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12 - Logistics Regression

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9 views15 pages

12 - Logistics Regression

Uploaded by

mahak20044
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Logistics Regression

• Logistic regression is used to predict a


categorical (usually dichotomous)
variable from a set of predictor variables.
• Therefore the outcome must be a
categorical or discrete value. It can be
either Yes or No, 0 or 1, true or False, etc.
but instead of giving the exact value as 0
and 1, it gives the probabilistic values
which lie between 0 and 1.The equation
for logistic equation is as follows:-
• Logistic regression is used for solving the
classification problems.
• In Logistic regression, instead of fitting a
regression line, we fit an "S" shaped logistic
function, which predicts two maximum values
(0 or 1).
SPSS sequence of commands
• Analyze –
• regression –
• binary logistic –
• choose categorical dependent variable – move
it into dependent box –
• drag independent variables into covariates –
method : enter ––
• options – Hosmer – Lemeshow goodness of fit -
OK
Interpretation
Block 0

Classification Tablea,b

Observed Predicted

India_win Percentage
Correct
win defeat

win 0 9 .0
India_win
Step 0 defeat 0 9 100.0

Overall Percentage 50.0

a. Constant is included in the model.

b. The cut value is .500

Block 0 is the result of analysis without any of our independent variables used
in the model. This will serve as a baseline later for comparing the model with our
predictor variables used in the model.
Block 1
Omnibus Tests of Model Coefficients

Chi-square df Sig.

Step 7.543 3 .05


Step 1 Block 7.543 3 .05
Model 7.543 3 .05

This gives us an overall indication of how well the model performs. This test is
also referred as a ‘goodness of fit’ test. As the sig value is 0.05 this indicates
model is good fit.
Look in the Omnibus Tests of Model Coefficients table, under the Sig. column,
in the Model row. This is the p-value that is interpreted.

If the p-value is LESS THAN .05, then researchers have a significant model that
should be further interpreted.

If the p-value is MORE THAN .05, then researchers do not have a significant
model and the results should be reported.
Model Summary

Step -2 Log likelihood Cox & Snell R Square Nagelkerke R Square

1 17.410a .342 .456

a. Estimation terminated at iteration number 5 because parameter estimates changed


by less than .001.

Cox and Snell R Square and the Nagelkerke R Square value provide an indication of the
amount of variation in the dependent variable explained by the model. These are
pseudo R values. Nagelkerke R Square values is 0.456 suggesting that 45.6% of the
variability is explained by this set of variables.
Hosmer and Lemeshow Test

Step Chi-square df Sig.

1 8.555 7 .286

In this poor model fit is indicated by a significance value less than 0.05. As
significance level is 0.286 which is more than 0.05 indicates test is
insignificant meaning that there is no significant difference between the
model predictions and observed values.
. Look in the Hosmer and Lemeshow Test table, under the Sig. column. This
is the p-value you will interpret.

If the p-value is LESS THAN .05, then the model does not fit the data.

If the p-value is MORE THAN .05, then the model does fit the data and
should be further interpreted.
Classification table

Look in the Classification Table, under the Percentage Correct in


the Overall Percentage row. This is the total accuracy of the model.
Researchers want it to ultimately be at least 80%.
Overall Percentage – This gives the percent of cases for which the
dependent variables was correctly predicted given the model.
Variables in the Equation
B S.E. Wald df Sig. Exp(B)
Dscore -.043 .023 3.389 1 .066 .958
Batting_first(
-1.854 1.548 1.434 1 .231 .157
Step 1a 1)
Early_wicket -.661 .640 1.066 1 .302 .516
Constant 4.562 2.432 3.518 1 .061 95.798
a. Variable(s) entered on step 1: Dscore, Batting_first, Early_wicket.

We can write the regression equation using the B


values.
Odds Ratio

Odds : Simply put, odds are the chances of success divided by


the chances of failure. It is represented in the form of a ratio.
(As shown in equation given below)

where,
p -> success odds
1-p -> failure odds

which is the general equation of logistic regression. Now, in the logistic model, L.H.S
contains the log of odds ratio that is given by the R.H.S involving a linear combination
of weights and independent variables.
Odds Ratio interpretation

• “Exp(B),” or the odds ratio, is the predicted change in odds for a unit
increase in the predictor. The “exp” refers to the exponential value of B.
• When Exp(B) is greater than 1, increasing values of the variable
correspond to increasing odds of the event's occurrence.
• When Exp(B) is less than 1, increasing values of the variable
correspond to decreasing odds of the event's occurrence.
Interpretations summarised
• The steps for interpreting the SPSS output for a logistic regression
• 1. Scroll down to the Block 1: Method = Enter section of the output.

2. Look in the Omnibus Tests of Model Coefficients table, under the Sig. column, in
the Model row. This is the p-value that is interpreted.

If the p-value is LESS THAN .05, then researchers have a significant model that should be
further interpreted.

If the p-value is MORE THAN .05, then researchers do not have a significant model and the
results should be reported.

3. Look in the Hosmer and Lemeshow Test table, under the Sig. column. This is the p-value you
will interpret.

If the p-value is LESS THAN .05, then the model does not fit the data.

If the p-value is MORE THAN .05, then the model does fit the data and should be further
interpreted.

4. Look in the Classification Table, under the Percentage Correct in the Overall Percentage row.
This is the total accuracy of the model. Researchers want it to ultimately be at least 80%.
• Exp(B), or the odds ratio, is the predicted change in odds for a unit increase in the
predictor. The “exp” refers to the exponential value of B.
• When Exp(B) is greater than 1, increasing values of the variable correspond to
increasing odds of the event's occurrence.
• When Exp(B) is less than 1, increasing values of the variable correspond to
decreasing odds of the event's occurrence.
• THANK YOU…

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