Chapter 38. Logistic Regression

Table of Contents

Introduction
Method description
The logit function
Odds and odds ratio
Likelihood function
Measures of goodness of fit of the model
Multicollinearity in Logistic Regression
Confidence intervals
Usage
Data requirements
Model building and testing
Model application
Example of logistic regression
References

Introduction

Logistic regression is a variant of ordinary linear regression used when the dependent observations can attain two values, usually the occurrence or non-occurrence of some event. The logistic model predicts the probability of occurrence as a function of the independent variables. Logistic regression fits the data with a special s-shaped curve using linear regression for the dependent variable and transforming it with the function , which produces p-values between 0 and 1. All of the restrictions and recommendations made for linear least squares regression apply to logistic regression as well.