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Psychology 513: Advanced Research Methods

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Uses maximum likelihood estimation (as opposed to least squares) 5 ... Likelihood ratio test. Score test. Wald test. Goodness-of-fit statistics ... – PowerPoint PPT presentation

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Title: Psychology 513: Advanced Research Methods


1
Psychology 513 Advanced Research Methods
  • Logistic Regression

2
Overview
  • Continuous predictor(s) dichotomous criterion
  • Can also handle categorical predictors
  • OLS regression would give somewhat similar
    results, although probabilities might exceed 0 or
    1 logit model solves this and other problems

3
Overview (cont.)
  • Transform our dichotomous variable
  • Convert probability to odds and then to log odds
    now our DV is a linear function of our
    predictor
  • Logit transformation

4
Overview (cont.)
  • Fits an s-shaped curve (sigmoidal) transforms
    values into probabilities
  • Uses maximum likelihood estimation (as opposed to
    least squares)

5
Example Peng, Lee, Ingersoll (2002)
  • Remedial reading and sex of student

6
Example (cont.)
  • Logit(Y) a bX
  • Logit(Y) ln(odds) lnp/(1-p)
  • Where p p(outcome of interest)
  • The beta weight reflects the rate of change in
    log odds as X changes

7
Example with Two Predictors
  • Predict recommendations for remedial reading
    based on reading score (X1) and sex (X2)
  • Logit(Y) 0.53 - 0.026X1 0.648X2
  • Reading score negatively associated with
    recommendation sex positively associated with
    recommendation

8
Example with Two Predictors
9
Evaluating the Overall Model
  • Compares model to intercept-only model
  • Likelihood ratio test
  • Score test
  • Wald test
  • Goodness-of-fit statistics
  • Null is that the model fits well

10
Recommendations
  • Include all of the following
  • 1. Overall evaluation of the model
  • 2. Tests of individual predictors
  • 3. Goodness-of-fit statistics
  • 4. Assessment of predicted probabilities
  • Note Be aware of possible differences due to
    statistical software
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