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Logistic Regression
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Outline Simple Logistic Regression Multiple Logistic Regression
Fungsi logistik Interpretasi koefisien coefficients Multiple Logistic Regression Examples
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Logistic Function P(“Success”|X) X
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Logit Transformation The logistic regression model is given by
which is equivalent to This is called the Logit Transformation
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The logisitic Regression Model
Let p denote P[y = 1] = P[Success]. This quantity will increase with the value of x. is called the odds ratio The ratio: This quantity will also increase with the value of x, ranging from zero to infinity. The quantity: is called the log odds ratio
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Example: odds ratio, log odds ratio
Suppose a die is rolled: Success = “roll a six”, p = 1/6 The odds ratio The log odds ratio
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The logisitic Regression Model
Assumes the log odds ratio is linearly related to x. i. e. : In terms of the odds ratio
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The logisitic Regression Model
Solving for p in terms x. or
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Interpretation of the parameter b0 (determines the intercept)
x
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Interpretation of the parameter b1 (determines when p is 0
Interpretation of the parameter b1 (determines when p is 0.50 (along with b0)) p when x
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Also when is the rate of increase in p with respect to x when p = 0.50
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Interpretation of the parameter b1 (determines slope when p is 0.50 )
x
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The data The data will for each case consist of
a value for x, the continuous independent variable a value for y (1 or 0) (Success or Failure) Total of n = 250 cases
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Estimation of the parameters
The parameters are estimated by Maximum Likelihood estimation and require a statistical package such as SPSS
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Here is the output The Estimates and their S.E.
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The Multiple Logistic Regression model
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Here we attempt to predict the outcome of a binary response variable Y from several independent variables X1, X2 , … etc
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The data
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The results
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Menggunakan excel memanfaatkan solver add-in
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