Timeline for Logistic regression with categorical data
Current License: CC BY-SA 3.0
5 events
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| Mar 23, 2013 at 6:05 | comment | added | James Stanley | BTW, I think the question parts "How can I interprete such model?" and "And what is the best way of finding best model for such problem?" are pretty comprehensive, so I can't really attempt an answer. | |
| Mar 23, 2013 at 6:04 | comment | added | James Stanley | (1) Coefficients from this model are the log odds ratios (which is what the model fits) -- you can exponentiate them to get the odds ratios. (2) To get a hypothesis test for whether a multi-level factor (eg a four level factor with three coefficients) is associated with an outcome (at all -- a test that all of whether all of the beta coefficients might be zero in the population) one can use Type 3 tests (Wald or likelihood ratio tests would be one option for considering the impact of a set of coefficients.) | |
| Mar 23, 2013 at 5:58 | comment | added | James Stanley | @Oleg -- these are some quite big questions, and you may need to track down a textbook for details, or pose these as a new question. I'll give a few directions to some of the pertinent points for this particular question in the following comment(s). | |
| Mar 23, 2013 at 0:33 | comment | added | Oleg | But how can I use these results then? I mean, for numeric variables I can use these coefficients to construct rule for classification.I have a number of both categorical and numerical variables. And I need to find variables and rule which provide best AUC as well as to calculate their odds ratios. And also I can use p-values for variables. But here for categorical variable with, for example, 4 possible values I have 3 p-values.. | |
| Mar 22, 2013 at 20:12 | history | answered | James Stanley | CC BY-SA 3.0 |