Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [logit]

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

0
votes
0answers
17 views

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 ...
0
votes
1answer
39 views

Is it possible to compare probabilities of 2 logistic different models with same data set? [on hold]

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 ...
2
votes
1answer
26 views

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 ...
1
vote
0answers
11 views

Given a simple logit panel data model, the MLE estimators are inconsistent

Consider a binary choice model, $P \left( y _ { i t } = 1 | x _ { i t } , \alpha _ { i } \right) = F \left( x _ { i t } \beta _ { 0 } + \alpha _ { i } \right)$, $$F ( z ) = \frac { e ^ { z } } { 1 + e ...
0
votes
0answers
14 views

Missing one category while predicting with polr

I am trying to predict football outcome using an ordered logit model and I am using R. I used polr in R and everything works fine until the prediction part. the dependent variable is the result (home ...
3
votes
1answer
33 views

Have I understood logictic regression output correctly? Logit, odds ratio and probability ratio

Here is an example model using diamonds dataset: ...
0
votes
2answers
62 views

StatsModel Logistic Regression

I am running a fairly simple Logistic Regression model y= (1[Positive Savings] ,0]) X = (1[Treated Group],0) I got a coefficient of Treated -.64 and OR of .52. My question is how to interpret the ...
0
votes
0answers
8 views

Ordered logit with different choice sets at different times

I have the following dataset: at time $t_1$, a person faces the following ordered choice set $y \in [0,1]$, and at time $t_2$, he faces the ordered choice set $y \in [0,1,2]$. Assume the utility is $...
0
votes
0answers
14 views

Can I add a constant and then transform my explanatory variable? [duplicate]

My current model is of the form $$\log(\frac{y_i}{1-y_i}) = \beta_0 + \beta_1 x_1+\beta_2 x_2.$$ Is it okay if I consider the model $$\log(\frac{y_i}{1-y_i}) = \beta_0 + \beta_1 x_1+\beta_2 \log(x_2+1)...
0
votes
0answers
13 views

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 ...
0
votes
0answers
21 views

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 ...
0
votes
0answers
12 views

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 ...
1
vote
1answer
35 views

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 ...
2
votes
1answer
60 views

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 ...
0
votes
0answers
13 views

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 ...
0
votes
1answer
40 views

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 ...
0
votes
0answers
12 views

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, ...
0
votes
0answers
10 views

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 ...
1
vote
2answers
48 views

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 ...
0
votes
0answers
32 views

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 ...
0
votes
1answer
69 views

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: ...
0
votes
1answer
33 views

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)) ...
0
votes
0answers
9 views

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 ...
0
votes
0answers
27 views

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 ...
1
vote
0answers
16 views

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 ...
0
votes
0answers
17 views

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+...
1
vote
1answer
37 views

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....
1
vote
1answer
72 views

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 ...
1
vote
0answers
29 views

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 ...
1
vote
1answer
31 views

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 ...
2
votes
1answer
42 views

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:
0
votes
2answers
69 views

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 ...
1
vote
1answer
28 views
2
votes
1answer
49 views

Adjusted odds ratio question

I have a question about adjusted odds ratios for matched data. Let's assume that we have a binary variable that we want to determine the odds ratios for (let's say smoking or not smoking, this is the ...
1
vote
0answers
17 views

The marginals of the nested logit are identical?

Consider three random variables $\epsilon_0, \epsilon_1,\epsilon_2$ and suppose that their joint CDF is $$ F(\epsilon_0, \epsilon_1,\epsilon_2)\equiv \exp\Bigg[-\exp(-\epsilon_0)- \bigg[\exp\Big(-\...
1
vote
0answers
34 views

Estimation Multinomial Logit [closed]

I need to create a code manually corresponding to the likelihood of the multinomial logit model in R. I have not been able to get the same results from some packages (mlogit, multinom). My database ...
0
votes
2answers
81 views

Beta regression estimates and confidence intervals on response scale

I'm using GLMMadmb for my beta regression. I'm having a bit of trouble. I understand beta regression uses the logit link function and I know how to get from logits to probability. Here's selected ...
0
votes
1answer
78 views

How to calculate estimated log-sum coefficient in the context of nested logit model in R?

On page 13 of this document, it indicated the estimated log-sum coefficient. How can I obtain the result with R? The R output I think is relevant for this answer: ...
0
votes
1answer
101 views

What is the variance of the error term used by the logit command in stata?

I would like to compare the coefficients from the same model estimated by the logit and probit command. I think that the probit model is estimated normalizing the variance of the error term to 1. What ...
0
votes
1answer
43 views

Any transformation of Gaussian random variables admits covariance calculation after transformation?

Sigmoid transform of Gaussian random variables does not have an easy calculation of covariance. Specifically, I'm looking for a function transform $$f: \mathbb{R}\rightarrow [0, 1]$$ such that it ...
2
votes
1answer
59 views

Can I calculate odds ratio for Firth's Bias-Reduced Logistic Regression?

I have data that I apply a test called Firth's Bias-Reduced Logistic Regression. I am using R with package called brglm. I got coefficient and I will try to find a way to calculate a confidence ...
1
vote
2answers
46 views

Data set splitting for statistical inference?

probably a very basic question -- I am modelling companies' decisions on which mode of payment they use in M&A deals with a help of logit model. I am so far interested only in what variables are ...
0
votes
0answers
13 views

comparing logit mdeols with different number of observations

I used the following code to compare two logit models (Logit3.4 is the same as Logit3.3 plus an additional variable): ...
0
votes
0answers
41 views

Matching: is here an equivalent for caliper with mahalanobis model (as in logit model)

I'm trying to set the caliper value to a matching with mahalanobis metric method in R. Although a smaller value effectively improves the model (and decreases the number of matched items as a tradeoff) ...
3
votes
1answer
48 views

Compare link function: generalized linear mixed binomial

How does one compare the Goodness of Fit for different models of some given binomial data using Generalized Linear Mixed Models. Specifically we want to know whether a model with a logit link gives a ...
2
votes
1answer
24 views

Difference in logits to difference in probabilities

a) Is there any way to prove that you cannot compute a probability difference when you know a logit difference? b)In general, is there some acceptable way to convert distances in logodds space to ...
0
votes
0answers
15 views

Apportioning a value in terms of “response unit” to each regressor following logistic regression

I am trying to assign a monetary value to each variable in a logistic regression model in order to describe contribution "worth" in a unit the business can understand. I have built my model table (...
4
votes
3answers
1k views

logit - interpreting coefficients as probabilities

I seem to be missing some vital piece of information. I am aware that the coefficient of logistic regression are in log(odds), called logit scale. Therefore to interpret them, ...
0
votes
1answer
18 views

How to deal with imbalanced data using logith algorithm

I have an imbalanced dataset for predicting bankrutptcy using the logit algorithm. My sample has 2%(200) bankrupt firms. Unfortunately my prediction is worthless with an auroc of 0.52. On top of that ...
0
votes
0answers
32 views

Using B-coefficients from logit in a linear prediction equation (Stata 13)

This is probably basic, but the answer has eluded me so far... In Stata, if one runs the logit command, coefficient values are given. For the variables with p-...