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Unanswered Questions

2,527 questions with no upvoted or accepted answers
19 votes
1 answer
1k views

How can I measure model performance with weighted logistic regression?

I am working with some survey data that uses probability weights. A number of sources explain that likelihood-based tests and fit statistics like likelihood-ratio, AIC, and BIC are not valid in the ...
13 votes
0 answers
272 views

Logistic regression for classification: are there any analytical solutions for the out-of-sample accuracy?

I run a binary logistic regression, with a binary dependent variable and a continuous independent one. Now I want to evaluate the out-of-sample performance of the classification algorithm so obtained. ...
13 votes
0 answers
778 views

Interpreting regression coefficients based on Andrew Gelman's re-scaling method

I have two predictors in a binary logistic regression model: One binary and one continuous. My primary goal is to compare the coefficients of the two predictors within the same model. I have come ...
10 votes
0 answers
744 views

Errors-in-Variables model for logistic regression

Simple question: I am familiar (though don't have tons of experience) with errors-in-variables regression. From what I have seen, this mostly is used with continuous outcomes in a linear model. A) Is ...
10 votes
0 answers
387 views

"Brute force" expected deviance for logistic regression?

A commonly used goodness of fit statistic for logistic regression is the deviance. This is also known as the likelihood ratio chi-square statistic. It is defined as: $$D=\sum_{i=1}^{N}d_i^2$$ $$d_i^...
9 votes
0 answers
6k views

Getting the bootstrap-validated AUC in R

In a paper by Faraklas et al, the researchers create a Necrotizing Soft-Tissue Infection Mortality Risk Calculator. They use logistic regression to create a model with mortality from necrotizing soft-...
8 votes
0 answers
3k views

Fitting a Logistic Regression via Brier Score or Mean Squared Error

Is there a name for a logistic regression model that has been fit using the Brier score (or equivalently the mean-squared error) rather than the cross-entropy? I realise this isn't maximum-likelihood, ...
8 votes
0 answers
326 views

Hidden vs Firth vs Shen-Gao logistic regression: dealing with the Hauck-Donner effect

In 1993 a version of penalized logistic regression was introduced by Firth in order to reduce the bias due to outliers and/or (quasi-)perfect prediction in logistic regression: Bias Reduction of ...
8 votes
0 answers
2k views

How to deal with underdispersion with binomial data

I'm working with a pretty large dataset (n = 4,500) where 10% of my points (pixels in a GIS landscape) are 1s and the rest are 0s. The full model for my data looks something like this: ...
8 votes
0 answers
3k views

Frequency weights, rare events and logistic regression

I'm working on a model that requires me to look for predictors for a rare event (less than 0.5% of the total of my observations). My total sample is a significant part of the total population (50,000 ...
8 votes
0 answers
652 views

Calculate goodness-of-fit (with deviance) to compare averaged models?

I need to compare the goodness of fit of several averaged logistic regression models by calculating the deviance explained. I'm using the MuMIn package in R to ...
8 votes
0 answers
380 views

Numerical properties of the logistic growth model for non-linear regression

I am using the nls procedure in R to fit a logistic growth model. In their SSlogis function, José Pinheiro and Douglas Bates chose the formulation ...
8 votes
1 answer
832 views

How to subset alternatives in nested multinomial logistic regression?

I am trying to predict whether or not captains in a particular groundfish fishery choose to fish on any given day and what variables may influence that decision. Originally I had planned on using ...
7 votes
0 answers
207 views

Including feature-dependent priors on output class, in bayesian logistic regression

When doing logistic regression with data $D_N = \{(x_i, y_i)\}_i^N$ with $x_i \in \mathbf{X}^N$ (each data point has N features) and $y_i \in \mathbf{Y}$ being assigned output classes, in a Bayesian ...
7 votes
0 answers
522 views

Is it possible to get a prediction interval for logistic regression via a latent variable?

carbocation asked how to compute prediction intervals for logistic regression. The answer was that prediction intervals don't make sense for logistic regression because the response variable only ...

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