AMDA-2008-Session 16 - Logistic Regression Simple Logistic...

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Unformatted text preview: Logistic Regression Simple Logistic Regression ( 29 ( 29 ( 29 ( 29 x x x + = + = = - = = = = = = = = (x) logit is model regression logistic The (x) logit by determined uniquely is (x) Thus . e 1 e (x) then (x) logit t If ) ( 1 ) ( ln (x) logit Define, x X when success of y probabilit x) X | 1 P(Y (x) Let (success) 1 and (failure) values only two takes Y y variable explanator X variable response Y Let t t The logistic function Interpreting Logistic Regression Equation Parameters chance. 50% has outcome each at which level the represents This . EL by denoted is and level effective median called is x of value This .- x 0.5 (x) 0.5 to equal is (x) e point wher at the maximum is (x) (x) value the and on depends (x) of change of rate The (x)).- (x)(1 (x) Note (x) on impact no has X in increase An 50 = = = = Odds Ratio Interpretation e e e x x x = + = + =- at x success of Odds 1 at x success of Odds have we ) ( ) exp( ) ( 1 (x) Since Estimation of and ). , L( maximizing y numericall by obtained are and e 1 1 e 1 e )) ( 1 ( ))...
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This note was uploaded on 05/07/2009 for the course FIN AMDA taught by Professor Proflaha during the Spring '09 term at Indian Institute Of Management, Ahmedabad.

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AMDA-2008-Session 16 - Logistic Regression Simple Logistic...

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