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Will a patient live or die after being admitted to a
hospital?
I don’t Know
But this is an issue which will help me to understand
Logistic regression as it is the way that can be used to model
categorical outcomes such as this.
Logistic Regression Regression
Independent
Variable
Dependent
Variable
Example
Quantitative,
Qualitative
Qualitative
Quantitative,
Qualitative
Quantitative
Result (Pass, Fail) is
the function of time
given to study
Marks obtained is
the function of time
given to study
Binomial Distribution
Data Qualitative Data with two categories
Number of
Trials
Fixed or known
Relation
betweenTrials
Independent
Probability Constant Probability of Success & Failure
Marks
Study
Hours
Passing
Marks
Study
Hours
Result
Pass
Fail
Logistic RegressionRegression
What is Logistic Regression?
Probability Odd Ratio
Let there be 7 chances of success and 3 chances of failure
out of total 10 chances
Chances of event / Chances
of not Event
Chances of event / Total
Chances
.01
.1
.5
.6
.9
.99
1:99
1:9
1:1
3:2
9:1
99:1
Change the Given
Probabilities into Odd ratio
Probability Odd Ratio
Log Odd Ratio
Logit Ratio
Formula
Values
.01
.1
.5
.6
.9
.99
1:99
1:9
1:1
3:2
9:1
99:1
-4.59
-2.20
0
.41
2.20
4.59
Logistic RegressionTheory
Different Methods to Express Logistic Regression
Odd Ratio
Form
Logit form
Conditional
Probability
form
Formula
0to +∞Range -∞ to +∞0 to 1
.01
.1
.5
.6
.9
.99
1:99
1:9
1:1
3:2
9:1
99:1
-4.59
-2.20
0
.41
2.20
4.59
Values
0.0101
0.11
1
1.5
9
99
Logistic RegressionTheory
Male Female Total
Pass 45 25 70
Fail 5 25 30
Total 50 50 100
Male Female Total
Pass 45[.9]
Pass/Male
25 [.5]
Pass/Female
70 (.7)
Fail 5 [.1]
Fail/Male
25 [.5]
Fail/Female
30 (.3)
Total 50 (.5) 50 (.5) 100 (1)
ContingencyTable
ContingencyTable
with Conditional
Probabilities [ ]
Males have more
chances of passing
Male Female Total
Pass 45 25 70
Fail 5 25 30
Total 50 50 100
Odd Ratio
Male Female Total
Pass 45:5 25:25 70:30
Fail 5:45 25:25 30:70
Total 50 50 100
ContingencyTable
Odd Ratio
Males Have Better
Odd Ratio
Male Female Total
Pass 9:1 1:1 7:3
Fail 1:9 1:1 3:7
Total 50 50 100
Simplified Odd
Ratio
Male’s
Odd of
Passing
Female’s
Odd of
Passing
Male Female Total
Pass 9 1 2.33
Fail .111 1 .433
Total 50 50 100
Odd Ratio in
fraction
Relative Odd RatioRatio of Two
Odd Ratios
9/1 = 9
We are interested in the relationship between unemployment & Ethnic
Group for a sample of 18 years old.The following data is available
Ethnic Groups
White Black Total
1700 40 1740
112 8 120
1812 48 1860
Calculate
1. Conditional Probability of Being unemployed given each ethnic
Group
2. Odd ratio of being unemployed for both the Ethnic Groups
3. Simplified Odd ratios and Odd Ratios in numbers
4. Relative Odd Ratios
Conditional Probability for being Unemployed given each ethnic Group
Ethnic Groups
White Black Total
1700 40 1740
112 8 120
1812 48 1860
Ethnic Groups
White Black Total
1700/1812 40/48 1740
112/1812 8/48 120
1812/1812 48/48 1860
Ethnic Groups
White Black Total
.94 .83 1740
.06 .17 120
1 1 1860
Conditional Probability for being Unemployed given each ethnic Group
Odd Ratio for being Unemployed for each ethnic Group
Ethnic Groups
White Black Total
1700 40 1740
112 8 120
1812 48 1860
Ethnic Groups
White Black Total
1700:112 40:8 1740
112:1700 8:40 120
1812 48 1860
Ethnic Groups
White Black Total
15.2 5 1740
.066 .2 120
1812 48 1860
Odd Ratio for being Unemployed for each ethnic Group
Ethnic Groups
White Black Total
1700:112 40:8 1740
