Logistic regression - overview

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Logistic regression
Independent variables
One or more quantitative of interval or ratio level and/or one or more categorical with independent groups, transformed into code variables
Dependent variable
One categorical with 2 independent groups
Null hypothesis
Model chi-squared test for the complete regression model:
• $\beta_1 = \beta_2 = \ldots = \beta_K = 0$
Wald test for individual regression coefficient $\beta_k$:
• $\beta_k = 0$
or in terms of odds ratio:
• $e^{\beta_k} = 1$
Likelihood ratio chi-squared test for individual regression coefficient $\beta_k$:
• $\beta_k = 0$
or in terms of odds ratio:
• $e^{\beta_k} = 1$
in the regression equation $\ln \big(\frac{\pi_{y = 1}}{1 - \pi_{y = 1}} \big) = \beta_0 + \beta_1 \times x_1 + \beta_2 \times x_2 + \ldots + \beta_K \times x_K$
Alternative hypothesis
Model chi-squared test for the complete regression model:
• not all population regression coefficients are 0
Wald test for individual $\beta_k$:
• $\beta_k \neq 0$
or in terms of odds ratio:
• $e^{\beta_k} \neq 1$
If defined as Wald $= \dfrac{b_k}{SE_{b_k}}$ (see 'Test statistic'), also one sided alternatives can be tested:
• right sided: $\beta_k > 0$
• left sided: $\beta_k < 0$
Likelihood ratio chi-squared test for individual $\beta_k$:
• $\beta_k \neq 0$
or in terms of odds ratio:
• $e^{\beta_k} \neq 1$
Assumptions
• In the population, the relationship between the independent variables and the log odds $\ln (\frac{\pi_{y=1}}{1 - \pi_{y=1}})$ is linear
• The residuals are independent of one another
• Variables are measured without error
Also pay attention to:
• Multicollinearity
• Outliers
Test statistic
Model chi-squared test for the complete regression model:
• $X^2 = D_{null} - D_K = \mbox{null deviance} - \mbox{model deviance}$
$D_{null}$, the null deviance, is conceptually similar to the total variance of the dependent variable in OLS regression analysis. $D_K$, the model deviance, is conceptually similar to the residual variance in OLS regression analysis.
Wald test for individual $\beta_k$:
The wald statistic can be defined in two ways:
• Wald $= \dfrac{b_k^2}{SE^2_{b_k}}$
• Wald $= \dfrac{b_k}{SE_{b_k}}$
SPSS uses the first definition

Likelihood ratio chi-squared test for individual $\beta_k$:
• $X^2 = D_{K-1} - D_K$
$D_{K-1}$ is the model deviance, where independent variable $k$ is excluded from the model. $D_{K}$ is the model deviance, where independent variable $k$ is included in the model.
Sampling distribution of $X^2$ and of the Wald statistic if H0 were true
Sampling distribution of $X^2$, as computed in the model chi-squared test for the complete model:
• chi-squared distribution with $K$ (number of independent variables) degrees of freedom
Sampling distribution of the Wald statistic:
• If defined as Wald $= \dfrac{b_k^2}{SE^2_{b_k}}$: approximately a chi-squared distribution with 1 degree of freedom
• If defined as Wald $= \dfrac{b_k}{SE_{b_k}}$: approximately a standard normal distribution
Sampling distribution of $X^2$, as computed in the likelihood ratio chi-squared test for individual $\beta_k$:
• chi-squared distribution with 1 degree of freedom
Significant?
For the model chi-squared test for the complete regression model and likelihood ratio chi-squared test for individual $\beta_k$:
• Check if $X^2$ observed in sample is equal to or larger than critical value $X^{2*}$ or
• Find $p$ value corresponding to observed $X^2$ and check if it is equal to or smaller than $\alpha$
For the Wald test:
• If defined as Wald $= \dfrac{b_k^2}{SE^2_{b_k}}$: same procedure as for the chi-squared tests. Wald can be interpret as $X^2$
• If defined as Wald $= \dfrac{b_k}{SE_{b_k}}$: same procedure as for any $z$ test. Wald can be interpreted as $z$.
Wald-type approximate $C\%$ confidence interval for $\beta_k$
$b_k \pm z^* \times SE_{b_k}$
where $z^*$ is the value under the normal curve with the area $C / 100$ between $-z^*$ and $z^*$ (e.g. $z^*$ = 1.96 for a 95% confidence interval)
Goodness of fit measure $R^2_L$
$R^2_L = \dfrac{D_{null} - D_K}{D_{null}}$
There are several other goodness of fit measures in logistic regression. In logistic regression, there is no single agreed upon measure of goodness of fit.
Example context
Can body mass index, stress level, and gender predict whether people get diagnosed with diabetes?
SPSS
Analyze > Regression > Binary Logistic...
• Put your dependent variable in the box below Dependent and your independent (predictor) variables in the box below Covariate(s)
Jamovi
Regression > 2 Outcomes - Binomial
• Put your dependent variable in the box below Dependent Variable and your independent variables of interval/ratio level in the box below Covariates
• If you also have code (dummy) variables as independent variables, you can put these in the box below Covariates as well
• Instead of transforming your categorical independent variable(s) into code variables, you can also put the untransformed categorical independent variables in the box below Factors. Jamovi will then make the code variables for you 'behind the scenes'
Practice questions