# Questions tagged [logit]

A name given to the log-odds function, which maps probabilities to the real line.

566 questions
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### Interpretation of logit model without reference category

I have developed a logit model with binary dependent variable in R using the glm function. Overall, the independent variables include seven nominal, 23 ordinal, and two numeric variables. The nominal ...
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### Adjusted R Square For Binomial [duplicate]

mtcars=data.frame(mtcars) m=glm(vs~mpg+cyl+disp+hp+drat,family="binomial",data=mtcars) m=glm(vs~wt,family="binomial",data=mtcars) I seek to estimate pseudo-r-...
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### Can some one explains me how to use logit regression with multiple categorical independent variables in eviews?

I want to perform logistic regression(logit) on my data. My dependent variable is a binary value. My independent variables are a couple of categorical variables and some continuous variables. I want ...
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### the constant coefficients are penalized in the ridge logit conditional model?

I am estimating a conditional ridge logit model, there is very little bibliography about it, and I do not know if the constant coefficients are penalized. My model has 2 variables and 3 alternatives, ...
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### Can a linear and logit model have the same shape?

While I was working on an exercise based this book, I discovered something interesting. When I fit a logit and simple linear probability model on the data (see code below), the predictions are almost ...
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### Conditions in which the sign of a coefficient will change between a linear probability model and a logistic model

I am estimating a model where the DV is a binary variable and the key independent variable is the interaction between a dummy variable and a continuous variable. I am getting an very odd result where ...
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### How to simulate, if a customer will buy

If customer 1 will buy a product with a probability of 0.6 and every following customer 0.7, how can I simulate a system with n customers? The result should show which customers bought and which ...
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### Categorical variable postestimation at cluster level

I have a question about categorical variable regression and post-estimation procedures. My aim is to estimate the “probability of success” (say, odds-ratio) at an aggregate level using a lower-level ...
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### Logit regression: Treat binary indepedent variables as continuous or as categorical for the marginal effect?

I have two logit models: A standard binary one (y=0/1) and an ordered logit model (y = yes, definitely/yes, maybe/no, probably not/no, definitely not. Now, to get the marginal effects of the binary ...
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### Re-calibrating Intercept on logistic regression models for unbalance data

I have data-set that I’m modelling using logistic regression as land.cover~H1+H2+H3+H4+H6+H8+H14. My response and categorical variables are binary. However the number of 0 and 1 in my response ...
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### Understanding logits for Binary Classification using XGboost

I am having a hard time understanding the results of my machine learning model for a binary classification task. Basically, I am using a library called SHAP to interpret the results of my models. The ...
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### choice of the lambda parameter in the logit multinomial ridge model

I can not find clear literature on how to choose the penalty parameter in the logit multinomial ridge model. As read in the linear models and trying to adapt it to the model I need it would be through ...
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### Binomial GLM: is it valid to use proportion for the endogenous variable, without weighting based on number of trials?

I am struggling with something that seems like it should be relatively straight forward, but my searches thus far have not yielded results. Earlier guidance on the site suggests that when using a ...
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### nested logit: must all nests contain at least 2 items?

I'm estimating a model about how people travel in R. There are 4 alternatives: air, car, bus, and train. I want to create a nested logit model in which travelers first choose whether or not to fly, ...
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### Comparing two logit models

Folks, Would appreciate any advice on the following topic. My question I would like to answer is the following. What are the determinants of being a First Time Buyer of a House? Based on a survey ...
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### What regression model should I use for this problem?

I am a lowly undergrad working on a research project with my university. I have only a basic grasp on regression analysis so please bear with me! We are seeking to find consumers' willingness to pay ...
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### Can I use logistic regression to calculate the optimal classification threshold between two class based on a single contiguous variable

I have a single contiguous variable, x, and there is two possible classes/labels y for n observations. I need to build a simple binary classifier with a threshold on x so that the number of ...
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### Is it possible to compare probabilities of 2 logistic different models with same data set? [closed]

I have two logistic regression models (A&B), one gives probability of "person A" buying "Product X" and other model gives probability of person A buying "product Y". The training data for both ...
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### Changes in significance and effect size (though constant SEs) when controlling for a categorical variable. Correlation test & interpretation?

I am interested in the effect of the extend to which an occupation consists of routine codifiable tasks and individual job displacement. I have individual level survey data and use a logistic model to ...
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### Understanding Multivariate Logistic Normal pdf

I'm trying to understand the Multivariate Logistic Normal distribution, in order to plot its pdf and compare it with a Dirichlet distribution. I believe I can follow the pdf derivation for the ...
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### The link between logistic regression and logistic sigmoid

My professor once stated that the logistic sigmoid function is the inverse link function to logistic regression. I cannot find mathematical deductions showing this. Can anyone confirm his statement ...
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### How to calculate the probabilities and log-likelihood of the conditional logit model?