112:1700 8:40 120
1812 48 1860
Relative Odd Ratio for being Unemployed forWhite and Black
Relative Odd Ratio =
Odd Ratio of One Group for
Being Unemployed
Odd Ratio of the other Group
for Being Unemployed
= 0.33 to 1 = 3 to 1&
Logistic Example Manually &
Through SPSS
Ethnic Groups
White Black Total
90 30 120
19 33 52
109 63 172
Ethnic Groups
White Black Total
90 30 120
19 33 52
109 63 172
Ethnic Groups
White Black Total
0.83 0.48 120 (.7)
0.17 0.52 52 (.3)
109 (.63) 63 (.37) 172 (1)
Frequency Data
Conditional
Probability
Ethnic Groups
White Black Total
90 30 120
19 33 52
109 63 172
Frequency Data
Ethnic Groups
White Black Total
90:19 30:33 120
19:90 33:30 52
109 63 172
Odd Ratio
Ethnic Groups
White Black Total
4.73 0.91 120
0.21 1.1 52
109 63 172
Odd Ratio in
Fraction
White Having
Behavioral Problem
Black Having
Behavioral Problem
Conditional
Probability
Odd Ratio, Fraction
Relative Odd Ratio
Ln of Odd Ratio
0.17 0.52
19:90 = 0.21 33:30 = 1.1
0.192 to 1 5.21 to 1
-1.561 0.095
Logistic Equation
Ln(Odd Ratio) = -1.56 +1.65X
X = 0,
LnOR = -1.56
X = 1,
LnOR = 0.095
X = 0,
OR = 0.21
X = 1, OR = 1.1
0.17 0.52
compare the fit of
two models. How
well a model fits as
compared to the other.
-2Logliklihood
Lower theValue
better the fit of
Alternative
Chi Square
Test
Base Model is
better
Alternative is
better
Table showing how many
observations have been
predicted correctly
Both Models are
same
Proposed is better
Larger difference
is better
P < 0.05
Diagnosis of LR
Classification
Table
Difference between
the Base Model and
Proposed Model
Higher the correct prediction
the better
Likelihood Ratio Test
Based On
it checks whether the fuller model is better than the
base model.
What is it?
Loglikelihood function= -2loglikelihood
Measures the discrepancy between the observed and
predicted values
Interpretation
loglikelihood
Lower the value the better
Wald Test
Based On
Squared ratio between b1 and Sb1 , (b1/Sb1)2What is it?
Chi Square distribution at 1 df
Interpretation Larger value is significant
Measure of the Proportion of Variance
Based On
Measure of the proportion of variation explainedWhat is it?
Comparison of log-liklihood of the base and proposed model
Measures Cox & Snell’s R2 Nagelkerke’s R2
Interpretation
The higher the better (Value is between 0 & 1)
Does not attain 1 for
the perfect model
Attains1 for the perfect
model
The Hosmer-Lemeshow Goodness-of-Fit Test
Based On
What is it?
Interpretation Significant means the fit is bad
Interpreting the Logistic ModelModel
With one unit
increase in x
log(OR) of the
success will
increase by 1.3
units on average
Interpretation
Logit Odd Ratio Probability
With one unit
increase in x OR of
success will
increase by e1.3
units or by 3.67
units.
It gives the
probability of
success for a
particular value of x
Conducting Logistic Regression Using SPSS
Data Codes
Interpreting the Logistic ModelModelInterpretation
Logit
• Log of Odd ratio of being unemployed is -1.6 for the white
• Log of Odd Ratio of being unemployed decreases by 1.1 for
the Black
Interpreting the Logistic ModelModelInterpretation
Odd Ratio
• Odd ratio of being unemployed is 0.2 for the white
• Odd Ratio of being unemployed is 0.61
= 0.20
= 0.061
Logistic Regression with
Quantitative IndependentVariable
 We want to determine whether marks of
the students really determine the result
of the studetns
Logistic Regression
Logistic Regression
Logistic Regression
Logistic Regression

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Logistic regression

  • 1.
