LOGISTIC REGRESSION | SPSS

ANNOTATED OUTPUT
This page shows an example of logistic regression with footnotes explaining the output. These
data were collected on 200 high schools students and are scores on various tests, including
science, math, reading and social studies (socst). The variable female is a dichotomous variable
coded 1 if the student was female and 0 if male.

In the syntax below, the get file command is used to load the hsb2 data into SPSS. In quotes,
you need to specify where the data file is located on your computer. Remember that you need to
use the .sav extension and that you need to end the command with a period. By default, SPSS
does a listwise deletion of missing values. This means that only cases with non-missing values
for the dependent as well as all independent variables will be used in the analysis.

Because we do not have a suitable dichotomous variable to use as our dependent variable, we
will create one (which we will call honcomp, for honors composition) based on the continuous
variable write. We do not advocate making dichotomous variables out of continuous variables;
rather, we do this here only for purposes of this illustration.

Use the keyword with after the dependent variable to indicate all of the variables (both
continuous and categorical) that you want included in the model. If you have a categorical
variable with more than two levels, for example, a three-level ses variable (low, medium and
high), you can use the categorical subcommand to tell SPSS to create the dummy variables
necessary to include the variable in the logistic regression, as shown below. You can use the
keyword by to create interaction terms. For example, the command logistic regression
honcomp with read female read by female. will create a model with the main effects
of read and female, as well as the interaction of read by female.

We will start by showing the SPSS commands to open the data file, creating the dichotomous
dependent variable, and then running the logistic regression. We will show the entire output, and
then break up the output with explanation.

get file "c:\data\hsb2.sav".

compute honcomp = (write ge 60).

logistic regression honcomp with read science ses

This part of the output tells you about the cases that were included and excluded from the analysis, the
coding of the dependent variable, and coding of any categorical variables listed on
the categorical subcommand. (Note: You will not get the third table (“Categorical Variable Codings”) if
you do specify the categorical subcommand.)
Logistic Regression

b. N – This is the number of cases in each category (e.g., included in the analysis, missing,
total).

c. Percent – This is the percent of cases in each category (e.g., included in the analysis,
missing, total).

d. Included in Analysis – This row gives the number and percent of cases that were included in
the analysis. Because we have no missing data in our example data set, this also corresponds to
the total number of cases.

e. Missing Cases – This row give the number and percent of missing cases. By default,
SPSS logistic regression does a listwise deletion of missing data. This means that if there is
missing value for any variable in the model, the entire case will be excluded from the analysis.

f. Total – This is the sum of the cases that were included in the analysis and the missing cases.
In our example, 200 + 0 = 200.

Unselected Cases – If the select subcommand is used and a logical condition is specified with a
categorical variable in the dataset, then the number of unselected cases would be listed here.
Using the select subcommand is different from using the filter command. When
the select subcommand is used, diagnostic and residual values are computed for all cases in the
data. If the filter command is used to select cases to be used in the analysis, residual and
diagnostic values are not computed for unselected cases.

This part of the output describes a “null model”, which is model with no predictors and just the
intercept. This is why you will see all of the variables that you put into the model in the table titled
“Variables not in the Equation”.

Block 0: Beginning Block

c. Step 0 – SPSS allows you to have different steps in your logistic regression model. The
difference between the steps is the predictors that are included. This is similar to blocking
variables into groups and then entering them into the equation one group at a time. By default,
SPSS logistic regression is run in two steps. The first step, called Step 0, includes no predictors
and just the intercept. Often, this model is not interesting to researchers.
d. Observed – This indicates the number of 0’s and 1’s that are observed in the dependent
variable.

e. Predicted – In this null model, SPSS has predicted that all cases are 0 on the dependent
variable.

f. Overall Percentage – This gives the percent of cases for which the dependent variables was
correctly predicted given the model. In this part of the output, this is the null model. 73.5 =
147/200.

g. B – This is the coefficient for the constant (also called the “intercept”) in the null model.

h. S.E. – This is the standard error around the coefficient for the constant.

i. Wald and Sig. – This is the Wald chi-square test that tests the null hypothesis that the
constant equals 0. This hypothesis is rejected because the p-value (listed in the column called
“Sig.”) is smaller than the critical p-value of .05 (or .01). Hence, we conclude that the constant is
not 0. Usually, this finding is not of interest to researchers.

j. df – This is the degrees of freedom for the Wald chi-square test. There is only one degree of
freedom because there is only one predictor in the model, namely the constant.

k. Exp(B) – This is the exponentiation of the B coefficient, which is an odds ratio. This value is
given by default because odds ratios can be easier to interpret than the coefficient, which is in
log-odds units. This is the odds: 53/147 = .361.

l. Score and Sig. – This is a Score test that is used to predict whether or not an independent
variable would be significant in the model. Looking at the p-values (located in the column labeled
“Sig.”), we can see that each of the predictors would be statistically significant except the first
dummy for ses.

m. df – This column lists the degrees of freedom for each variable. Each variable to be entered
into the model, e.g., read, science, ses(1) and ses(2), has one degree of freedom, which leads
to the total of four shown at the bottom of the column. The variable ses is listed here only to
show that if the dummy variables that represent ses were tested simultaneously, the
variable ses would be statistically significant.

n. Overall Statistics – This shows the result of including all of the predictors into the model.

