Logistic regression  overview
This page offers structured overviews of one or more selected methods. Add additional methods for comparisons by clicking on the dropdown button in the righthand column. To practice with a specific method click the button at the bottom row of the table
Logistic regression  $z$ test for the difference between two proportions 


Independent variables  Independent variable  
One or more quantitative of interval or ratio level and/or one or more categorical with independent groups, transformed into code variables  One categorical with 2 independent groups  
Dependent variable  Dependent variable  
One categorical with 2 independent groups  One categorical with 2 independent groups  
Null hypothesis  Null hypothesis  
Model chisquared test for the complete regression model:
 $\pi_1 = \pi_2$
$\pi_1$ is the unknown proportion of "successes" in population 1; $\pi_2$ is the unknown proportion of "successes" in population 2  
Alternative hypothesis  Alternative hypothesis  
Model chisquared test for the complete regression model:
 Two sided: $\pi_1 \neq \pi_2$ Right sided: $\pi_1 > \pi_2$ Left sided: $\pi_1 < \pi_2$  
Assumptions  Assumptions  

 
Test statistic  Test statistic  
Model chisquared test for the complete regression model:
The wald statistic can be defined in two ways:
Likelihood ratio chisquared test for individual $\beta_k$:
 $z = \dfrac{p_1  p_2}{\sqrt{p(1  p)\Bigg(\dfrac{1}{n_1} + \dfrac{1}{n_2}\Bigg)}}$
$p_1$ is the sample proportion of successes in group 1: $\dfrac{X_1}{n_1}$, $p_2$ is the sample proportion of successes in group 2: $\dfrac{X_2}{n_2}$, $p$ is the total proportion of successes in the sample: $\dfrac{X_1 + X_2}{n_1 + n_2}$, $n_1$ is the sample size of group 1, $n_2$ is the sample size of group 2 Note: we could just as well compute $p_2  p_1$ in the numerator, but then the left sided alternative becomes $\pi_2 < \pi_1$, and the right sided alternative becomes $\pi_2 > \pi_1$  
Sampling distribution of $X^2$ and of the Wald statistic if H0 were true  Sampling distribution of $z$ if H0 were true  
Sampling distribution of $X^2$, as computed in the model chisquared test for the complete model:
 Approximately standard normal  
Significant?  Significant?  
For the model chisquared test for the complete regression model and likelihood ratio chisquared test for individual $\beta_k$:
 Two sided:
 
Waldtype approximate $C\%$ confidence interval for $\beta_k$  Approximate $C\%$ confidence interval for $\pi_1  \pi_2$  
$b_k \pm z^* \times SE_{b_k}$ where $z^*$ 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)  Regular (large sample):
 
Goodness of fit measure $R^2_L$  n.a.  
$R^2_L = \dfrac{D_{null}  D_K}{D_{null}}$ 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.    
n.a.  Equivalent to  
  When testing two sided: chisquared test for the relationship between two categorical variables, where both categorical variables have 2 levels  
Example context  Example context  
Can body mass index, stress level, and gender predict whether people get diagnosed with diabetes?  Is the proportion smokers different between men and women? Use the normal approximation for the sampling distribution of the test statistic.  
SPSS  SPSS  
Analyze > Regression > Binary Logistic...
 SPSS does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chisquared test instead. The $p$ value resulting from this chisquared test is equivalent to the two sided $p$ value that would have resulted from the $z$ test. Go to:
Analyze > Descriptive Statistics > Crosstabs...
 
Jamovi  Jamovi  
Regression > 2 Outcomes  Binomial
 Jamovi does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chisquared test instead. The $p$ value resulting from this chisquared test is equivalent to the two sided $p$ value that would have resulted from the $z$ test. Go to:
Frequencies > Independent Samples  $\chi^2$ test of association
 
Practice questions  Practice questions  