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Statistics - Logistic Regression
Logistic regression is a statistical method for analyzing a dataset in which there are one or more independent variables that determine an outcome. The outcome is measured with a dichotomous variable (in which there are only two possible outcomes).
Formula
${pi(x) = frac{e^{alpha + eta x}}{1 + e^{alpha + eta x}}}$
Where −
Response - Presence/Absence of characteristic.
Predictor - Numeric variable observed for each case
${eta = 0 Rightarrow }$ P (Presence) is the same at each level of x.
${eta gt 0 Rightarrow }$ P (Presence) increases as x increases
${eta = 0 Rightarrow }$ P (Presence) decreases as x increases.
Example
Problem Statement:
Solve the logistic regression of the following problem Rizatriptan for Migraine
Response - Complete Pain Repef at 2 hours (Yes/No).
Predictor - Dose (mg): Placebo (0), 2.5,5,10
Dose | #Patients | #Repeved | %Repeved |
---|---|---|---|
0 | 67 | 2 | 3.0 |
2.5 | 75 | 7 | 9.3 |
5 | 130 | 29 | 22.3 |
10 | 145 | 40 | 27.6 |
Solution:
Having ${alpha = -2.490} and ${eta = .165}, we ve following data:
$ {pi(0) = frac{e^{alpha + eta imes 0}}{1 + e^{alpha + eta imes 0}} \[7pt] , = frac{e^{-2.490 + 0}}{1 + e^{-2.490}} \[7pt] \[7pt] , = 0.03 \[7pt] pi(2.5) = frac{e^{alpha + eta imes 2.5}}{1 + e^{alpha + eta imes 2.5}} \[7pt] , = frac{e^{-2.490 + .165 imes 2.5}}{1 + e^{-2.490 + .165 imes 2.5}} \[7pt] , = 0.09 \[7pt] \[7pt] pi(5) = frac{e^{alpha + eta imes 5}}{1 + e^{alpha + eta imes 5}} \[7pt] , = frac{e^{-2.490 + .165 imes 5}}{1 + e^{-2.490 + .165 imes 5}} \[7pt] , = 0.23 \[7pt] \[7pt] pi(10) = frac{e^{alpha + eta imes 10}}{1 + e^{alpha + eta imes 10}} \[7pt] , = frac{e^{-2.490 + .165 imes 10}}{1 + e^{-2.490 + .165 imes 10}} \[7pt] , = 0.29 }$Dose(${x}$) | ${pi(x)}$ |
---|---|
0 | 0.03 |
2.5 | 0.09 |
5 | 0.23 |
10 | 0.29 |