[R] Interpreting Logistic Regression
Bernardo Rangel Tura
tura at centroin.com.br
Sat Aug 23 11:02:04 CEST 2008
Em Qua, 2008-08-20 às 23:54 -0700, Madhavi Bhave escreveu:
Hi Madhavi,
> Hi !
>
> This is Madhavi from Mumbai, India. Incidently this is my first post.
You are wellcome!
>
> I am working on Credit Scoring Model and using R, I have run the logistic regression. I have received following Output.
>
> I have two questions
>
> (a) What is the significance of "family = binomial(link = logit)". Why do I have to mention Binomial? Is it because my dependent variable assumes only two values 0 and 1? Can I write name of some other Statistical distribution (say Poisson or Negative Binomial) in place of Binomial? How will it affect my results?
Well the logistitc regression is a generalized linear model. Your
specification is just "binomial" function with "logit" link function so
"summary" mention this especification ...
The binomial model is choose because your data have a thorical binomial
distribution (two type of outcome wtih fix probabilty of outcome and
independent observations)
For ohert distribuitions existing other links functions see more details
in: ?family
>
> (b) How do I interpret the "R" result as given below? I know all the variables are significant. How do I get Log Likelihood ratio, Odds ratio etc.?
well odds ratio:
model<- glm (formula,family=binomial)
exp(coef(model))
Log Likehood
model$deviance
--
Bernardo Rangel Tura, M.D,MPH,Ph.D
National Institute of Cardiology
Brazil
More information about the R-help
mailing list