Unanswered Questions
4,633 questions with no upvoted or accepted answers
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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 ...
CommunityBot
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13
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0
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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. ...
- 2,578
13
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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 ...
CommunityBot
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10
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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 ...
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10
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"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^...
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9
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995
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In penalized regression models, should binary predictors be standardized?
It is generally agreed that in penalized regression models, such as ridge regression, the lasso, and the elastic net, one should standardize the predictors (such as dividing each by its SD) so that ...
CommunityBot
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9
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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-...
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Poisson regression for binary data
I've been trying to read up on Poisson regression models, and it looks like it is possible to estimate such a model with a binary outcome. This has come up before on this site here (and somewhat here ...
CommunityBot
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8
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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, ...
- 84k
8
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0
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326
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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 ...
- 84k
8
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What is the intuition for testing seasonal difference with OCSB test and its correct application?
I have daily time series data of a shop's revenue. Now I would like to test for seasonal differencing with the OCSB test originally intrduced in (Osborn et al. (1988): Seasonality and the Order of ...
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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:
...
- 84k
8
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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 ...
CommunityBot
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8
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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 ...
CommunityBot
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8
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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
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