An Introduction To Logistic Regression
An Introduction To Logistic Regression
to Logistic
JohnWhitehead
Regression
Department of Economics
Appalachian State University
Outline
Introduction and
Description
Some Potential
Problems and Solutions
Writing Up the Results
An Example: Hurricane
Evacuations
Q: EVAC
Did you evacuate your home to go someplace
safer before Hurricane Dennis (Floyd) hit?
1 YES
2 NO
3 DON'T KNOW
4 REFUSED
The Data
EVAC
0
0
0
1
1
0
0
0
0
0
0
0
1
PETS
1
1
1
1
0
0
0
1
1
0
0
1
1
MOBLHOME
0
0
1
1
0
0
0
0
0
0
0
0
1
TENURE
16
26
11
1
5
34
3
3
10
2
2
25
20
EDUC
16
12
13
10
12
12
14
16
12
18
12
16
12
OLS Results
Dependent Variable:
Variable
(Constant)
PETS
MOBLHOME
TENURE
EDUC
FLOYD
2
R
F-stat
EVAC
B
0.190
-0.137
0.337
-0.003
0.003
0.198
0.145
36.010
t-value
2.121
-5.296
8.963
-2.973
0.424
8.147
Problems:
Predicted Values outside the 0,1
range
Descriptive Statistics
N
Unstandardized
Predicted Value
Valid N (listwise)
1070
1070
Minimum
Maximum
-.08498
.76027
Mean
Std.
Deviat
.2429907
.1632
Heteroskedasticity
10
U
n
s
t
a
n
d
a
r
d
i
z
e
d
-10
R
e
s
i
d
u
a
l
-20
Park Test
0
TENURE
20
40
60
100
More:
The logistic distribution constrains the
estimated probabilities to lie between 0
and 1.
The estimated probability is:
p = 1/[1 + exp(- - X)]
Interpreting Coefficients
Since:
ln[p/(1-p)] = + X + e
Since:
[p/(1-p)] = exp( + X)
Exp(B)
1/Exp(B)
-0.6593
1.5583
-0.0198
0.0501
-0.916
0.5172
4.7508
0.9804
1.0514
1.933
1.020
Hypothesis Testing
An Example:
Variable
S.E.
PETS
-0.6593 0.2012
MOBLHOME 1.5583 0.2874
TENURE
-0.0198 0.008
EDUC
0.0501 0.0468
Constant
-0.916
0.69
Wald
Sig
t-value
-3.28
5.42
-2.48
1.07
-1.33
Model Chi-Square
The model likelihood ratio (LR), statistic
is
An Example:
Beginning Block Number 1. Method: Enter
-2 Log Likelihood
687.35714
Variable(s) Entered on Step Number
1..
PETS
PETS
MOBLHOME MOBLHOME
TENURE TENURE
EDUC
EDUC
Estimation terminated at iteration number 3 because
Log Likelihood decreased by less than .01 percent.
-2 Log Likelihood
Model
641.842
Chi-Square
df
Sign.
45.515
0.0000
An Example:
Observed
0
1
Predicted
0
1
328
24
139
44
Overall
% Correct
93.18%
24.04%
69.53%
Pseudo-R
An Example:
Beginning -2 LL
Ending -2 LL
Ending/Beginning
2
McF. R = 1 - E./B.
687.36
641.84
0.9338
0.0662
An Example:
Variable
PETS
MOBLHOME
TENURE
EDUC
CHILD
WHITE
FEMALE
Constant
Beginning -2 LL
Ending -2 LL
Wald
Sig
-0.699
1.570
-0.020
0.049
0.009
0.186
0.018
-1.049
10.968
29.412
5.993
1.079
0.011
0.422
0.008
2.073
0.001
0.000
0.014
0.299
0.917
0.516
0.928
0.150
687.36
641.41
641.84
641.41
0.43
3
11.345
Functional Form
Multicollinearity
Structural Breaks
An Example
Floyd
B
-0.66
1.56
-0.02
0.05
-0.92
687.36
641.84
45.52
Dennis
B
-1.20
2.00
-0.02
-0.04
-0.78
440.87
382.84
58.02
Pooled
B
-0.79
1.62
-0.02
0.02
-0.97
1186.64
1095.26
91.37
Variable
PETS
MOBLHOME
TENURE
EDUC
FLOYD
Constant
B
-0.85
1.75
-0.02
0.02
1.26
-1.68
Wald
27.20
65.67
8.34
0.27
59.08
8.71
Sig
0.000
0.000
0.004
0.606
0.000
0.003
Writing Up Results
An Example:
"The dependent variable which
measures the willingness to evacuate
is EVAC. EVAC is equal to 1 if the
respondent evacuated their home
during Hurricanes Floyd and Dennis
and 0 otherwise. The logistic
regression model is used to estimate
the factors which influence
evacuation behavior."
An Example:
Table 2. Logistic Regression Results
Dependent Variable = EVAC
Variable
B
B/S.E.
PETS
MOBLHOME
TENURE
EDUC
Constant
-0.6593
1.5583
-0.0198
0.0501
-0.916
Model Chi-Squared
45.515
-3.28
5.42
-2.48
1.07
-1.33
Also
References
http://personal.ecu.edu/whiteheadj/data/logit/
http://personal.ecu.edu/whiteheadj/data/logit/logitpap.htm
E-mail: [email protected]