I need to estimate the coefficients of the computational output that the "mlogit" package gives me. I follow the steps to estimate the coefficients that vary by individual and alternative given in ...
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### Conditional logit or multinomial logit?

I have the following problem I need to use a discrete choice model to determine the time values (VOT) of 3 transport alternatives (car, bus and train). Looking at the literature of the discrete choice ...
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### Is there a connection between the normal and the logistic distribution?

Regarding Bayesian statistics I found in a script that there is such link, and the logistic arises in context of a normal distribution and a "binary state". However, I have no idea what is the meaning ...
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### estimation conditional logit

I'm creating a code to estimate a conditional logit model. Comparing with the code that I adjust with the package "mlogit" I get very different coefficients, could you help me determine where I'm ...
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### How can I regress if all the variables are categorical?

I am working with a dataset of 335 categorical variables. The dependent variable is also categorical variable, as following: How satisfied are you with your life: 1.unhappy ... to 10. very happy. I ...
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### Combining Results of Simulation Replications (Random-Intercept Logit Models under Confounding)

I've written some simulation code in R to learn about the behavior of a random-intercepts logit model under varying degrees of confounding. The simulated scenario is three points in time, two groups, ...
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### Applying logit model on another data set

I have a following situation: I am testing a probability of harvesting in one forest - no previous harvesting data available. I have found an article about harvesting model - logit model done in a ...
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### How to create a logistic regression model based on a two way table

question Given a table such as : $$\begin{array}{ll|ll} & A & {} \\ & & 0 & 1 \\ \hline B& 1 & 44 & 27 \\ &0 & 443 & 95 \end{array}$$ If I ...
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### Pooling Horse Racing Odds with a Logit Model

I am using a logit model to pool the odds from two bookies and a betting exchange. I have thousands of data points across many races, horses and race tracks and am trying to predict the probability of ...
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### How to interpret the marginal effect of a dummy regressors in a logit model

I have a problem interpreting the marginal effect of a dummy variable in a logit model. (I am using Stata to estimate the logit regression) I've run a simple logit say this: ...
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### How to calculate the probability for this multinomial logit model?

In multinomial logit models, the probability of the observed choice ranked 1st among all option is given by this formula: p(choice = j) = exp(x_j*b)/(\sum(x_i*b)) ...
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### Validation of logit model

I have performed econometric analysis with binary logit model using national representative survey (weighted) data for a given country. I then received a suggestion that no tests or robustness ...
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### R: Interpreting bayesian model averaging of multinomial logit

I am having troubles interpreting results from a BMA of a multinomial logit. THE SETUP My goal is to analyze how companies choose a payment method in M&A based on the acquirer's financial ...
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### Discussion of Robustness

I have to include a discussion of robustness in my report. What are ways to discuss the robustness of my models? I run several logit models. But I don't know how to include something about the ...
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### Difference in Coefficient Interpretations of Linear Probability, Logit MFX, and Probit MFX Models

I have been trying to make sense of what the difference in a LPM, Logit Marginal Effects, and Probit Marginal Effects models would be. For instance, say I ran \$employment = \beta_0+\beta_1edu+\dots+...
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### GLM and implementation of Poisson regression model in R by hand

first of, this is not my school exercise but a given example that I'd like to convert from Stan to my own code. I am very much a pragmatic learner so doing this helps me a lot to visualize the problem....
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### Interpretation of different logistic regression models to test hypotheses

I would like to test two hypotheses, but I am a little bit confused. I have a binary dependent variable z, my key variable a is ...
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### Discrete-time survival model as linear probability model

Discrete-time survival (event history) models are typically estimated using a nonlinear transformation such as logit, probit, or completementary log-log. Logit assumes proportional odds, and similarly ...
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### Combing logit and linear regression

I am looking for a proper method for my research. I want to analyze left-right political position of a person. My idea is to combine logit regression with a linear regression. Logit will decide on ...
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### Why is it easier, and just as valid, to assess overlap with logit propensities?

I'm looking for an intuitive explanation of why the logit transformation gives us a better picture of the overlap in the distributions:
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### When is logit function preferred over sigmoid?

I found out that logit and sigmoid functions are inverse of one another, and are used in binary classification, but is there a preference of one over another in any circumstances, or can they be used ...