  • 2. Will a patient live or die after being admitted to a hospital? I don’t Know But this is an issue which will help me to understand Logistic regression as it is the way that can be used to model categorical outcomes such as this.
  • 3.
  • 4. Logistic Regression Regression Independent Variable Dependent Variable Example Quantitative, Qualitative Qualitative Quantitative, Qualitative Quantitative Result (Pass, Fail) is the function of time given to study Marks obtained is the function of time given to study
  • 5. Binomial Distribution Data Qualitative Data with two categories Number of Trials Fixed or known Relation betweenTrials Independent Probability Constant Probability of Success & Failure
  • 7. What is Logistic Regression?
  • 8. Probability Odd Ratio Let there be 7 chances of success and 3 chances of failure out of total 10 chances Chances of event / Chances of not Event Chances of event / Total Chances .01 .1 .5 .6 .9 .99 1:99 1:9 1:1 3:2 9:1 99:1 Change the Given Probabilities into Odd ratio
  • 9. Probability Odd Ratio Log Odd Ratio Logit Ratio Formula Values .01 .1 .5 .6 .9 .99 1:99 1:9 1:1 3:2 9:1 99:1 -4.59 -2.20 0 .41 2.20 4.59
  • 10.
  • 11.
  • 13. Different Methods to Express Logistic Regression Odd Ratio Form Logit form Conditional Probability form Formula 0to +∞Range -∞ to +∞0 to 1 .01 .1 .5 .6 .9 .99 1:99 1:9 1:1 3:2 9:1 99:1 -4.59 -2.20 0 .41 2.20 4.59 Values 0.0101 0.11 1 1.5 9 99
  • 14. Logistic RegressionTheory Male Female Total Pass 45 25 70 Fail 5 25 30 Total 50 50 100 Male Female Total Pass 45[.9] Pass/Male 25 [.5] Pass/Female 70 (.7) Fail 5 [.1] Fail/Male 25 [.5] Fail/Female 30 (.3) Total 50 (.5) 50 (.5) 100 (1) ContingencyTable ContingencyTable with Conditional Probabilities [ ] Males have more chances of passing
  • 15. Male Female Total Pass 45 25 70 Fail 5 25 30 Total 50 50 100 Odd Ratio Male Female Total Pass 45:5 25:25 70:30 Fail 5:45 25:25 30:70 Total 50 50 100 ContingencyTable Odd Ratio Males Have Better Odd Ratio Male Female Total Pass 9:1 1:1 7:3 Fail 1:9 1:1 3:7 Total 50 50 100 Simplified Odd Ratio Male’s Odd of Passing Female’s Odd of Passing
  • 16. Male Female Total Pass 9 1 2.33 Fail .111 1 .433 Total 50 50 100 Odd Ratio in fraction Relative Odd RatioRatio of Two Odd Ratios 9/1 = 9
  • 17. We are interested in the relationship between unemployment & Ethnic Group for a sample of 18 years old.The following data is available Ethnic Groups White Black Total 1700 40 1740 112 8 120 1812 48 1860 Calculate 1. Conditional Probability of Being unemployed given each ethnic Group 2. Odd ratio of being unemployed for both the Ethnic Groups 3. Simplified Odd ratios and Odd Ratios in numbers 4. Relative Odd Ratios
  • 18. Conditional Probability for being Unemployed given each ethnic Group Ethnic Groups White Black Total 1700 40 1740 112 8 120 1812 48 1860 Ethnic Groups White Black Total 1700/1812 40/48 1740 112/1812 8/48 120 1812/1812 48/48 1860
  • 19. Ethnic Groups White Black Total .94 .83 1740 .06 .17 120 1 1 1860 Conditional Probability for being Unemployed given each ethnic Group
  • 20. Odd Ratio for being Unemployed for each ethnic Group Ethnic Groups White Black Total 1700 40 1740 112 8 120 1812 48 1860 Ethnic Groups White Black Total 1700:112 40:8 1740 112:1700 8:40 120 1812 48 1860
  • 21. Ethnic Groups White Black Total 15.2 5 1740 .066 .2 120 1812 48 1860 Odd Ratio for being Unemployed for each ethnic Group Ethnic Groups White Black Total 1700:112 40:8 1740 112:1700 8:40 120 1812 48 1860