The section contains what is frequently the most interesting part of the output: the overall test of
the model (in the “Omnibus Tests of Model Coefficients” table) and the coefficients and odds
ratios (in the “Variables in the Equation” table).

Block 1: Method = Enter

c. Chi-square and Sig. – This is the chi-square statistic and its significance level. In this
example, the statistics for the Step, Model and Block are the same because we have not used
stepwise logistic regression or blocking. The value given in the Sig. column is the probability of
obtaining the chi-square statistic given that the null hypothesis is true. In other words, this is the
probability of obtaining this chi-square statistic (65.588) if there is in fact no effect of the
independent variables, taken together, on the dependent variable. This is, of course, the p-value,
which is compared to a critical value, perhaps .05 or .01 to determine if the overall model is
statistically significant. In this case, the model is statistically significant because the p-value is
less than .000.

d. df – This is the number of degrees of freedom for the model. There is one degree of freedom
for each predictor in the model. In this example, we have four predictors: read, write and two
dummies for ses (because there are three levels of ses).

e. -2 Log likelihood – This is the -2 log likelihood for the final model. By itself, this number is
not very informative. However, it can be used to compare nested (reduced) models.

f. Cox & Snell R Square and Nagelkerke R Square – These are pseudo R-squares. Logistic
regression does not have an equivalent to the R-squared that is found in OLS regression;
however, many people have tried to come up with one. There are a wide variety of pseudo-R-
square statistics (these are only two of them). Because this statistic does not mean what R-
squared means in OLS regression (the proportion of variance explained by the predictors), we
suggest interpreting this statistic with great caution.

g. Observed – This indicates the number of 0’s and 1’s that are observed in the dependent
variable.

h. Predicted – These are the predicted values of the dependent variable based on the full
logistic regression model. This table shows how many cases are correctly predicted (132 cases
are observed to be 0 and are correctly predicted to be 0; 27 cases are observed to be 1 and are
correctly predicted to be 1), and how many cases are not correctly predicted (15 cases are
observed to be 0 but are predicted to be 1; 26 cases are observed to be 1 but are predicted to be
0).

i. Overall Percentage – This gives the overall percent of cases that are correctly predicted by
the model (in this case, the full model that we specified). As you can see, this percentage has
increased from 73.5 for the null model to 79.5 for the full model.

j. B – These are the values for the logistic regression equation for predicting the dependent
variable from the independent variable. They are in log-odds units. Similar to OLS regression,
the prediction equation is

log(p/1-p) = b0 + b1*x1 + b2*x2 + b3*x3 + b3*x3+b4*x4

where p is the probability of being in honors composition. Expressed in terms of the variables
used in this example, the logistic regression equation is

log(p/1-p) = –9.561 + 0.098*read + 0.066*science + 0.058*ses(1) – 1.013*ses(2)

These estimates tell you about the relationship between the independent variables and the
dependent variable, where the dependent variable is on the logit scale. These estimates tell the
amount of increase (or decrease, if the sign of the coefficient is negative) in the predicted log
odds of honcomp = 1 that would be predicted by a 1 unit increase (or decrease) in the predictor,
holding all other predictors constant. Note: For the independent variables which are not
significant, the coefficients are not significantly different from 0, which should be taken into
account when interpreting the coefficients. (See the columns labeled Wald and Sig. regarding
testing whether the coefficients are statistically significant). Because these coefficients are in log-
odds units, they are often difficult to interpret, so they are often converted into odds ratios. You
can do this by hand by exponentiating the coefficient, or by looking at the right-most column in
the Variables in the Equation table labeled “Exp(B)”. read – For every one-unit increase in
reading score (so, for every additional point on the reading test), we expect a 0.098 increase in
the log-odds of honcomp, holding all other independent variables constant. science – For every
one-unit increase in science score, we expect a 0.066 increase in the log-odds of honcomp,
holding all other independent variables constant. ses – This tells you if the overall variable ses is
statistically significant. There is no coefficient listed, because ses is not a variable in the model.
Rather, dummy variables which code for ses are in the equation, and those have coefficients.
However, as you can see in this example, the coefficient for one of the dummies is statistically
significant while the other one is not. The statistic given on this row tells you if the dummies that
represent ses, taken together, are statistically significant. Because there are two dummies, this
test has two degrees of freedom. This is equivalent to using the test statement in SAS or
the test command is Stata. ses(1) – The reference group is level 3 (see the Categorical Variables
Codings table above), so this coefficient represents the difference between level 1 of ses and
level 3. Note: The number in the parentheses only indicate the number of the dummy variable; it
does not tell you anything about which levels of the categorical variable are being compared. For
example, if you changed the reference group from level 3 to level 1, the labeling of the dummy
variables in the output would not change. ses(2) – The reference group is level 3 (see the
Categorical Variables Codings table above), so this coefficient represents the difference between
level 2 of ses and level 3. Note: The number in the parentheses only indicate the number of the
dummy variable; it does not tell you anything about which levels of the categorical variable are
being compared. For example, if you changed the reference group from level 3 to level 1, the
labeling of the dummy variables in the output would not change. constant – This is the expected
value of the log-odds of honcomp when all of the predictor variables equal zero. In most cases,
this is not interesting. Also, oftentimes zero is not a realistic value for a variable to take.

