Shuttle Challenger & Logistic Regression
Shuttle Challenger & Logistic Regression
On January 28, 1986, the space shuttle Challenger took o on the 25th
ight in NASA's space shuttle
program. Less than 2 minutes into the
ight, the spacecraft exploded, killing all on board. A Presidential
Commission was formed to explore the reasons for this disaster.
First, a little background information: the space shuttle uses two booster rockets to help lift it into
orbit. Each booster rocket consists of several pieces whose joints are sealed with rubber O{rings, which are
designed to prevent the release of hot gases produced during combustion. Each booster contains 3 primary
O{rings (for a total of 6 for the orbiter). In the 23 previous
ights for which there were data (the hardware
for one
ight was lost at sea), the O{rings were examined for damage.
One interesting question is the relationship of O{ring damage to temperature (particularly since it was
(forecasted to be) cold | 31o F | on the morning of January 28, 1986). There was a good deal of discussion
among the Morton Thiokol engineers the previous day as to whether the
ight should go on as planned or
not (an important point is that no statisticians were involved in the discussions). A simplied version of one
of the arguments made is as follows. There were 7 previous
ights where there was damage to at least one
O{ring. Consider the following table. The entry p^ is the frequency estimate of the probability of an O{ring
failing for that
ight.
Ambient temperature p^
53o .333
57o .167
58o .167
63o .167
70o .167
70o .167
75o .333
If you look at the table above, there's no apparent relationship between temperature and the probability of
damage; higher damage occurred at both lower and higher temperatures. Thus, the fact that it was going to
be cold on the day of the
ight doesn't imply that the
ight should be scrubbed. (In fact, this table was not
actually constructed the night of January 27th, but was rather given later by two Thiokol sta members as
an example of the reasoning in the pre{launch debate. The actual charts faxed from the Thiokol engineers
to NASA that night were considerably less informative than even this seriously
awed table.)
Unfortunately, this analysis is completely inappropriate. The problem is that it is ignoring the 16
ights
where there was no O{ring damage, acting as if there is no information in those
ights. This is clearly
absurd! If
ights with high temperatures never had O{ring damage, for example, that would certainly tell
us a lot about the relationship between temperature and O{ring damage! In fact, here is a scatter plot of
the frequency estimates of the probability of O{ring damage versus temperature for all of the
ights:
0.2
0.1
0.0
50 60 70 80
Temperature
The picture is very dierent now. With the exception of the one observation in the upper right of
the plot, there is a clear inverse relationship between the probability of O{ring damage and the ambient
temperature | lower temperature is associated with higher probability of failure (the unusual observation
is the
ight of the Challenger from October 30 through November 6, 1985; one way that it was dierent was
that the two O{rings damaged in that
ight suered only \blow{by" [where hot gases rush past the O{ring],
while in all of the other
ights damaged O{rings suered \erosion" [where the O{rings burn up], as well as
(possibly) blow{by). A plot of this kind would certainly have raised some alarms as to the advisability of
launching the shuttle. Unfortunately, such a plot was never constructed.
Here is the full set of data:
Row Temp Damaged O-rings
1 53 2 6
2 57 1 6
3 58 1 6
4 63 1 6
5 66 0 6
6 67 0 6
7 67 0 6
8 67 0 6
9 68 0 6
10 69 0 6
11 70 0 6
12 70 0 6
13 70 1 6
14 70 1 6
15 72 0 6
16 73 0 6
Logistic regression can be used to analyze the relationship between temperature and the probability of
O{ring failure more precisely. In this case, the number of failures is the target variable (which MINITAB calls
Success, remember), and the program is told that the number of trials is given in a variable O-rings (which
is 6 for each
ight here). Here is the output of the logistic analysis:
Binary Logistic Regression
Response Information
Log-Likelihood = -30.198
Test that all slopes are zero: G = 6.144, DF = 1, P-Value = 0.013
Goodness-of-Fit Tests
Method Chi-Square DF P
Pearson 13.572 14 0.482
Deviance 11.956 14 0.610
Hosmer-Lemeshow 5.677 4 0.225
Group
Value 1 2 3 4 5 6 Total
Success
Obs 0 2 2 0 2 3 9
Exp 0.3 0.6 1.6 1.8 2.0 2.7
Failure
Obs 18 22 34 30 16 9 129
Exp 17.7 23.4 34.4 28.2 16.0 9.3
Total 18 24 36 30 18 12 138
The slope coecient has the following natural interpretation: each increase in temperature by one degree
Fahrenheit is associated with an estimated multiplication of the relative odds of an O-ring failure
P (O ; ring fails)
P (O ; ring does not fail)
by exp(;:1156) = 0:891, or roughly an 11% decrease. This value is given in the output under Odds Ratio,
along with a 95% condence interval. If this interval does not contain 1, there is signicant predictive power
of the predictor on the probability of success (at a .05 level).
