Logistic regression - overview
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Logistic regression | Binomial test for a single proportion | $z$ test for the difference between two proportions |
You cannot compare more than 3 methods |
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Independent variables | Independent variable | Independent/grouping variable | |
One or more quantitative of interval or ratio level and/or one or more categorical with independent groups, transformed into code variables | None | One categorical with 2 independent groups | |
Dependent variable | Dependent variable | Dependent variable | |
One categorical with 2 independent groups | One categorical with 2 independent groups | One categorical with 2 independent groups | |
Null hypothesis | Null hypothesis | Null hypothesis | |
Model chi-squared test for the complete regression model:
| H0: $\pi = \pi_0$
Here $\pi$ is the population proportion of 'successes', and $\pi_0$ is the population proportion of successes according to the null hypothesis. | H0: $\pi_1 = \pi_2$
Here $\pi_1$ is the population proportion of 'successes' for group 1, and $\pi_2$ is the population proportion of 'successes' for group 2. | |
Alternative hypothesis | Alternative hypothesis | Alternative hypothesis | |
Model chi-squared test for the complete regression model:
| H1 two sided: $\pi \neq \pi_0$ H1 right sided: $\pi > \pi_0$ H1 left sided: $\pi < \pi_0$ | H1 two sided: $\pi_1 \neq \pi_2$ H1 right sided: $\pi_1 > \pi_2$ H1 left sided: $\pi_1 < \pi_2$ | |
Assumptions | Assumptions | Assumptions | |
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Test statistic | Test statistic | Test statistic | |
Model chi-squared test for the complete regression model:
The wald statistic can be defined in two ways:
Likelihood ratio chi-squared test for individual $\beta_k$:
| $X$ = number of successes in the sample | $z = \dfrac{p_1 - p_2}{\sqrt{p(1 - p)\Bigg(\dfrac{1}{n_1} + \dfrac{1}{n_2}\Bigg)}}$
Here $p_1$ 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, and $n_2$ 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 $X$ if H0 were true | Sampling distribution of $z$ if H0 were true | |
Sampling distribution of $X^2$, as computed in the model chi-squared test for the complete model:
| Binomial($n$, $P$) distribution.
Here $n = N$ (total sample size), and $P = \pi_0$ (population proportion according to the null hypothesis). | Approximately the standard normal distribution | |
Significant? | Significant? | Significant? | |
For the model chi-squared test for the complete regression model and likelihood ratio chi-squared test for individual $\beta_k$:
| Two sided:
| Two sided:
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Wald-type approximate $C\%$ confidence interval for $\beta_k$ | n.a. | Approximate $C\%$ confidence interval for $\pi_1 - \pi_2$ | |
$b_k \pm z^* \times SE_{b_k}$ 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). | - | Regular (large sample):
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Goodness of fit measure $R^2_L$ | n.a. | 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. | n.a. | Equivalent to | |
- | - | When testing two sided: chi-squared test for the relationship between two categorical variables, where both categorical variables have 2 levels. | |
Example context | Example context | Example context | |
Can body mass index, stress level, and gender predict whether people get diagnosed with diabetes? | Is the proportion of smokers amongst office workers different from $\pi_0 = 0.2$? | Is the proportion of smokers different between men and women? Use the normal approximation for the sampling distribution of the test statistic. | |
SPSS | SPSS | SPSS | |
Analyze > Regression > Binary Logistic...
| Analyze > Nonparametric Tests > Legacy Dialogs > Binomial...
| SPSS does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chi-squared test instead. The $p$ value resulting from this chi-squared test is equivalent to the two sided $p$ value that would have resulted from the $z$ test. Go to:
Analyze > Descriptive Statistics > Crosstabs...
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Jamovi | Jamovi | Jamovi | |
Regression > 2 Outcomes - Binomial
| Frequencies > 2 Outcomes - Binomial test
| Jamovi does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chi-squared test instead. The $p$ value resulting from this chi-squared 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
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Practice questions | Practice questions | Practice questions | |