Multiple Logistic Regression.ppt

Multiple Logistic Regression RSQUARE, LACKFIT, SELECTION, and interactions Introduction Just as with linear regression, logistic regression allows you to look at the effect of multiple predictors on an outcome. Consider the following example: 15- and 16-year-old adolescents were asked if they have ever had sexual intercourse. The outcome of interest is intercourse. The predictors are race (white and black) and gender (male and female). Example from Agresti, A. Categorical Data Analysis, 2nd ed. 2002. Here is a table of the data: Entering the Data in SAS The data set intercourse is created with the variables “white” (1 if white, 0 if black), “male” (1 if male, 0 if female), and “intercourse” (1 if yes, 0 if no). We want to examine the odds of having intercourse with race and gender as predictors. Enter the code on the next slide into SAS. Creating the Data Set Intercourse Multiple Logistic Regression: Main Effects First look at the effect of race and gender with no interaction. The SAS code is similar to that of simple logistic regression; one more independent variable has been added to the model statement. Entering the following code into SAS: “descending” models the probability that intercourse = 1 (yes) rather than = 0 (no). “rsquare” requests the R2 value from SAS; it is interpreted the same way as the R2 from linear regression. “lackfit” requests the Hosmer and Lemeshow Goodness-of-Fit Test. This tells you if the model you have created is a good fit for the data. SAS Output: R2 Interpreting the R2 value The R2 value is 0.9907. This means that 99.07% of the variability in our outcome (intercourse) is explained by including gender and race in our model. PROC LOGISTIC Output Interpreting Output Notice that the race and gender terms are both statistically significant (p 0.0001 and p = 0.0040, respectively). The logistic regression model is:log(odds) = β0 + β1(white) + β2(male) log(odds) = -0.4555 – 1.3135(white) + 0.6478(male) The odds of having interc