There are two other tests given related to the strength of the predictive power of temperature for
probability of an O{ring failure. The z {statistic of ;2:46 for Temperature corresponds to a t{statistic
in linear regression, and is called a Wald statistic (it is equivalent to the odds ratio condence interval
comparison mentioned above). The G{statistic, given as testing that all slopes are zero, corresponds to the
F {statistic for overall signicance in linear regression. Note that for least squares linear regression these
two tests are equivalent when there is one predictor, but here the tail probabilities are slightly dierent,
demonstrating that the two tests are not exactly equivalent.
The three goodness{of{t tests are designed to test whether the logistic model ts the data adequately.
All three are based on a 2 {test construction. For each value of temperature given in the data (there are
J = 16 distinct values in these data), let p^j be the tted probability of O{ring failure, let fj be the observed
number of O{rings that failed, and let nj be the number of O{rings at risk for that temperature (6 for each
ight at that temperature). Note that looking at the data this way means that all
ights at a given ambient
temperature are pooled together and treated as indistinguishable. These values can be obtained as Storage
from a logistic t, and are as follows:
Row Temperature NOCC1 NTRI1 EPRO1
1 53 2 6 0.260787
2 57 1 6 0.181787
3 58 1 6 0.165220
4 63 1 6 0.099940
5 66 0 6 0.072783
6 67 0 18 0.065357
7 67 * * *
8 67 * * *
9 68 0 6 0.058640
10 69 0 6 0.052575
11 70 2 24 0.047106
12 70 * * *
13 70 * * *
14 70 * * *
15 72 0 6 0.037749
16 73 0 6 0.033767
17 75 2 12 0.026985
18 75 * * *
Note that the nj values range from 6 to 24. The sum of the nj values is the total sample size, or here 132.
The Pearson goodness{of{t statistic equals
X (fj ; nj p^j )2
X2 = ;
j
nj p^j
When the nj values are reasonably large, each of these statistics follows a 2 distribution on J ; p ; 1 degrees
of freedom, where p is the number of predictors in the model, under the null hypothesis that the logistic
regression model ts the data. Thus, a small tail probability suggests that the linear logistic regression model
is not appropriate for the data. Here both tests have high tail probabilities, indicating no problem with the
linear logistic model.
Unfortunately, these tests are not trustworthy when the nj values are small (the nj = 6 values here are
marginal). This is the justication for the third goodness{of{t test, the Hosmer{Lemeshow test. In this
test, all of the 138 observations are ordered by estimated O{ring failure probability (of course for these data
all of the O{rings for a given
ight have the same value of Temp, and therefore the same estimated probability
of O{ring failure). The observations are then divided into g roughly equisized groups; g is usually taken to
be 10, except when that would lead to too few observations in each group (as is the case here, where g = 6).
Based on this new categorization of the data there are values of fj , nj and nj p^j , all of which are given in
the Hosmer{Lemeshow table in the output. Then, the Hosmer{Lemeshow goodness{of{t test is the usual
Pearson goodness{of{t test based on the new categorization, which is compared to a 2 distribution on
g ; 2 degrees of freedom. It can be seen that the Hosmer{Lemeshow test also does not indicate a lack of t
here. Even the Hosmer{Lemeshow test is suspect, however, when its expected counts for either group are
too small (less than two or three, say), which is the case here.
