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Logistic Regression
Extends idea of linear regression to situation where outcome variable is categorical
When is Logistic Regression Used
Particularly where a structured model is useful to explain (profiling) or to predict
Logistic Regression Classification
Binary Classification
Logit Goal
Find a function of the predictor variables that relate them to a binary outcome
Logit Defintion
Use a function of y
How can logit be modeled
As a linear function of the predictors
Can a logit be mapped
Yes it can be mapped as a probability and class
Logistic Response Function P
equals the probability of belonging to class one
P size
Has to be between 0 and 1S
Standard Linear Function Q
The number of predictors
What is used to fix problem
Logistic response function
Odds formula
p/ 1 - p
Probability of event
p = odds / 1 + odds
Logit predictors are
infinity to infifty
Popular choice for cutoff
.5
Maximum likelihood estimation
Estimates of B’s are derived through an iterative process
Null hypothesis coefficient for predictors
0