I want to do a univariate analysis on a set of variables to see which predict a binary outcome. I want to discard some of them before performing logistic regression.

I am trying to understand if I can rely on the f-test outputs (as provided by f_classif in sklearn) when my variables are non-normal and the outcome is binary.

I understand that in a ols regression problem this f-test compares the variance of the residuals between a model with intercept only and the variance of a model with the variable included. So, I would think the original distribution of the dependent variables is not problematic. Now, in logistic regression I would think it is the same, but I can't find any background related to this f_classif for binary outcomes and I don't understand what residuals are compared.

My apologies in advance if this question is basic.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.