Introduction to logistic regression a.k.a. Varbrul

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Presentation transcript:

Introduction to logistic regression a.k.a. Varbrul Christopher Manning Ling 236, 2002

Logistic regression Describes association of binary (or discrete) response variable with set of explanatory variables (often, but not necessarily discrete) Mean of binary response is probability So, probability is related to regression-like model Interpretation of coefficients is in terms of odds Model, estimation and inference differ from linear regression, but use in practice is similar

GLMs: models for statistical analysis Randomness Link function Explanatory Model Normal Identity Continuous Linear regression Categorical Anal. of variance Bernoulli Logit Mixed Logistic regression Poisson Log Loglinear Multinomial Generalized logit Multinomial log. regress.

Risk measures Odds Odds ratio : ratio of odds (focus: risk indicator, covariate) odds in target group / odds in control group [reference category]: ratio of favourable outcomes in target group over ratio in control group. The odds ratio measures the ‘belief’ in a given outcome in two different populations or under two different conditions. If the odds ratio is one, the two populations or conditions are similar.