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Does your logistic regression model suck?

Does your logistic regression model suck?

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Does your logistic regression model suck?. PERFECTION!. This is bad. Model Convergence Status Quasi-complete separation of data points detected. Warning: The maximum likelihood estimate may not exist. Warning: - PowerPoint PPT Presentation

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Page 1: Does your logistic regression model suck?

Does your logistic regression model suck?

Page 2: Does your logistic regression model suck?

PERFECTION!

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Page 4: Does your logistic regression model suck?
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This is bad

Model Convergence StatusQuasi-complete separation of data points detected.

Warning:The maximum likelihood estimate may not exist. Warning:The LOGISTIC procedure continues in spite of the above

warning. Results shown are based on the last maximum likelihood iteration. Validity of the model fit is questionable.

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Complete separation

X Group

0 0

1 0

2 0

3 0

4 1

5 1

6 1

7 1

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If you don’t go to church you will never die

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Quasi-complete separation

Like complete separation BUT one or more points where the points have both values

1 12 13 14 14 05 06 0

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there is not a unique maximum likelihood estimate

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“FOR ANY DICHOTOMOUS INDEPENDENT VARIABLE IN A LOGISTIC REGRESSION, IF THERE IS A ZERO IN THE 2 X 2 TABLE FORMED BY THAT VARIABLE AND THE DEPENDENT VARIABLE, THE ML ESTIMATE FOR THE REGRESSION COEFFICIENT DOES NOT EXIST.”

Depressing words from Paul Allison

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What the hell happened?

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Solution?

• Collect more data. • Figure out why your data are missing and fix

that. • Delete the category that has the zero cell..• Delete the variable that is causing the problem

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Model Fit Statistics

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Bonus fact!

• You can compare nested models using the model fit statistics and test if one model is superior to the other