Logistic Regression - NKNW Example 14.3 |
Logistic regression on Disease data |
Model Information | |
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Data Set | WORK.DISEASE |
Response Variable | Disease |
Number of Response Levels | 2 |
Model | binary logit |
Optimization Technique | Fisher's scoring |
Number of Observations Read | 98 |
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Number of Observations Used | 98 |
Response Profile | ||
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Ordered Value |
Disease | Total Frequency |
1 | 1 | 31 |
2 | 0 | 67 |
Model Convergence Status |
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Convergence criterion (GCONV=1E-8) satisfied. |
Model Fit Statistics | ||
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Criterion | Intercept Only |
Intercept and Covariates |
AIC | 124.318 | 111.054 |
SC | 126.903 | 123.979 |
-2 Log L | 122.318 | 101.054 |
R-Square | 0.1950 | Max-rescaled R-Square | 0.2736 |
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Testing Global Null Hypothesis: BETA=0 | |||
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Test | Chi-Square | DF | Pr > ChiSq |
Likelihood Ratio | 21.2635 | 4 | 0.0003 |
Score | 20.4067 | 4 | 0.0004 |
Wald | 16.6437 | 4 | 0.0023 |
Analysis of Maximum Likelihood Estimates | |||||
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Parameter | DF | Estimate | Standard Error |
Wald Chi-Square |
Pr > ChiSq |
Intercept | 1 | -2.3127 | 0.6426 | 12.9545 | 0.0003 |
Age | 1 | 0.0297 | 0.0135 | 4.8535 | 0.0276 |
Status1 | 1 | 0.4088 | 0.5990 | 0.4657 | 0.4950 |
Status2 | 1 | -0.3051 | 0.6041 | 0.2551 | 0.6135 |
sector | 1 | 1.5746 | 0.5016 | 9.8543 | 0.0017 |
Odds Ratio Estimates | |||
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Effect | Point Estimate | 95% Wald Confidence Limits |
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Age | 1.030 | 1.003 | 1.058 |
Status1 | 1.505 | 0.465 | 4.868 |
Status2 | 0.737 | 0.226 | 2.408 |
sector | 4.829 | 1.807 | 12.907 |
Association of Predicted Probabilities and Observed Responses |
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Percent Concordant | 77.5 | Somers' D | 0.554 |
Percent Discordant | 22.1 | Gamma | 0.556 |
Percent Tied | 0.3 | Tau-a | 0.242 |
Pairs | 2077 | c | 0.777 |
Partition for the Hosmer and Lemeshow Test | |||||
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Group | Total | Disease = 1 | Disease = 0 | ||
Observed | Expected | Observed | Expected | ||
1 | 10 | 0 | 0.79 | 10 | 9.21 |
2 | 10 | 1 | 1.02 | 9 | 8.98 |
3 | 11 | 2 | 1.51 | 9 | 9.49 |
4 | 10 | 1 | 1.78 | 9 | 8.22 |
5 | 10 | 3 | 2.34 | 7 | 7.66 |
6 | 10 | 4 | 3.09 | 6 | 6.91 |
7 | 10 | 7 | 3.91 | 3 | 6.09 |
8 | 11 | 3 | 5.51 | 8 | 5.49 |
9 | 10 | 5 | 6.32 | 5 | 3.68 |
10 | 6 | 5 | 4.75 | 1 | 1.25 |
Hosmer and Lemeshow Goodness-of-Fit Test |
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Chi-Square | DF | Pr > ChiSq |
9.1871 | 8 | 0.3268 |
Logistic Regression - NKNW Example 14.3 |
Listing of one kept value for each by group from Logistic Reg |
Obs | case | Age | Status1 | Status2 | sector | Disease | _LEVEL_ | yhat | lcl95 | ucl95 | resdev | DFBETA_Intercept | DFBETA_Age | DFBETA_Status1 | DFBETA_Status2 | DFBETA_sector | difdev |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | 40 | 1 | 0 | 1 | 1 | 0 | 1 | 0.26630 | 0.09293 | 0.56251 | -0.78696 | -0.01939 | 0.09579 | 0.01031 | -0.10891 | -0.08726 | 0.65146 |
