e-Statistics

Logistic Regression

A particular combination of values in $x_{1{j}},\ldots,x_{k{j}}$ produces binary responses of either "Yes" or "No" ("1" or "0") for $ n$ different combinations, where the variables for $ x_{ij}$'s are called explanatory variables or "predictors." For each combination, the responses are counted as $N_{1j}$ and $N_{0j}$, and summarized in the following table.

Predictor Yes count No count
$ x_{11},\ldots,x_{k1}$ $ N_{11}$ $ N_{01}$
$ \vdots$ $ \vdots$  
$ x_{1n},\ldots,x_{kn}$ $ N_{1n}$ $ N_{0n}$

The regression model

$\displaystyle \mathrm{logit}(p_{j}) = \beta_0 + \beta_1 x_{1j} + \cdots + \beta_k x_{kj}
$

is called a logistic regression, where

$\displaystyle \mathrm{logit}(s) = \log\left(\frac{s}{1-s}\right)
$

called the logit function. Here $p_j$ represents the probability (or the proportion) of "Yes" in the following table.

Predictor Probability of Yes
$ x_{11},\ldots,x_{k1}$ $ p_{1}$
$ \vdots$ $ \vdots$
$ x_{1n},\ldots,x_{kn}$ $ p_{n}$


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