• 제목/요약/키워드: logistic regression

검색결과 5,239건 처리시간 0.083초

Improved Exact Inference in Logistic Regression Model

  • Kim, Donguk;Kim, Sooyeon
    • Communications for Statistical Applications and Methods
    • /
    • 제10권2호
    • /
    • pp.277-289
    • /
    • 2003
  • We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

MULTIPLE OUTLIER DETECTION IN LOGISTIC REGRESSION BY USING INFLUENCE MATRIX

  • Lee, Gwi-Hyun;Park, Sung-Hyun
    • Journal of the Korean Statistical Society
    • /
    • 제36권4호
    • /
    • pp.457-469
    • /
    • 2007
  • Many procedures are available to identify a single outlier or an isolated influential point in linear regression and logistic regression. But the detection of influential points or multiple outliers is more difficult, owing to masking and swamping problems. The multiple outlier detection methods for logistic regression have not been studied from the points of direct procedure yet. In this paper we consider the direct methods for logistic regression by extending the $Pe\tilde{n}a$ and Yohai (1995) influence matrix algorithm. We define the influence matrix in logistic regression by using Cook's distance in logistic regression, and test multiple outliers by using the mean shift model. To show accuracy of the proposed multiple outlier detection algorithm, we simulate artificial data including multiple outliers with masking and swamping.

물류예측모형에 관한 연구 -수도권 물동량 예측을 중심으로- (A Study on Change of Logistics in the region of Seoul, Incheon, Kyunggi)

  • 노경호
    • 경영과정보연구
    • /
    • 제7권
    • /
    • pp.427-450
    • /
    • 2001
  • This research suggests the estimation methodology of Logistics. This paper elucidates the main problems associated with estimation in the regression model. We review the methods for estimating the parameters in the model and introduce a modified procedure in which all models are fitted and combined to construct a combination of estimates. The resulting estimators are found to be as efficient as the maximum likelihood (ML) estimators in various cases. Our method requires more computations but has an advantage for large data sets. Also, it enables to detect particular features in the data structure. Examples of real data are used to illustrate the properties of the estimators. The backgrounds of estimation of logistic regression model is the increasing logistic environment importance today. In the first phase, we conduct an exploratory study to discuss 9 independent variables. In the second phase, we try to find the fittest logistic regression model. In the third phase, we calculate the logistic estimation using logistic regression model. The parameters of logistic regression model were estimated using ordinary least squares regression. The standard assumptions of OLS estimation were tested. The calculated value of the F-statistics for the logistic regression model is significant at the 5% level. The logistic regression model also explains a significant amount of variance in the dependent variable. The parameter estimates of the logistic regression model with t-statistics in parentheses are presented in Table. The object of this paper is to find the best logistic regression model to estimate the comparative accurate logistics.

  • PDF

Comparative Study on Statistical Packages for Analyzing Logistic Regression - MINITAB, SAS, SPSS, STATA -

  • Kim, Soon-Kwi;Jeong, Dong-Bin;Park, Young-Sool
    • Journal of the Korean Data and Information Science Society
    • /
    • 제15권2호
    • /
    • pp.367-378
    • /
    • 2004
  • Recently logistic regression is popular in a variety of fields so that a number of statistical packages are developed for analyzing the logistic regression. This paper briefly considers the several types of logistic regression models used depending on different types of data. In addition, when four statistical packages (MINTAB, SAS, SPSS and STATA) are used to apply logistic regression models to the real fields respectively, their scope and characteristics are investigated.

  • PDF

성향점수매칭 방법을 사용한 로지스틱 회귀분석에 관한 연구 (On Logistic Regression Analysis Using Propensity Score Matching)

  • 김소연;백종일
    • 한국신뢰성학회지:신뢰성응용연구
    • /
    • 제16권4호
    • /
    • pp.323-330
    • /
    • 2016
  • Purpose: Recently, propensity score matching method is used in a large number of research paper, nonetheless, there is no research using fitness test of before and after propensity score matching. Therefore, comparing fitness of before and after propensity score matching by logistic regression analysis using data from 'online survey of adolescent health' is the main significance of this research. Method: Data that has similar propensity in two groups is extracted by using propensity score matching then implement logistic regression analysis on before and after matching separately. Results: To test fitness of logistic regression analysis model, we use Model summary, -2Log Likelihood and Hosmer-Lomeshow methods. As a result, it is confirmed that the data after matching is more suitable for logistic regression analysis than data before matching. Conclusion: Therefore, better result which has appropriate fitness will be shown by using propensity score matching shows better result which has better fitness.

