# Lecture 14: GLM Estimation and Logistic Regression

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1 Lecture 14: GLM Estimation and Logistic Regression Dipankar Bandyopadhyay, Ph.D. BMTRY 711: Analysis of Categorical Data Spring 2011 Division of Biostatistics and Epidemiology Medical University of South Carolina Lecture 14: GLM Estimation and Logistic Regression p. 1/62

2 Fitting GLMs Suppose we have a GLM with a parameter vector β = β 0 β β p and we want the ML estimators of β. When we use GLMs, we typically have a non linear model. For simplicity, denote ˆβ as the vector of MLEs. Lecture 14: GLM Estimation and Logistic Regression p. 2/62

3 Iterative Solutions Iterative Solutions to non-linear equations follow this algorithm: 1. A seed value is selected (initial guess for ˆβ) 2. Using a polynomial approximation of the likelihood, a second guess is obtained 3. The difference, C, between guess i and i + 1 is calculated (C = β (i+1) β (i) ) 4. Once the difference C < k where k = convergence criterion (say ) then the estimate β (i+1) = ˆβ Note: when β is a vector, the difference β (i+1) β (i) yields a vector of c i s where c i is the convergence criterion for the i th element of β. Convergence could be reached when all c i < k or when the P i c i < k Lecture 14: GLM Estimation and Logistic Regression p. 3/62

4 Iterative MLEs In general, there are two popular iterative methods for estimating the parameters of a non-linear equations. 1. Newton-Raphson Method 2. Fisher s Scoring Method Both take on the same general form and differ only in the variance structure. Recall the Wald (non-null standard error) and the Score (null standard error). The Wald and Score tests will be similar to the Newton-Raphson and Fisher s Scoring methods. Lecture 14: GLM Estimation and Logistic Regression p. 4/62

5 Score and Information An exponential class distribution can be written in the form f(y i ; θ) = exp[a(y i )b(θ) + c(θ) + d(y i )] Note: a( ), b( )... are different functions than introduced in Lecture 11 (for example c(θ) (for this notation) equals log a(θ) in Lecture 11 notation) So, l( ) can be written as l = log L = np log (exp[a(y i )b(θ) + c(θ) + d(y i )]) = i=1 np {a(y i )b(θ) + c(θ) + d(y i )} i=1 Lecture 14: GLM Estimation and Logistic Regression p. 5/62

6 Score equations The score is U = dl/dθ, so U = = np i=1 np i=1 a(y i ) d b(θ) dθ + d c(θ) dθ a(y i )b (θ) + c (θ) V ar(u) = E(U 2 ) = E(U ) where V ar(u) is the information. (for this class, assume these are definitions. Note that E(U) = 0) When Y is of the exponential class, the l/ θ can be simplified. Lecture 14: GLM Estimation and Logistic Regression p. 6/62

7 Score Equations for Exponential Class Variables U = nx i=1 E(Y i X i ) β» Yi E(Y i X i ) V ar(y i X i ) For example, Suppose Y i Poi(µ i ) E(Y i Xi ) = µ i = e X i β V ar(y i X i ) = µ i E(Y i X i ) β = X i ex i β = X i µ i. So, U = nx i=1 X i µ i» Yi µ i µ i = nx X i [Y i µ i ] i=1 Lecture 14: GLM Estimation and Logistic Regression p. 7/62

8 Estimation The MLE s are obtained by solving the score equations, U equal to zero. U = nx i=1 E(Y i X i ) β» Yi E(Y i X i ) V ar(y i X i ) = 0 Note: U is actually a vector of the p parameters of β. For the j th parameter, U j = nx i=1 E(Y i X i ) β j» Yi E(Y i X i ) V ar(y i X i ) = 0 Lecture 14: GLM Estimation and Logistic Regression p. 8/62

9 Newton-Raphson vs. Fisher s Scoring» bβ (m) = β b (m 1) 2 l β j β k 1 β= b β (m 1) U (m 1) What makes the Newton-Raphson unique is that under the alternative (like a Wald test). h i 2 1 l is the variance estimated β j β k β= β b (m 1) Fisher s Scoring uses the» 2 l E β j β k Or the expectation of the Hessian matrix. h i Definition: 2 l is called the Hessian. β j β k Lecture 14: GLM Estimation and Logistic Regression p. 9/62