The statistical signicance and goodness{of{t of this model are comforting, of course, but does tem-
perature provide predictive power of any practical importance? Some guidance to answer this question is
given in the output under Measures of Association. Consider the tted logistic regression model, with
resultant tted probabilities of O{ring failure p^ for each of the n = 138 observations. There are n1 = 9 ob-
served O{ring failures, and n0 = 129 observed non{failures. Consider each of the pairs (i; j ) of observations
where one observation is a failure (i) and the other is a non{failure (j ). There are 9 129 = 1161 such
pairs, each of which has a corresponding pair (^pi ; p^j ). We would like the estimated probability of failure to
be higher for the observed failure observation than for the observed non{failure observation; that is, p^i > p^j .
Such pairs are called concordant. If for a given pair p^i < p^j , the pair is called discordant. We would like to
have a high percentage of concordant pairs, and a low percentage of discordant pairs. Here there are 65.4%
concordant pairs and 27.1% discordant ones, a reasonably good performance. There are no formal cutos
for what constitutes a \good enough" performance here, but observed values can be compared for dierent
possible models to assess relative practical performance. The statistics Somers' D, Goodman{Kruskal
and
Kendall's a are dierent ways of summarizing these concordancies and discordancies, with higher values
indicating more concordancy (e.g., D is the dierence between concordant and discordant pairs).
Just as is true for other regression models, unusual observations can have a strong eect on a tted
logistic regression model. Among the diagnostics that are available for logistic regression are three that
roughly correspond to the standardized residuals (here the standardized Pearson residuals), Cook's distance
(here the standardized Delta{beta [ ]) and leverage values. Here are the values here:
There is an apparent outlier at row 17, corresponding to an ambient temperature of 75o. Unfortunately,
since there are two
ights at that temperature, we can't tell for sure which is actually the outlier (of course,
in this case we know what it is from the earlier graph, but in general the collapsing approach of Minitab
makes it dicult to tell which observation is actually an outlier if there are replications in the data.
For this reason, it's a good idea to try to remove the collapsing eect by forcing each observation to
have a unique set of predictor variable values, at least when looking at diagnostics. The way this is done
is by \jittering" at least one predicting variable by adding a small amount of random noise to the variable.
In fact, in this context we know that the temperature values are only given to the nearest integer value, so
this is not at all unreasonable, but even if the values were exact, we need to do this if we want to examine
diagnostics. Here are the results of a logistic t using jittered temperature:
Binary Logistic Regression
Response Information
Goodness-of-Fit Tests
Method Chi-Square DF P
Pearson 29.985 21 0.092
Deviance 18.085 21 0.644
Hosmer-Lemeshow 8.207 6 0.223
Group
Value 1 2 3 4 5 6 7 8 Total
Success
Obs 0 0 2 2 0 0 2 3 9
Exp 0.3 0.5 0.6 0.8 1.0 1.2 2.0 2.7
Failure
Obs 18 18 16 16 18 18 16 9 129
Exp 17.7 17.5 17.4 17.2 17.0 16.8 16.0 9.3
Total 18 18 18 18 18 18 18 12 138
Measures of Association:
(Between the Response Variable and Predicted Probabilities)
As would be expected, the output changes very little, with the exception of the Pearson and Deviance
statistics (recall that their construction depends on how covariate patterns are dened). Here are the
diagnostics:
Row Temperature SPRE2 DSBE2 HI2 EPRO2
Now it's clear that the previously mentioned
ight (number 18) is a very clear outlier, with 2 of 6
O{rings damaged when the estimated probability of O{ring damage was only .027. Here is output from the
data with that
ight omitted (I'm sticking with the jittered data):
Binary Logistic Regression
Response Information
Log-Likelihood = -22.039
Test that all slopes are zero: G = 10.660, DF = 1, P-Value = 0.001
Goodness-of-Fit Tests
Method Chi-Square DF P
Pearson 13.398 20 0.860
Deviance 9.406 20 0.978
Hosmer-Lemeshow 3.908 6 0.689
Group
Value 1 2 3 4 5 6 7 8 Total
Success
Obs 0 0 1 1 0 0 3 2 7
Exp 0.1 0.2 0.3 0.4 0.6 0.8 2.7 2.0
Failure
Obs 18 18 17 17 18 18 15 4 125
Exp 17.9 17.8 17.7 17.6 17.4 17.2 15.3 4.0
Measures of Association:
(Between the Response Variable and Predicted Probabilities)
The strength of the relationship has gone up considerably once the outlier is removed, with there now
being an estimated 16% reduction in the odds of an O{ring being damaged with each additional degree of
temperature at launch. The goodness{of{t tests suggest no lack of t (remember, the Pearson and deviance
tests are at least marginally valid here, since there are 6 replications for each
ight). Here are diagnostics:
There are no extreme outliers, but the low temperature cases are possible leverage points (this is not
surprising, given that most launches were at temperatures over 65o). The noteworthy 70o observations
correspond to two 70o
ights where there was an O{ring failure. Omitting these two
ights doesn't change
things very much (strengthening the relationship further), although a plot of the change in the Pearson
statistic versus estimated probability does show the two points as unusual.
