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Logistic Regression

The document explains the fundamentals of logistic regression, focusing on the concepts of odds ratios and logit scores. It provides formulas for calculating odds and logit scores, along with interpretations of coefficients and p-values for variables like weight and age. Additionally, it illustrates a practical example of calculating the probability of a birth weight being less than 2.5 kg based on specific inputs.

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Bhaskkar Sinha
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8 views9 pages

Logistic Regression

The document explains the fundamentals of logistic regression, focusing on the concepts of odds ratios and logit scores. It provides formulas for calculating odds and logit scores, along with interpretations of coefficients and p-values for variables like weight and age. Additionally, it illustrates a practical example of calculating the probability of a birth weight being less than 2.5 kg based on specific inputs.

Uploaded by

Bhaskkar Sinha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Logistic Regression .

Logit model is a type of Linear Probability Model wgich us used for


Maths of Logistic Regression
• We must know :
• odds-ratio and
• logit score in order to understand logistic regression.
Odds Ratios
• What is Odds Ratio
• It represents the odds that an outcome will occur given a particular
exposure, compared to the odds of the outcome occurring in the
absence of that exposure.
• Formula for Odds ratio
• The mathematical formula for odds ratio is given by:
• Odds=probability of success(p)/ probability of failure
=probability of (target variable=1)/probability of (target variable=0)
=p/(1-p)
Logit formula
• Formula for logit
• The logit score can defined as follows:
• logit(p) = log(p/(1-p)) = b0 + b1*x1 + … + bk*xk
• In our case presented here,
Intercept Coefficients interpretation (b0, b1 and b2)
1. Intercept Coefficient(b0)=1.748773
2. lwt coefficient(b1)= -0.012775
Interpretation: The increase in logit score per unit increase in weight(lwt)
is -0.012775
age coefficient(b2) = -0.039788
p-value interpretation

• 3. p-value for lwt variable=0.0397

• Interpretation: According to z-test,p-value is 0.0397 which is


comparatively low which implies its unlikely that there is “no relation”
between lwt and target variable i.e low.

• Star next to p-value in the summary (see console) shows that lwt is
significant variable in predicting “low” variable.
Contd…

• 4. p-value for age=0.2178


Interpretation: According to z-test,p-value is 0.2178 which is
comparatively high which implies its unlikely that there is “any
relation” between age and target variable i.e low.
Logit score Calculation

• 5. Let’s consider a random person with age =25 and lwt=55.Now let’s
find the logit score for this person
b0 + b1*x1 + b2*x2= 1.748773-0.039788*25-0.012775*55

=0.05144(approx).
• 6. So logit score for this observation=0.05144
• Hosmer, David W.; Lemeshow, Stanley (2013). Applied Logistic
Regression. New York: Wiley. ISBN 978-0-470-58247-3.
Odds ratio calculation

• 7. Now let’s find the probability that birthwt <2.5 kg(i.e low=1).See
the help page on birthwt data set (Check it : type ?birthwt in the R
console)

• 8. Odds value=exp(0.05144) =1.052786


Finally !!!!
• Probability Calculation
9. probability(p) = odds value / odds value + 1
p=1.052786/2.052786=0.513(approx.)
p=0.513
• Interpretation

• 0.513 or 51.3% is the probability of birth weight less than 2.5 kg when
the mother age =25 and mother’s weight(in pounds)=55
Source : Hosmer, D.W. and Lemeshow, S. (1989) Applied Logistic Regression. New York: Wiley

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