10 For Fisher s Scoring, let ι jk = E[U j U k ] = E[ l β j l β k ] With some work, it can be shown that E[ l β j l 2 l ] = E[ ] β k β j β k Therefore, Fisher s Scoring is similar to regular Score test, but it still plugs the estimates of bβ (m 1) into the iterative solutions. Lecture 14: GLM Estimation and Logistic Regression p. 10/62

11 Iterative Solutions by Hand We will not be taking iterative solutions by hand. In SAS, 1. SAS PROC GENMOD uses the Newton-Raphson method (by default) 2. SAS PROC LOGISTIC uses Fisher s Scoring method (by default) Both give similar results. The parameter estimates will be close to identical, but in some cases, the standard errors may differ. In general, people do not lose sleep over the two methods. Lecture 14: GLM Estimation and Logistic Regression p. 11/62

12 Now, on to more about Logistic Regression Lecture 14: GLM Estimation and Logistic Regression p. 12/62

13 Logistic Regression for an R 2 tables Consider the following toxicity dataset, with the rows fixed (or conditioned on) by design, i.e., the distribution of the observed data are a product of 4 binomials Toxicity SOME NONE Total Dose (mg) Total (note in a previous lecture, we looked at a similar data set - this one is different) Lecture 14: GLM Estimation and Logistic Regression p. 13/62

14 The row margins E(Y j ) = y j = m j is fixed by design (or conditioned on), and the parameters of interest are the of the probabilities of SOME toxicity, given the dose j. It makes sense to analyze the data as they arose, and to directly model P(Some Toxicity dose level) In general, suppose we denote the column variable by Y = ( 1 if success (column 1) 0 if failure (column 2). and the row variable by X, where X can take on values 1,..., R. We are interested in modelling P[Y = 1 X = j] = p j Lecture 14: GLM Estimation and Logistic Regression p. 14/62

15 For the i th individual in row j, we let Y ij = ( 1 if success 0 if failure, i = 1,..., n j. Then, the individuals in row j have independent bernoulli observations, Y ij Bern(p j ) and the number of successes on treatment j is binomial: for j = 1,..., R. Y j = n j X i=1 Y ij Bin(n j, p j ), Lecture 14: GLM Estimation and Logistic Regression p. 15/62

16 Question of interest: Does the probability of success vary with X? Let x j be the ordinal value or score of level j of X (it could equal j or the dose level, or other values as described previously). The logistic regression model is P[Y = 1 X = j] = p j = eβ 0+β 1 x j 1 + e β 0+β 1 x j where β 0 and β 1 are parameters. Note, if β 1 = 0, then for all x j which is not a function of x j, i.e., P[Y = 1 X = j] = eβ e β 0, P[Y = 1 X = j] = P[Y = 1] does not change with x j, and, Y and X are said to be independent. Thus, our main interest will be testing H 0 : β 1 = 0. Lecture 14: GLM Estimation and Logistic Regression p. 16/62

17 Assigning Scores When looking for a trend in the proportions, one may consider using different sets of scores for X x 1 x 2... x R In this example Toxicity SOME NONE Total Dose (mg) Total Lecture 14: GLM Estimation and Logistic Regression p. 17/62

18 Power of Cochran-Armitage trend test Two possible sets of scores are; (1,10,100, 1000) or [log 10 (1),log 10 (10),log 10 (100),log 10 (1000)] = [0,1,2,3] In general, when you assign scores and use the Cochran-Armitage trend test, a valid question is: 1. Will any set of scores be OK? x 1 x 2... x R Lecture 14: GLM Estimation and Logistic Regression p. 18/62

19 The answer is: Under the null H 0 : p j = e β e β 0 «, any set of scores will give you a valid test (Type I error OK under the null). However, some scores are more powerful to detect departures from the null hypothesis in favor of the alternative H A : there is a trend in p j with dose Lecture 14: GLM Estimation and Logistic Regression p. 19/62

20 In particular, the most powerful scores to assign are the ones of the true model p j = e β 0+β 1 x j 1 + e β 0+β 1 x j!, i.e., x 1 x 2... x R, Suppose instead, you use the set of scores z 1 z 2... z R Lecture 14: GLM Estimation and Logistic Regression p. 20/62

21 The power of the test using the scores z 1 z 2... z R approximately equals the squared Pearson correlation: [Corr(z j, x j )] 2 =! P 2 Rj=1 n j [z j z][x j x] q PRj=1 n j [z j z] 2 P R j=1 n j [x j x] 2 Then, if z j is a linear function of x j, the correlation equals 1, and the efficiency equals 1. Lecture 14: GLM Estimation and Logistic Regression p. 21/62

