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Logit Analysis

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Albert Satorra, M todes Estad stics, curs 2004-2005. Logit Analysis. Using vttown.dta ... Albert Satorra, M todes Estad stics, curs 2004-2005. Making a ... – PowerPoint PPT presentation

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Title: Logit Analysis


1
Logit Analysis
  • Using vttown.dta


2
Logit Regression
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Model Lineal de Probabilitat
GET FILE'G\Albert\Web\Metodes2005\Dades\VtTown
.sav'. Regressió lineal REGRESSION
/MISSING LISTWISE /STATISTICS COEFF OUTS R
ANOVA /CRITERIAPIN(.05) POUT(.10) /NOORIGIN
/DEPENDENT school /METHODENTER lived
/SCATTERPLOT(ZRESID ,ZPRED ) /RESIDUALS
HIST(ZRESID) NORM(ZRESID) .
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Residus ?
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LOGISTIC REGRESSION VARschool /METHODENTER
lived /METHODENTER meetings gender /CRITERIA
PIN(.05) POUT(.10) ITERATE(20) CUT(.5) .
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Logit analysis
library(foreign) dataread.dta("E/Albert/COURSES/
cursDAS/AS2003/data/vttown.dta") help(glm) help(fa
mily) attach(data) names(data) 1 "gender"
"lived" "kids" "educ" "meetings"
"contam" "school" results glm(school lived
meetings, familybinomial) results Call
glm(formula school lived meetings, family
binomial) Coefficients (Intercept) lived
meetingsyes -0.34850 -0.03575
2.36881 Degrees of Freedom 152 Total (i.e.
Null) 150 Residual Null Deviance 209.2
Residual Deviance 160.3 AIC 166.3
fvresultsfitted.values reresultsresiduals plo
t(fv, re) logit resultslinear.predictor
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Logit analysis
  • summary(results)
  • Call
  • glm(formula school lived meetings, family
    binomial)
  • Deviance Residuals
  • Min 1Q Median 3Q Max
  • -2.0559 -0.8567 -0.5140 0.6189 2.3832
  • Coefficients
  • Estimate Std. Error z value Pr(gtz)
  • (Intercept) -0.34850 0.31796 -1.096 0.2731
  • lived -0.03575 0.01352 -2.644 0.0082
  • meetingsyes 2.36881 0.44251 5.353 8.65e-08
  • ---
  • Signif. codes 0 ' 0.001 ' 0.01 ' 0.05
    .' 0.1 ' 1
  • (Dispersion parameter for binomial family taken
    to be 1)
  • Null deviance 209.21 on 152 degrees of
    freedom
  • Residual deviance 160.27 on 150 degrees of
    freedom
  • AIC 166.27
  • Number of Fisher Scoring iterations 3

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Logit analysis
LOGISTIC REGRESSION VARschool /METHODENTER
lived meetings /SAVE COOK ZRESID /CRITERIA
PIN(.05) POUT(.10) ITERATE(20) CUT(.5) .
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Logit regression using R
  • fitlogit glm(school lived , binomial)
  • summary(fitlogit)
  • indsort(lived, index.returnT)ix
  • plot(livedind,fpind, type "l", col"red",
    xlab"years living in town", ylab"prob. of y1")
  • hatvalues(fitlogit)
  • dfbetas(fitlogit)
  • rstudent(fitlogit)
  • plot(hatvalues(fitlogit),rstudent(fitlogit),type"
    n")
  • dfbdfbetas(fitlogit)2
  • points(hatvalues(fitlogit),rstudent(fitlogit),
    cex 10dfb/max(dfb))
  • abline(h c(-1,0,1), lty2)
  • abline(v c(.015,.030), lty2)
  • abline(v c(.015,.030), lty2)
  • identify(hatvalues(fitlogit),rstudent(fitlogit),
    1length(rstudent(fitlogit)))

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Making a conditional effect plot
making a plot xseq(1,81,1) logit0 -.3485
-.0358x 2.36880 logit1 -.3485 -.0358x
2.36881 p01/(1exp(-logit0)) p11/(1exp(-logit
1)) library(foreign) dataread.spss("I/pol/Metode
s/DADES/VtTown.sav") names(data) attach(data) DSr
ep(0,length(SCHOOL)) DSSCHOOL"CLOSE"
1 plot(LIVED,DS, col"blue", main"Prob. en
funció d'anys al poble", cex.8,xlab"anys al
poble", ylab"probabilitat") lines(x,p0,col"red",
lty1 ) lines(x,p1,col"green", lty2 )
legend(60,.8,c("meetings is 0", "meetings is 1"),
ltyc(1,2), colc("red", "green"), cex.8)
abline(lm(DS LIVED), col"orange")
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Cook vs residuo normalizado
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Multinomial Logit Regression
plogit lt- function(x) 1/(1exp(-x)) eta lt-
seq(-10, 10, len100) p1 lt- plogit(eta-1) p2 lt-
plogit(eta1) p3 lt- plogit(eta4.5) plot(c(-10,10)
, range(p1,p2,p3), type"n", axesFALSE,
xlab"x", ylab"Pr(y gt j)") axis(2) box() abline(h
c(0,1), col"gray") lines(eta, p1,
lwd2) lines(eta, p2, lwd2) lines(eta, p3,
lwd2) coords lt- locator(2) arrows(coordsx1,
coordsy1, coordsx2, coordsy2, code1,
length0.125) text(coordsx2, coordsy2,
pos3, "Pr(y gt 1)") coords lt- locator(2) arrows(co
ordsx1, coordsy1, coordsx2, coordsy2,
code1, length0.125) text(coordsx2,
coordsy2, pos3, "Pr(y gt 2)") coords lt-
locator(2) arrows(coordsx1, coordsy1,
coordsx2, coordsy2, code1,
length0.125) text(coordsx2, coordsy2,
pos3, "Pr(y gt 3)")
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Sintaxis de SPSS
Activa un fitxer de sintaxis, que es pot executar
parcialment
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Suprimir casos en el análisis
Selecciona casos
condición
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... filtrat de casos
Caso suprimido
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