![]() ![]() ![]() Logistic regression is used in various fields, including machine learning, most medical fields, and social sciences. The logistic regression as a general statistical model was originally developed and popularized primarily by Joseph Berkson, beginning in Berkson (1944) harvtxt error: no target: CITEREFBerkson1944 ( help), where he coined "logit" see § History. ![]() Logistic regression by MLE plays a similarly basic role for binary or categorical responses as linear regression by ordinary least squares (OLS) plays for scalar responses: it is a simple, well-analyzed baseline model see § Comparison with linear regression for discussion. This does not have a closed-form expression, unlike linear least squares see § Model fitting. The parameters of a logistic regression are most commonly estimated by maximum-likelihood estimation (MLE). In particular, it maximizes entropy (minimizes added information), and in this sense makes the fewest assumptions of the data being modeled see § Maximum entropy. ![]() More abstractly, the logistic function is the natural parameter for the Bernoulli distribution, and in this sense is the "simplest" way to convert a real number to a probability. The defining characteristic of the logistic model is that increasing one of the independent variables multiplicatively scales the odds of the given outcome at a constant rate, with each independent variable having its own parameter for a binary dependent variable this generalizes the odds ratio. The logistic regression model itself simply models probability of output in terms of input and does not perform statistical classification (it is not a classifier), though it can be used to make a classifier, for instance by choosing a cutoff value and classifying inputs with probability greater than the cutoff as one class, below the cutoff as the other this is a common way to make a binary classifier.Īnalogous linear models for binary variables with a different sigmoid function instead of the logistic function (to convert the linear combination to a probability) can also be used, most notably the probit model see § Alternatives. If the multiple categories are ordered, one can use the ordinal logistic regression (for example the proportional odds ordinal logistic model ). whether an image is of a cat, dog, lion, etc.), and the binary logistic regression generalized to multinomial logistic regression. Binary variables can be generalized to categorical variables when there are more than two possible values (e.g. (see § Applications), and the logistic model has been the most commonly used model for binary regression since about 1970. See § Background and § Definition for formal mathematics, and § Example for a worked example.īinary variables are widely used in statistics to model the probability of a certain class or event taking place, such as the probability of a team winning, of a patient being healthy, etc. The unit of measurement for the log-odds scale is called a logit, from logistic un it, hence the alternative names. The corresponding probability of the value labeled "1" can vary between 0 (certainly the value "0") and 1 (certainly the value "1"), hence the labeling the function that converts log-odds to probability is the logistic function, hence the name. Formally, in binary logistic regression there is a single binary dependent variable, coded by an indicator variable, where the two values are labeled "0" and "1", while the independent variables can each be a binary variable (two classes, coded by an indicator variable) or a continuous variable (any real value). In regression analysis, logistic regression (or logit regression) is estimating the parameters of a logistic model (the coefficients in the linear combination). In statistics, the logistic model (or logit model) is a statistical model that models the probability of an event taking place by having the log-odds for the event be a linear combination of one or more independent variables. The curve shows the probability of passing an exam (binary dependent variable) versus hours studying (scalar independent variable). Example graph of a logistic regression curve fitted to data. ![]()
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