  • 22. Relative Odd Ratio for being Unemployed forWhite and Black Relative Odd Ratio = Odd Ratio of One Group for Being Unemployed Odd Ratio of the other Group for Being Unemployed = 0.33 to 1 = 3 to 1&
  • 23. Logistic Example Manually & Through SPSS Ethnic Groups White Black Total 90 30 120 19 33 52 109 63 172
  • 24. Ethnic Groups White Black Total 90 30 120 19 33 52 109 63 172 Ethnic Groups White Black Total 0.83 0.48 120 (.7) 0.17 0.52 52 (.3) 109 (.63) 63 (.37) 172 (1) Frequency Data Conditional Probability
  • 25. Ethnic Groups White Black Total 90 30 120 19 33 52 109 63 172 Frequency Data Ethnic Groups White Black Total 90:19 30:33 120 19:90 33:30 52 109 63 172 Odd Ratio Ethnic Groups White Black Total 4.73 0.91 120 0.21 1.1 52 109 63 172 Odd Ratio in Fraction
  • 26. White Having Behavioral Problem Black Having Behavioral Problem Conditional Probability Odd Ratio, Fraction Relative Odd Ratio Ln of Odd Ratio 0.17 0.52 19:90 = 0.21 33:30 = 1.1 0.192 to 1 5.21 to 1 -1.561 0.095 Logistic Equation Ln(Odd Ratio) = -1.56 +1.65X X = 0, LnOR = -1.56 X = 1, LnOR = 0.095 X = 0, OR = 0.21 X = 1, OR = 1.1 0.17 0.52
  • 27.
  • 28. compare the fit of two models. How well a model fits as compared to the other. -2Logliklihood Lower theValue better the fit of Alternative Chi Square Test Base Model is better Alternative is better Table showing how many observations have been predicted correctly Both Models are same Proposed is better Larger difference is better P < 0.05 Diagnosis of LR Classification Table Difference between the Base Model and Proposed Model Higher the correct prediction the better
  • 29. Likelihood Ratio Test Based On it checks whether the fuller model is better than the base model. What is it? Loglikelihood function= -2loglikelihood Measures the discrepancy between the observed and predicted values Interpretation loglikelihood Lower the value the better
  • 30. Wald Test Based On Squared ratio between b1 and Sb1 , (b1/Sb1)2What is it? Chi Square distribution at 1 df Interpretation Larger value is significant
  • 31. Measure of the Proportion of Variance Based On Measure of the proportion of variation explainedWhat is it? Comparison of log-liklihood of the base and proposed model Measures Cox & Snell’s R2 Nagelkerke’s R2 Interpretation The higher the better (Value is between 0 & 1) Does not attain 1 for the perfect model Attains1 for the perfect model
  • 32. The Hosmer-Lemeshow Goodness-of-Fit Test Based On What is it? Interpretation Significant means the fit is bad
  • 33. Interpreting the Logistic ModelModel With one unit increase in x log(OR) of the success will increase by 1.3 units on average Interpretation Logit Odd Ratio Probability With one unit increase in x OR of success will increase by e1.3 units or by 3.67 units. It gives the probability of success for a particular value of x
  • 36.
  • 37.
  • 38. Interpreting the Logistic ModelModelInterpretation Logit • Log of Odd ratio of being unemployed is -1.6 for the white • Log of Odd Ratio of being unemployed decreases by 1.1 for the Black
  • 39. Interpreting the Logistic ModelModelInterpretation Odd Ratio • Odd ratio of being unemployed is 0.2 for the white • Odd Ratio of being unemployed is 0.61 = 0.20 = 0.061
  • 40. Logistic Regression with Quantitative IndependentVariable  We want to determine whether marks of the students really determine the result of the studetns