text: # Logistic regression - overview
  
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  Logistic regression
  Logistic regression
  Independent variablesIndependent variables
  One or more quantitative of interval or ratio level and/or one or more categorical with independent groups, transformed into code variablesOne or more quantitative of interval or ratio level and/or one or more categorical with independent groups, transformed into code variables
  Dependent variableDependent variable
  One categorical with 2 independent groupsOne categorical with 2 independent groups
  Null hypothesisNull hypothesis
  Model chi-squared test for the complete regression model:
  • H0: $\beta_1 = \beta_2 = \ldots = \beta_K = 0$
  Wald test for individual regression coefficient $\beta_k$:
  • H0: $\beta_k = 0$
  or in terms of odds ratio:
  • H0: $e^{\beta_k} = 1$
  Likelihood ratio chi-squared test for individual regression coefficient $\beta_k$:
  • H0: $\beta_k = 0$
  or in terms of odds ratio:
  • H0: $e^{\beta_k} = 1$
  in the regression equation $\ln \big(\frac{\pi_{y = 1}}{1 - \pi_{y = 1}} \big) = \beta_0 + \beta_1 \times x_1 + \beta_2 \times x_2 + \ldots + \beta_K \times x_K$. Here $x_i$ represents independent variable $i$, $\beta_i$ is the regression weight for independent variable $x_i$, and $\pi_{y = 1}$ represents the true probability that the dependent variable $y = 1$ (or equivalently, the proportion of $y = 1$ in the population) given the scores on the independent variables.
  Model chi-squared test for the complete regression model:
  • H0: $\beta_1 = \beta_2 = \ldots = \beta_K = 0$
  Wald test for individual regression coefficient $\beta_k$:
  • H0: $\beta_k = 0$
  or in terms of odds ratio:
  • H0: $e^{\beta_k} = 1$
  Likelihood ratio chi-squared test for individual regression coefficient $\beta_k$:
  • H0: $\beta_k = 0$
  or in terms of odds ratio:
  • H0: $e^{\beta_k} = 1$
  in the regression equation $\ln \big(\frac{\pi_{y = 1}}{1 - \pi_{y = 1}} \big) = \beta_0 + \beta_1 \times x_1 + \beta_2 \times x_2 + \ldots + \beta_K \times x_K$. Here $x_i$ represents independent variable $i$, $\beta_i$ is the regression weight for independent variable $x_i$, and $\pi_{y = 1}$ represents the true probability that the dependent variable $y = 1$ (or equivalently, the proportion of $y = 1$ in the population) given the scores on the independent variables.
  Alternative hypothesisAlternative hypothesis
  Model chi-squared test for the complete regression model:
  • H1: not all population regression coefficients are 0
  Wald test for individual regression coefficient $\beta_k$:
  • H1: $\beta_k \neq 0$
  or in terms of odds ratio:
  • H1: $e^{\beta_k} \neq 1$
  If defined as Wald $= \dfrac{b_k}{SE_{b_k}}$ (see 'Test statistic'), also one sided alternatives can be tested:
  • H1 right sided: $\beta_k > 0$
  • H1 left sided: $\beta_k < 0$
  Likelihood ratio chi-squared test for individual regression coefficient $\beta_k$:
  • H1: $\beta_k \neq 0$
  or in terms of odds ratio:
  • H1: $e^{\beta_k} \neq 1$
  Model chi-squared test for the complete regression model:
  • H1: not all population regression coefficients are 0
  Wald test for individual regression coefficient $\beta_k$:
  • H1: $\beta_k \neq 0$
  or in terms of odds ratio:
  • H1: $e^{\beta_k} \neq 1$
  If defined as Wald $= \dfrac{b_k}{SE_{b_k}}$ (see 'Test statistic'), also one sided alternatives can be tested:
  • H1 right sided: $\beta_k > 0$
  • H1 left sided: $\beta_k < 0$
  Likelihood ratio chi-squared test for individual regression coefficient $\beta_k$:
  • H1: $\beta_k \neq 0$
  or in terms of odds ratio:
  • H1: $e^{\beta_k} \neq 1$
  AssumptionsAssumptions
  • 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
  • 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 statisticTest 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.
  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 trueSampling 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 the chi-squared distribution with 1 degree of freedom
  • If defined as Wald $= \dfrac{b_k}{SE_{b_k}}$: approximately the 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
  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 the chi-squared distribution with 1 degree of freedom
  • If defined as Wald $= \dfrac{b_k}{SE_{b_k}}$: approximately the 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?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 $z$.
  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 $\beta_k$Wald-type approximate $C\%$ confidence interval for $\beta_k$
  $b_k \pm z^* \times SE_{b_k}$
  where the critical value $z^*$ 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).
  $b_k \pm z^* \times SE_{b_k}$
  where the critical value $z^*$ 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 $R^2_L$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.
  $R^2_L = \dfrac{D_{null} - D_K}{D_{null}}$
  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 contextExample context
  Can body mass index, stress level, and gender predict whether people get diagnosed with diabetes?Can body mass index, stress level, and gender predict whether people get diagnosed with diabetes?
  SPSSSPSS
  Analyze > Regression > Binary Logistic...
  • Put your dependent variable in the box below Dependent and your independent (predictor) variables in the box below Covariate(s)
  Analyze > Regression > Binary Logistic...
  • Put your dependent variable in the box below Dependent and your independent (predictor) variables in the box below Covariate(s)
  JamoviJamovi
  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'
  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 questionsPractice questions
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