Quantitative Methods Louisiana State University定量方法路易斯安那州立大学.pptVIP

Quantitative Methods Analyzing dichotomous dummy variables Logistic Regression Analysis Like ordinary regression and ANOVA, logistic regression is part of a category of models called generalized linear models. Generalized linear models were developed to unify various statistical models (linear regression, logistic regression, poisson regression). We can think of maximum likelihood as a general algorithm to estimate all these models. Logistic Regression Analysis--GLM GLM Each outcome of the dependent variable (that is, each Y) is assumed to be generated from a particular distribution function in the exponential family (normal, binomial, poisson, etc.) Logistic Regression Analysis(a diversion into probability distributions) Normal distribution—a family of distributions, each member of which can be defeind by the mean and variance—many physical phenomena can be approximated well by the normal distribution. Binomial distribution—probability distribution of # of successes in a sequence of Bermoulli trials (where outcomes fall into one of two categories—i.e., ”occurred” and “did not occur”. Note that in large samples, if the dependent variable is not too skewed, then the normal distribution approximates the binomial distribution. Logistic Regression Analysis (a diversion into probability distributions) Poisson Distribution—expresses the probability of a # of events occurring in a fixed period of time, if the events occur with a known average rate, and independently of the time since the last event. (Note that the negative binomial distribution is used to model event counts that are skewed. One can also think about the “polya” distribution which can be used to model occurrences of “contagious” discrete events – tornado outbreaks. Logistic Regression—when? Logistic regression models are appropriate for dependent variables coded 0/1. We only observe “0” and “1” for the dependent variable—but we think of the dependent variable conceptually as a probabilit