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Is the predictor function in logistic regression a function of the dot product of the parameter vector and the feature vector onto a real value between zero and one? If I'm getting dot products outside of that interval, does that mean my parameter vector is bad?

Thanks

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In Logistic regression, the result of the linear predictor (g(x)) is from negative infinite to positive infinite.

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Then the result of (pi(x)) ranges from 0 to 1 via the link function. This is the definition.

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  • $\begingroup$ Great, thanks! For future readers, once you've done the dot product to get a number (which is really the Y coordinate in linear space... the answer to a linear regression problem in terms of log-odds) you transform it back into probability space by doing the following (where p is your answer): exp(p) / (1 + exp(p) ) . The resulting answer should be between 0 and 1. $\endgroup$ – Walrus the Cat Sep 5 '13 at 9:42

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