22 Example Recall the following toxicity dataset, Toxicity SOME NONE Total Dose (mg) Total Lecture 14: GLM Estimation and Logistic Regression p. 22/62

23 We want to fit the model P(Some Toxicity dose level j) = p j = e β 0 +β 1 x j 1+e β 0 +β 1 x j First, we will test for trend using (x 1, x 2, x 3, x 4 ) = (1,10,100, 1000). and (x 1, x 2, x 3, x 4 ) = (0,1,2,3). «, Lecture 14: GLM Estimation and Logistic Regression p. 23/62

24 Cochran-Armitage Trend Tests (Score Test) The null hypothesis for the Cochran-Armitage Trend test is that H 0 = p j = p j To test this in SAS, you need to specify the TREND option in the table statement. data one; input x y count; cards; ; run; proc freq data=one; tables x*y/trend; weight count; run; Lecture 14: GLM Estimation and Logistic Regression p. 24/62

25 For scores (1, 10, 100, 1000), Cochran-Armitage Trend Test Statistic (Z) One-sided Pr < Z Two-sided Pr > Z Sample Size = 400 Similarly, you could use the scores (0,1,2,3) to get Cochran-Armitage Trend Test Statistic (Z) One-sided Pr < Z Two-sided Pr > Z Sample Size = 400 Lecture 14: GLM Estimation and Logistic Regression p. 25/62

26 Model Scores Chi-Square p value (1) (1,10,100,1000) (= ) (2) (0,1,2,3) (= ) Suppose (1, 10, 100, 1000) are the correct scores, the efficiency when wrongly using (0,1,2, 3) instead of (1,10,100, 1000) is (Corr[x j,log 10 (x j )]) 2 = = Similarly, since the correlation coefficient is symmetric, the efficiency when wrongly using (1,10,100, 1000) instead of (0,1, 2,3) is (Corr[x j,log 10 (x j )]) 2 = = Lecture 14: GLM Estimation and Logistic Regression p. 26/62

27 Notes on efficiency Suppose you have two tests, t 1 and t 2 Suppose both tests are consistent (i.e., asymptotically converge to the true parameter) The asymptotic relative efficiency of t 2 to t 1 can be defined as ARE 21 = k where k is the value for the efficiency (k = in our example) In terms of sample size, you would need k 1 subjects to reach the same critical value For example, we would need 1.5 (= ) times the number of subjects if we misspecified that ranks like we did Lecture 14: GLM Estimation and Logistic Regression p. 27/62

28 Using SAS Proc Corr data one; input x y count; logx = log10(x); cards; ; proc corr ; var x logx y ; freq count; run; Lecture 14: GLM Estimation and Logistic Regression p. 28/62

29 Pearson Correlation Coefficients / Prob > R under Ho: Rho=0 / N = 400 / FREQ Var = COUNT X LOGX Y X = Corr = p-value LOGX Y Lecture 14: GLM Estimation and Logistic Regression p. 29/62

30 Note that the p value for corr(x, y) = and the p value for the Cochran-Armitage test using scores (1,10,100, 1000) was also This is not coincidence. The Cochran-Armitage (CA) Trend Test is the same as CA = n [corr(x, y)] 2 Lecture 14: GLM Estimation and Logistic Regression p. 30/62

31 data new; input var1 \$ var2 \$ corr; n = 400; CA = n*(corr**2); df=1; p = 1-probchi(CA,df); cards; x y logx y ; proc print; run; Lecture 14: GLM Estimation and Logistic Regression p. 31/62

32 OBS VAR1 VAR2 CORR N CA DF P 1 x y logx y data new; input var1 \$ var2 \$ corr; eff = (corr**2); cards; x logx ; proc print; run; OBS VAR1 VAR2 CORR EFF 1 x logx Lecture 14: GLM Estimation and Logistic Regression p. 32/62

33 Using SAS Proc Logistic Next, we will use SAS Proc Logistic, which also gives us the SCORE (Cochran-Armitage Trend) test as well as the Likelihood Ratio Test and Wald test for H 0 : β 1 = 0 as well as the logistic regression estimates: Lecture 14: GLM Estimation and Logistic Regression p. 33/62

34 Proc Logistic /* give x, y, and n for row binoimals */ data one; input x y n_j; cards; ; proc logistic; model y / n_j =x; run; Lecture 14: GLM Estimation and Logistic Regression p. 34/62

