Logistic Regression II.ppt

Logistic Regression II  Simple 2x2 Table (courtesy Hosmer and Lemeshow) Example 1: CHD and Age (2x2) (from Hosmer and Lemeshow) Example 1: CHD and Age (2x2) (from Hosmer and Lemeshow) The Log Likelihood Derivative(s) of the log likelihood Maximize ? Maximize ?1 Hypothesis Testing H0: ?=0 2. The Likelihood Ratio test: Hypothesis Testing H0: ?=0 2. What is the Likelihood Ratio test here? Full model = includes age variable Reduced model = includes only intercept Maximum likelihood for reduced model ought to be (.43)43x(.57)57 (57 cases/43 controls)…does MLE yield this?… Likelihood value for reduced model Likelihood value of full model Finally the LR… Example 2: 2 exposure levels*(dummy coding) SAS CODE What’s the likelihood here? SAS OUTPUT – model fit SAS OUTPUT – regression coefficients SAS output – OR estimates Example 3: Prostrate Cancer Study (same data as from lab 3) Question: Does PSA level predict tumor penetration into the prostatic capsule (yes/no)? (this is a bad outcome, meaning tumor has spread). Is this association confounded by race? Does race modify this association (interaction)? What’s the relationship between PSA (continuous variable) and capsule penetration (binary)? Capsule (yes/no) vs. PSA (mg/ml) logit plot of psa predicting capsule, by quintiles ? linear in the logit? logit plot of psa predicting capsule, by QUARTILE ? linear in the logit? logit plot of psa predicting capsule, by decile ? linear in the logit? model: capsule = psa ? Model: capsule = psa race Analysis of Maximum Likelihood Estimates ? Standard Wald Parameter DF Estimate Error Chi-Square Pr ChiSq ? Intercept 1 -0.4992 0.4581 1.1878 0.2758 psa 1 0.0512 0.00949 29.0371 .0001 race 1 -0.5788 0.4187 1.9111 0.1668 Model: capsule = psa race psa*race Standard Wald Parameter DF Estimate Error Chi-Square Pr ChiSq ?