로지스틱 회귀모형을 이용한 비대칭 종형 확률곡선의 추정 (Estimation of Asymmetric Bell Shaped Probability Curve using Logistic Regression)

  • 박성현;김기호;이소형
    • 응용통계연구
    • /
    • 제14권1호
    • /
    • pp.71-80
    • /
    • 2001
  • 로지스틱 회귀모형은 이항 반응자료에 대한 가장 보편적인 일반화 선형모형으로 독립변수에 대한 확률함수를 추정하는데 이용된다. 많은 실제적 상황에서 확률함수가 종형의 곡선형태로 표현되는데 이 경우에는 2차항을 포함한 로지스틱 회귀모형을 이용한 분석은 대칭성을 갖는 확률함수에 대한 가정으로 인해 비대칭 형태의 종형곡선에서는 확률함수의 신뢰성이 저하되고, 2차항을 포함하기 때문에 독립변수의 효과를 설명하기가 쉽지 않다는 제한점을 가지고 있다. 본 논문에서는 이러한 문제점을 해소하기 위해서 로지스틱 회귀분석과 반복적 이분법을 이용하여 종형의 형태에 관계없이 확률곡선을 추정하는 방법론을 제안하고 모의 실험을 통해 2차항을 포함한 로지스틱 회귀모형과 비교하고자 한다.

  • PDF

Logistic Model for Normality by Neural Networks

  • Lee, Jea-Young;Rhee, Seong-Won
    • Journal of the Korean Data and Information Science Society
    • /
    • 제14권1호
    • /
    • pp.119-129
    • /
    • 2003
  • We propose a new logistic regression model of normality curves for normal(diseased) and abnormal(nondiseased) classifications by neural networks in data mining. The fitted logistic regression lines are estimated, interpreted and plotted by the neural network technique. A few goodness-of-fit test statistics for normality are discussed and the performances by the fitted logistic regression lines are conducted.

  • PDF

Biplots of Multivariate Data Guided by Linear and/or Logistic Regression

  • Huh, Myung-Hoe;Lee, Yonggoo
    • Communications for Statistical Applications and Methods
    • /
    • 제20권2호
    • /
    • pp.129-136
    • /
    • 2013
  • Linear regression is the most basic statistical model for exploring the relationship between a numerical response variable and several explanatory variables. Logistic regression secures the role of linear regression for the dichotomous response variable. In this paper, we propose a biplot-type display of the multivariate data guided by the linear regression and/or the logistic regression. The figures show the directional flow of the response variable as well as the interrelationship of explanatory variables.

Multiple Deletions in Logistic Regression Models

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
    • /
    • 제16권2호
    • /
    • pp.309-315
    • /
    • 2009
  • We extended the results of Roy and Guria (2008) to multiple deletions in logistic regression models. Since single deletions may not exactly detect outliers or influential observations due to swamping effects and masking effects, it needs multiple deletions. We developed conditional deletion diagnostics which are designed to overcome problems of masking effects. We derived the closed forms for several statistics in logistic regression models. They give useful diagnostics on the statistics.

MMPI 분석도구로서 인공신경망 분석과 로지스틱 회귀분석의 비교 (Comparison between Logistic Regression and Artificial Neural Networks as MMPI Discriminator)

  • 이재원;정범석;김미숙;최지욱;안병은
    • 생물정신의학
    • /
    • 제12권2호
    • /
    • pp.165-172
    • /
    • 2005
  • Objectives:The purpose of this study is to 1) conduct a discrimination analysis of schizophrenia and bipolar affective disorder using MMPI profile through artificial neural network analysis and logistic regression analysis, 2) to make a comparison between advantages and disadvantages of the two methods, and 3) to demonstrate the usefulness of artificial neural network analysis of psychiatric data. Procedure:The MMPI profiles for 181 schizophrenia and bipolar affective disorder patients were selected. Of these profiles, 50 were randomly placed in the learning group and the remaining 131 were placed in the validation group. The artificial neural network was trained using the profiles of the learning group and the 131 profiles of the validation group were analyzed. A logistic regression analysis was then conducted in a similar manner. The results of the two analyses were compared and contrasted using sensitivity, specificity, ROC curves, and kappa index. Results:Logistic regression analysis and artificial neural network analysis both exhibited satisfactory discriminating ability at Kappa index of greater than 0.4. The comparison of the two methods revealed artificial neural network analysis is superior to logistic regression analysis in its discriminating capacity, displaying higher values of Kappa index, specificity, and AUC(Area Under the Curve) of ROC curve than those of logistic regression analysis. Conclusion:Artificial neural network analysis is a new tool whose frequency of use has been increasing for its superiority in nonlinear applications. However, it does possess insufficiencies such as difficulties in understanding the relationship between dependent and independent variables. Nevertheless, when used in conjunction with other analysis tools which supplement it, such as the logistic regression analysis, it may serve as a powerful tool for psychiatric data analysis.

  • PDF