35 /*SELECTED OUTPUT */ Testing Global Null Hypothesis: BETA=0 Test Chi-Square DF Pr > ChiSq Likelihood Ratio (1) Score (2) Wald (1) = Likelihood ratio test = Gˆ2 (2) = Cochran-Armitage Trend Test * WALD Test significant (WALD Chi-Square approx equal to LR & Score) Lecture 14: GLM Estimation and Logistic Regression p. 35/62

36 The LOGISTIC Procedure Analysis of Maximum Likelihood Estimates Standard Wald Parameter DF Estimate Error Chi-Square Pr > ChiSq Intercept <.0001 x Lecture 14: GLM Estimation and Logistic Regression p. 36/62

37 Interpretation Note, for a 990 unit increase in the dose (from 10 to 1000), OR(1000 : 10) = eˆβ 1 ( ) = e (990) = 2.14 the odds of some toxicity doubles. Other Models: Other possible models could include squared terms, cubic terms, etc. For example, the model including the squared terms is: p j = e β 0+β 1 x j +β 2 x 2 j 1 + e β 0+β 1 x j +β 2 x 2 j!, Lecture 14: GLM Estimation and Logistic Regression p. 37/62

38 SAS Proc Logistic proc logistic data=one descending; model y = x x*x ; weight count; /* number of individuals with y value */ run; /* Selected Output */ Analysis of Maximum Likelihood Estimates Standard Wald Parameter DF Estimate Error Chi-Square Pr > ChiSq Intercept <.0001 x x*x 1-8.4E E Lecture 14: GLM Estimation and Logistic Regression p. 38/62

39 Saturated Model Since the row margins are fixed, there is one free probability in each row, and the saturated model has a different probability for each level of x j, i.e., the saturated model has R parameters. One way to get a saturated model is to use powers up to R 1, i.e., p j = eβ 0+β 1 x j +β 2 x 2 j +...+β R 1x R 1 j 1 + e β 0+β 1 x 2 j +β R 1x R 1 j 1 A, Alternatively, you get the same fit by fitting a separate probability for each row (separately maximizing each row binomial), giving the MLE bp j = y j n j Lecture 14: GLM Estimation and Logistic Regression p. 39/62

40 Another way to fit the saturated model is to have a model with an intercept and (R 1) row effects:! p j = e β 0+β j 1 + e β 0+β j where we constrain β R = 0, since there are only R free parameters. X = R is often thought of as the reference group. In particular, e β 0 +β «1 p 1 = 1 + e β, 0+β 1 p 2 = p R 1 = p R = e β 0 +β «2 1 + e β, 0+β 2 e β 0+β R e β 0+β R 1 e β e β 0 This model may be especially appropriate when the rows are not ordered, i.e., the rows may correspond to race, treatment, gender, etc... «,,!, Lecture 14: GLM Estimation and Logistic Regression p. 40/62

41 Odds Ratios when rows are not ordinal Consider saturated model with R = 3, where X = 1 = Drug A, X = 2 = Drug B, X = 3 = Placebo (drug C), and Y = 1 is a successful response. We fit the model logit(p j ) = β 0 + β j with β 3 = 0 for group 3 (placebo, the reference group). Then, for an individual on placebo, logit(p 3 ) = β 0 For an individual on drug A, logit(p 1 ) = β 0 + β 1 For an individual on drug B, logit(p 2 ) = β 0 + β 2 Lecture 14: GLM Estimation and Logistic Regression p. 41/62

42 Then, and «p1 /(1 p 1 ) β 1 = logit(p 1 ) logit(p 3 ) = log p 3 /(1 p 3 ) «p2 /(1 p 2 ) β 2 = logit(p 2 ) logit(p 3 ) = log p 3 /(1 p 3 ) Thus, β 1 is the log-odds ratio for drug A relative to the placebo, and β 2 is the log odds ratio for drug B relative to the placebo. Suppose you want to compare drugs A and B. Then the log-odds ratio between A and B is β 1 β 2 = [logit(p 1 ) logit(p 3 )] [logit(p 2 ) logit(p 3 )] = [logit(p 1 ) logit(p 2 )] = log p1 /(1 p 1 ) p 2 /(1 p 2 ) Lecture 14: GLM Estimation and Logistic Regression p. 42/62

43 The estimate is ˆβ 1 ˆβ 2 and the variance can be estimated by dv ar(ˆβ 1 ˆβ 2 ) = d V ar(ˆβ 1 ) + d V ar(ˆβ 2 ) 2 d Cov(ˆβ 1, ˆβ 2 ) (the two are correlated because they both contain logit(bp 3 )). Most computer packages will print out the covariances so that you can do it by hand, or, they will allow you to estimate the variance of a contrast of the form where c is a vector of constants. cβ, Lecture 14: GLM Estimation and Logistic Regression p. 43/62

