Logistic Regression - STA 6443

A set of vocabulary flashcards based on logistic regression concepts and terminology from the lecture notes.

Logistic Regression

A statistical method used for binary response variables to model the probability of a particular outcome.

Odds

The ratio of the probability that an event happens to the probability that it does not happen.

Odds Ratio

A measure comparing the odds of an event under different conditions.

Binary Response

A type of outcome that has two possible values, typically 0 and 1.

Bernoulli Distribution

A discrete probability distribution for a random variable which takes the value 1 with probability p and the value 0 with probability 1-p.

Goodness-of-fit

A measure of how well the model fits a set of observations.

Hosmer and Lemeshow Test

A statistical test used to assess the goodness-of-fit for logistic regression models.

Pseudo R-Squared

A set of statistics that provide information about the proportion of variance explained by the model, adapted for logistic regression.

Coefficient Interpretation

The interpretation of coefficients in logistic regression is in terms of odds ratios.

Significance Test

A statistical test to determine if the predictor variable has a meaningful contribution to the predictive model.

Misclassification Rate

The ratio of the number of misclassified observations to the total number of observations.

Predictor Variable

An independent variable used to predict the outcome of a dependent variable.

Multiplicative Change

Refers to the change in odds that occurs with a unit increase in a predictor.

Sample Proportion

A proportion of successes observed in a sample, which can serve as a threshold in classification.

Logit Function

The natural logarithm of the odds, represented as log(P/(1-P)).

Model Fit

Refers to how well the statistical model describes the data.