.4061456785 0.03316879753
    0 73 8 -7.813583587 0.00040420694
    0 71 7 -6.1103746926 0.00221971894
    0 68 5 -2.8209883663 0.05954705931
    0 59 4 -0.2985592348 0.74188633505
    0 57 7 -4.4719342185 0.01142519564
    0 49 5 -0.59739058 0.55024558625
    0 35 4 2.5101958637 12.3073403855
    0 27 7 -0.9609903454 0.38251387747
    1 59 3 1.1705867347 3.22388364817
    1 57 4 -0.0644963099 0.93753957383
    1 44 5 -0.0122332678 0.98784125445
    1 38 5 0.6899555068 1.99362682852
    1 36 2 5.3314563403 206.738837124
    1 36 4 2.3931644012 10.9480833153
    1 22 5 2.5624589058 12.9676644107
    1 22 6 1.0933129363 2.98414399332
    1 15 4 4.8508251124 127.845833525
    1 10 6 2.4976904856 12.1543907798
    -11.855790893 394.870820767

    Scenario 1 Scenario 2 Scenario 3


    X1 = Machine age 40 40 12
    X2 = Avg no of weekly shifts 7 4 7
    L = b0+b1x1+b2x2 -2.48239935708876 1.9250385515 0.79448159116
    e^L 0.083542536548854 6.8554129472 2.21329330852
    P(X) = e^L/(1+e^L) 0.07710129850088 0.8726992449 0.68879280415

    This machine is not This machine is This machine is


    likely to meet likely to meet likely to meet
    Answer - specification specification specification
    Probability of the event Log likelihood Solver decision variables
    p(X) = e^L / (1 + e^L) y*LN(p) + (1-y)*LN(1-p) b0= 12.48288 Intercept
    0.000225099951722 -0.000225125290518 b1= -0.117031 Coeff for X1
    0.032103948171563 -0.03263058194644 b2= -1.469146 Coeff for X2
    0.000404043621299 -0.000404125268917
    0.002214802705072 -0.002217259008071
    0.0562004856566 -0.05784151426574
    0.425909727932245 -0.554968626617229
    0.011296135086366 -0.011360421000381
    0.35494091460614 -0.438413361120073
    0.924853504078709 -2.58831579166413
    0.276679955047421 -0.323903492317792
    0.763251054409661 -0.270168265894588
    0.483881509567818 -0.725915217180099
    0.496941721194557 -0.699282520939091
    0.66595702895433 -0.406530131612917
    0.995186263609429 -0.004825359735738
    0.916304567552126 -0.087406472245345
    0.928406069147051 -0.074286067391836
    0.749005055621393 -0.289009545659403
    0.99223878667519 -0.007791488289656
    0.923979755753216 -0.079065116938457
    0.997473923442846
    -6.65456048438642

    Scenario 4 Scenario 5
    Coeff for X1
    Coeff for X2

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