44 Here c = [0 1 1] and β = [β 0 β 1 β 2 ] In particular, for this example, c b β = [0 1 1] b β = b β 1 b β 2, and V ar[c b β] = cv ar[ b β]c = dv ar(ˆβ 1 ) + d V ar(ˆβ 2 ) 2 d Cov(ˆβ 1, ˆβ 2 ) Lecture 14: GLM Estimation and Logistic Regression p. 44/62

45 Example The toxicity data: Toxicity SOME NONE Total Dose (mg) Total We are not going to take the row ordering into account, and will fit the model, logit(p j ) = β 0 + β j where we constrain β 4 = 0. We are going to use the computer packages to test log[or(100 : 10)] = logit(p 3 ) logit(p 2 ) = β 3 β 2 = 0 Lecture 14: GLM Estimation and Logistic Regression p. 45/62

46 USING SAS PROC LOGISTIC data one; input x y count; if x = 1 then x1=1; else x1=0; if x = 10 then x2=1; else x2=0; if x = 100 then x3=1; else x3=0; cards; ; Lecture 14: GLM Estimation and Logistic Regression p. 46/62

47 proc logistic data=one; model y = x1 x2 x3 ; freq count; contrast logor for 100 vs 10 x2-1 x3 1; run; /* SELECTED OUTPUT */ Analysis of Maximum Likelihood Estimates Standard Wald Parameter DF Estimate Error Chi-Square Pr > ChiSq Intercept <.0001 x x x Lecture 14: GLM Estimation and Logistic Regression p. 47/62

48 Contrast Test Results Wald Contrast DF Chi-Square Pr > ChiSq logor for 100 vs proc logistic data=one; class x /param=ref ; /* sets x=4 as reference group */ model y = x ; freq count; contrast logor for 100 vs 10 x ; run; Lecture 14: GLM Estimation and Logistic Regression p. 48/62

49 /* SELECTED OUTPUT */ Analysis of Maximum Likelihood Estimates Standard Wald Parameter DF Estimate Error Chi-Square Pr > ChiSq Intercept <.0001 x x x Contrast Test Results Wald Contrast DF Chi-Square Pr > ChiSq logor for 100 vs Lecture 14: GLM Estimation and Logistic Regression p. 49/62

50 Gooodness-of-Fit The likelihood ratio statistic for a given model M 1 with estimates p j versus a saturated model in which bp j = y j /n j, is often called the deviance, denoted by D 2, D 2 (M 1 ) = 2{log[L(Sat)] log[l(m 1 )] = 2 P» R j=1 y j log «y j n j p + (n j y j )log j = 2 P R P 2 j=1 k=1 O Ojk jk log E jk n j y j n j (1 p j ) «χ 2 P under the null, where P = # parameters in sat. model # parameters in M 1 In general, the deviance D 2 is often used as a measure of overall goodness-of-fit of the model, and is a test statistic form terms left out of the model. Lecture 14: GLM Estimation and Logistic Regression p. 50/62

51 SAS Proc Logistic data one; data one; input x y count; cards; ; proc logistic descending; model y = x /aggregate scale=d /* specify for deviance */ ; freq count; run; Lecture 14: GLM Estimation and Logistic Regression p. 51/62

52 /* Selected Output */ Deviance and Pearson Goodness-of-Fit Statistics Criterion DF Value Value/DF Pr > ChiSq Deviance Pearson Number of unique profiles: 4 Analysis of Maximum Likelihood Estimates Standard Wald Parameter DF Estimate Error Chi-Square Pr > ChiSq Intercept <.0001 x Here we would reject the null hypothesis of a good fit. Lecture 14: GLM Estimation and Logistic Regression p. 52/62

53 Likelihood Ratio Statistic for Nested Models Sometimes you can look at a broader model than the one of interest to test for Goodness-of-Fit. For example, suppose you want to see if Model 1 fits, Model 1: p j = e β 0+β 1 x j 1 + e β 0+β 1 x j!. This model is nested in (model 1 nested in model 2) Model 2: p j = e β 0+β 1 x j +β 2 x 2 j 1 + e β 0+β 1 x j +β 2 x 2 j!, Recall, the deviance D 2 is sort of like a SUMS of SQUARES ERROR (error in the given model versus the saturated), and a smaller model will always have the same or more error than the bigger model. Lecture 14: GLM Estimation and Logistic Regression p. 53/62

