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Linear Models Binary Logistic Regression

Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

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One-Way IVR 3 Hawaiian Bats Examine Plots on HO – Section 1.1 Define p i =  Y|X i = PR(Y i =1) –Probability of success (Y=1) for each X i –What is the form of p i vs x i ? Define odds i = –Put this equation into words? –Compute & interpret some odds (p i =0.25,0.5,0.75) –What is the form of odds i vs x i ?

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Page 1: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

Linear Models

Binary Logistic Regression

Page 2: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

One-Way IVR 2

Hawaiian Bats• Examine data.frame on HO Section 1.1

• Questions– Is subspecies related to canine tooth height?– Can canine tooth height predict subspecies?

4

Page 3: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

One-Way IVR 3

Hawaiian Bats• Examine Plots on HO – Section 1.1

• Define pi = mY|Xi = PR(Yi=1)

– Probability of success (Y=1) for each Xi

– What is the form of pi vs xi?

• Define oddsi =

– Put this equation into words?– Compute & interpret some odds (pi=0.25,0.5,0.75)– What is the form of oddsi vs xi?

Page 4: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

One-Way IVR 4

Logit Tranform (i.e., “log odds”)

• Define

– Plot of logit(pi) versus xi is generally linear.

2.6 2.8 3.0 3.2 3.4 3.6

-6-4

-20

24

6

Canine Tooth Height (x10,mm)

Logi

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Page 5: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

One-Way IVR 5

Logistic Regression Model• Transformed model then becomes …

• Examine HO – section 1.2

• Interpret• Y-intercept• Slope• Back-transformed slope

Page 6: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

One-Way IVR 6

Slope Coefficient• Additive change in log(odds) for a unit

change in X.

• Examine HO – section 1.3

Page 7: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

One-Way IVR 7

Back-Transformed Slope• Multiplicative change in odds for a unit

change in the explanatory variable.

• Examine HO – section 1.3

Page 8: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

One-Way IVR 8

Default Tests for Slope• Is there a significant relationship between

log(odds) and the explanatory variable?– Does the additive change in log(odds) for a unit

change in explanatory variable equal 0?

– OR does the multiplicative change in odds for a unit change in explanatory variable equal 1?

• See HO – summary() results in Section 1.2

Page 9: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

One-Way IVR 9

Predictions I• What is predicted by plugging xi into line?

• What is predicted if this is back-transformed?

• Can we do more/better?

• See Section 1.4

Page 10: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

One-Way IVR 10

Predictions II• Solve the logistic regression model for x

• What does this allow?

• See HO – Section 1.5

Page 11: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

One-Way IVR 11

Confidence Intervals• Normal theory tends not to work.

• Need to bootstrap.– See HO Section 2.

Page 12: Linear Models Binary Logistic Regression. One-Way IVR 2 Hawaiian Bats Examine data.frame on HO Section 1.1 Questions –Is subspecies related to canine

One-Way IVR 12

Another Example• Households were asked if they would accept an

offer to put solar panels on the roof of their house if they would receive a 50% subsidy from the state.

• Also recorded demographic variables for each household: income, size, monthly mortgage payment, age of head

• Questions:– At what income will 25% of households accept?– What is the probability of acceptance for a household

with an income of $80000.– How much does odds of acceptance change for each

$1000 increase in household income?