c 1999, Jerey S. Simono 9
Delta Chi-Square versus Probability
4
Delta Chi-Square
Response Information
Log-Likelihood = -13.319
Test that all slopes are zero: G = 14.931, DF = 1, P-Value = 0.000
Goodness-of-Fit Tests
Method Chi-Square DF P
Pearson 3.446 18 1.000
Deviance 2.780 18 1.000
Hosmer-Lemeshow 1.564 8 0.992
Group
Value 1 2 3 4 5 6 7 8 9 10 Total
Success
Obs 0 0 0 0 0 0 0 0 2 3 5
Exp 0.0 0.0 0.0 0.0 0.1 0.1 0.2 0.2 1.1 3.4
Failure
Total 12 12 12 12 12 12 12 12 12 12 120
Measures of Association:
(Between the Response Variable and Predicted Probabilities)
What about the morning of January 28, 1986? Here is a plot of the logistic curve for dierent values of
temperature based on all
ights except the October/November 1985
ight:
Estimated probability of O-ring failure
0.8
0.6
0.4
0.2
0.0
10 30 50 70 90
Substituting into the logistic function gives a probability estimate of O{ring failure for a temperature
of 31o of .96! (This is an extrapolation, but you get the idea.) Indeed, with the benet of hindsight, it can
be seen that the Challenger disaster was not at all surprising, given data that were available at the
time of the
ight. As a result of its investigations, one of the recommendations of the commission was
that a statistician be part of the ground control team from that time on. A complete (and more correct)
discussion of this material can be found in the paper \Risk Analysis of Space Shuttle: Pre{Challenger
Prediction of Failure," by S.R. Dalal, E.B. Fowlkes and B.A. Hoadley, Journal of the American Statistical
Association, 84, 945{957 (1989). Chapter 2 of Edward R. Tufte's 1997 book Visual Explanations: Images
and Quantities, Evidence and Narrative discusses the background of the disaster, and the charts used by the
Thiokol engineers in their discussions with NASA.
c 1999, Jerey S. Simono 11
By the way, an alternative way that these data might have been presented was as a set of 138 observations
(one for each O{ring, rather than one for each
ight), with a 0/1 target variable re
ecting failure or non{
failure of each O{ring. This is what the dataset would look like:
Row Temp Failed
1 53 1
2 53 1
3 53 0
4 53 0
5 53 0
6 53 0
7 57 1
8 57 0
9 57 0
10 57 0
11 57 0
12 57 0
13 58 1
14 58 0
15 58 0
16 58 0
17 58 0
18 58 0
19 63 1
20 63 0
21 63 0
22 63 0
23 63 0
24 63 0
25 66 0
26 66 0
27 66 0
28 66 0
29 66 0
30 66 0
31 67 0
32 67 0
33 67 0
34 67 0
35 67 0
36 67 0
37 67 0
38 67 0
39 67 0
40 67 0
41 67 0
42 67 0
43 67 0
44 67 0
45 67 0
46 67 0
47 67 0
Which representation is better? It turns out not to matter; if you analyze the data in this form, where
Failed is chosen as the Response variable in the Minitab dialog box, the resultant output will be identical
to that obtained using the data represented at the level of 23 dierent
ights. There is one advantage to the
earlier representation, however; since the natural way to view these data is at the
ight level, rather than
the O{ring level, jittering the data in the
ight{level form is more natural.