54 To test for significance of parameters in model 2 versus model 1, you can use D 2 (M 2 M 1 ) = D 2 (M 1 ) D 2 (M 2 ) which is the change in D 2 for model 2 versus model 1. If the smaller model fits, in large samples, D 2 (M 2 M 1 ) χ 2 P, where P parameters are set to 0 to get the smaller model. Lecture 14: GLM Estimation and Logistic Regression p. 54/62

55 Using G 2 As before, another popular statistic is G 2, which is the likelihood ratio test statistic for whether the parameters, except the intercept β 0, are 0 (i.e., the significance of parameters in the model). For G 2, the larger model always has bigger G 2 since it has more parameters (sort of like SUMS of SQUARES REGRESSION) Again, to test for significance of parameters in model 2 versus model 1, you can use G 2 (M 2 M 1 ) = G 2 (M 2 ) G 2 (M 1 ) which is the change in G 2 for model 2 versus model 1. Thus, the likelihood ratio statistic for two nested models can be calculated using either G 2 or D 2. Note that G 2 = D 2 when testing the same two models (we will see this empirically in an example) Lecture 14: GLM Estimation and Logistic Regression p. 55/62

56 Residuals Sometimes you can look at residuals to see where the model does not fit well. The standard (or unadjusted) Pearson residuals e j =! [y j n j bp j ] 2 p nj bp j (1 bp j ) If the model fits, then, asymptotically, e j N(0,1) (as n j ) Note that, the score statistic (Pearson s chi-square) versus the saturated model is X 2 = RX j=1 e 2 j Lecture 14: GLM Estimation and Logistic Regression p. 56/62

57 Another popular residual is the Deviance residual. The deviance residual is defined as d j = ±s» y j log yj n j bp j «+ (n j y j )log «nj y j, n j (1 bp j ) where the sign (+ or -) is the same as (y j n j bp j ). When y j = 0 or y j = n j, the deviance residual is defined as d j = ( p 2n j log(1 bp j ) if y j = 0 p 2nj log(bp j ) if y j = n j. When none of the y j equal 0 or n j, then D 2 = RX j=1 d 2 j Lecture 14: GLM Estimation and Logistic Regression p. 57/62

58 The toxicity data: Toxicity SOME NONE Total Dose (mg) Total Lecture 14: GLM Estimation and Logistic Regression p. 58/62

59 Summary of Models pars. in model pars. not in model p value Model df(g 2 ) G 2 df(d 2 ) D 2 for D 2 (1) Null (β 0 ) (2) x (3) x, x (4) SATURATED Overall, the model with linear and quadratic terms (x, x 2 ) appears to be the best fit. Comparing Model 3 to 2 D 2 = = 5.06 and G 2 = = 5.06 both on 1 degrees of freedom: Conclusion x 2 is needed in the model Lecture 14: GLM Estimation and Logistic Regression p. 59/62

60 Standard Wald Parameter DF Estimate Error Chi-Square Pr > ChiSq Intercept <.0001 x x*x 1-8.4E E Note, the parameter estimate for the coefficient of x 2 is very small, but that is because x 2 is large, especially when x = Maybe I should have chosen log(x) as the covariate. Lecture 14: GLM Estimation and Logistic Regression p. 60/62

61 For model (3), (x, x 2 ), the odds ratio for x j versus x j is OR(x j : x j ) = p j /(1 p j ) p j /(1 p j ) = e β 0 +β 1 x j +β 2 x2 j e β 0 +β 1 x j +β 2 x 2 j = e β 1(x j x j )+β 1 (x 2 j x2 j ) Then, the odds ratio for x j = 100 versus x j = 10 is OR(100 : 10) = e.00946(100 10) ( ) = 2.15 The observed OR for these two rows is = 1.6, so the model overestimates this odds ratio by a little. Lecture 14: GLM Estimation and Logistic Regression p. 61/62

62 Residuals The Pearson and Deviance residuals are x y Pearson Deviance Pearson s chi-square for the model (x, x 2 ) versus the saturated model is the sum of squares of the Pearson residuals, and equals 1.89 (1 df) p value = This is similar to the Deviance for the model (x, x 2 ) versus the saturated model, D 2 = 1.90 (1 df) p value = The model (x, x 2 ) seems to fit OK. Lecture 14: GLM Estimation and Logistic Regression p. 62/62

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