k. S.E. – These are the standard errors associated with the coefficients. The standard error is
used for testing whether the parameter is significantly different from 0; by dividing the parameter
estimate by the standard error you obtain a t-value. The standard errors can also be used to form
a confidence interval for the parameter.

l. Wald and Sig. – These columns provide the Wald chi-square value and 2-tailed p-value used
in testing the null hypothesis that the coefficient (parameter) is 0. If you use a 2-tailed test, then
you would compare each p-value to your preselected value of alpha. Coefficients having p-
values less than alpha are statistically significant. For example, if you chose alpha to be 0.05,
coefficients having a p-value of 0.05 or less would be statistically significant (i.e., you can reject
the null hypothesis and say that the coefficient is significantly different from 0). If you use a 1-
tailed test (i.e., you predict that the parameter will go in a particular direction), then you can divide
the p-value by 2 before comparing it to your preselected alpha level. For the variable read, the p-
value is .000, so the null hypothesis that the coefficient equals 0 would be rejected. For the
variable science, the p-value is .015, so the null hypothesis that the coefficient equals 0 would be
rejected. For the variable ses, the p-value is .035, so the null hypothesis that the coefficient
equals 0 would be rejected. Because the test of the overall variable is statistically significant, you
can look at the one degree of freedom tests for the dummies ses(1) and ses(2). The dummy
ses(1) is not statistically significantly different from the dummy ses(3) (which is the omitted, or
reference, category), but the dummy ses(2) is statistically significantly different from the dummy
ses(3) with a p-value of .022.

m. df – This column lists the degrees of freedom for each of the tests of the coefficients.

n. Exp(B) – These are the odds ratios for the predictors. They are the exponentiation of the
coefficients. There is no odds ratio for the variable ses because ses (as a variable with 2
degrees of freedom) was not entered into the logistic regression equation.

Odds Ratios
In this next example, we will illustrate the interpretation of odds ratios. In this example, we will
simplify our model so that we have only one predictor, the binary variable female. Before we run
the logistic regression, we will use the crosstabs command to obtain a crosstab of the two
variables.

crosstabs female by honcomp.

If we divide the number of males who are in honors composition, 18, by the number of males who
are not in honors composition, 73, we get the odds of being in honors composition for males,
18/73 = .246. If we do the same thing for females, we get 35/74 = .472. To get the odds ratio,
which is the ratio of the two odds that we have just calculated, we get .472/.246 = 1.918. As we
can see in the output below, this is exactly the odds ratio we obtain from the logistic regression.
The thing to remember here is that you want the group coded as 1 over the group coded as 0, so
honcomp=1/honcomp=0 for both males and females, and then the odds for females/odds for
males, because the females are coded as 1.

You can get the odds ratio from the crosstabs command by using the /statistics
risk subcommand, as shown below.

crosstabs female by honcomp

There are a few other things to note about the output below. The first is that although we have
only one predictor variable, the test for the odds ratio does not match with the overall test of the
model. This is because the test of the coefficient is a Wald chi-square test, while the test of the
overall model is a likelihood ratio chi-square test. While these two types of chi-square tests are
asymptotically equivalent, in small samples they can differ, as they do here. Also, we have the
unfortunate situation in which the results of the two tests give different conclusions. This does not
happen very often. In a situation like this, it is difficult to know what to conclude. One might
consider the power, or one might decide if an odds ratio of this magnitude is important from a
clinical or practical standpoint.

logistic regression honcomp with female

For more information on interpreting odds ratios, please see How do I interpret odds ratios in
logistic regression? . Although this FAQ uses Stata for purposes of illustration, the concepts and
explanations are useful.