2 | 28 | 2 | 0 | 1 | 0 | 0 | 1 | 0.07187 | 0.02346 | 0.19976 | -0.38621 | -0.02297 | 0.02517 | 0.00406 | -0.02016 | 0.01472 | 0.15105 |
3 | 37 | 3 | 1 | 0 | 1 | 0 | 1 | 0.44026 | 0.20277 | 0.70864 | -1.07729 | -0.03653 | 0.13065 | -0.15334 | -0.00929 | -0.09777 | 1.23059 |
4 | 34 | 4 | 0 | 0 | 0 | 0 | 1 | 0.10031 | 0.03273 | 0.26867 | -0.45980 | -0.06299 | 0.03831 | 0.03101 | 0.03402 | 0.03349 | 0.21527 |
5 | 62 | 5 | 0 | 1 | 0 | 0 | 1 | 0.07805 | 0.02670 | 0.20716 | -0.40315 | -0.02281 | 0.02410 | 0.00395 | -0.02219 | 0.01582 | 0.16460 |
6 | 3 | 6 | 0 | 0 | 0 | 0 | 1 | 0.10581 | 0.03573 | 0.27423 | -0.47295 | -0.06449 | 0.03745 | 0.03228 | 0.03561 | 0.03517 | 0.22774 |
7 | 91 | 7 | 0 | 1 | 0 | 0 | 1 | 0.08244 | 0.02904 | 0.21258 | -0.41482 | -0.02260 | 0.02318 | 0.00385 | -0.02364 | 0.01660 | 0.17427 |
8 | 18 | 8 | 0 | 0 | 1 | 0 | 1 | 0.37751 | 0.18144 | 0.62395 | -0.97368 | -0.12774 | 0.11676 | 0.10849 | 0.08850 | -0.07308 | 0.98811 |
9 | 14 | 9 | 0 | 0 | 0 | 1 | 1 | 0.11456 | 0.04062 | 0.28333 | 2.08167 | 0.51506 | -0.27619 | -0.26478 | -0.29462 | -0.29239 | 4.59669 |
10 | 24 | 11 | 1 | 0 | 1 | 0 | 1 | 0.49946 | 0.25967 | 0.73950 | -1.17650 | -0.00272 | 0.08844 | -0.18022 | -0.01563 | -0.11255 | 1.46058 |
11 | 46 | 12 | 1 | 0 | 1 | 0 | 1 | 0.50690 | 0.26696 | 0.74370 | -1.18915 | 0.00209 | 0.08229 | -0.18374 | -0.01651 | -0.11446 | 1.49154 |
12 | 42 | 13 | 0 | 0 | 1 | 1 | 1 | 0.41304 | 0.21594 | 0.64260 | 1.32982 | 0.16963 | -0.13835 | -0.16158 | -0.13291 | 0.11495 | 1.85198 |
13 | 25 | 14 | 0 | 1 | 1 | 0 | 1 | 0.34824 | 0.14743 | 0.62277 | -0.92529 | 0.01835 | 0.05833 | 0.00400 | -0.14741 | -0.11664 | 0.89961 |
14 | 20 | 15 | 0 | 0 | 1 | 1 | 1 | 0.42754 | 0.23031 | 0.65085 | 1.30362 | 0.15429 | -0.11829 | -0.15489 | -0.12785 | 0.11266 | 1.77482 |
15 | 23 | 16 | 0 | 0 | 1 | 1 | 1 | 0.43483 | 0.23757 | 0.65515 | 1.29058 | 0.14686 | -0.10860 | -0.15161 | -0.12536 | 0.11150 | 1.73728 |
16 | 39 | 17 | 1 | 0 | 1 | 1 | 1 | 0.54397 | 0.30330 | 0.76572 | 1.10351 | -0.02357 | -0.04073 | 0.16920 | 0.01774 | 0.10412 | 1.27659 |
17 | 5 | 18 | 0 | 1 | 0 | 1 | 1 | 0.11082 | 0.04422 | 0.25134 | 2.09755 | 0.15482 | -0.11485 | -0.02231 | 0.26748 | -0.17253 | 4.60704 |
18 | 96 | 19 | 0 | 1 | 0 | 0 | 1 | 0.11378 | 0.04577 | 0.25578 | -0.49152 | -0.01878 | 0.01312 | 0.00263 | -0.03438 | 0.02201 | 0.24494 |
19 | 30 | 20 | 0 | 1 | 0 | 0 | 1 | 0.11682 | 0.04734 | 0.26041 | -0.49845 | -0.01822 | 0.01186 | 0.00247 | -0.03545 | 0.02252 | 0.25194 |
20 | 21 | 21 | 1 | 0 | 1 | 1 | 1 | 0.57330 | 0.33160 | 0.78442 | 1.05485 | -0.03820 | -0.01341 | 0.16141 | 0.01876 | 0.09840 | 1.16292 |
21 | 16 | 22 | 0 | 0 | 1 | 1 | 1 | 0.47909 | 0.28142 | 0.68354 | 1.21315 | 0.10549 | -0.05528 | -0.13272 | -0.11097 | 0.10445 | 1.52577 |
22 | 11 | 23 | 0 | 0 | 0 | 0 | 1 | 0.16403 | 0.06903 | 0.34176 | -0.59860 | -0.07437 | 0.01912 | 0.04453 | 0.05175 | 0.05261 | 0.36518 |
23 | 43 | 24 | 0 | 0 | 1 | 0 | 1 | 0.49395 | 0.29583 | 0.69399 | -1.16715 | -0.09070 | 0.03837 | 0.12371 | 0.10385 | -0.09963 | 1.40958 |
24 | 81 | 25 | 1 | 0 | 0 | 0 | 1 | 0.23861 | 0.09829 | 0.47395 | -0.73839 | -0.03390 | 0.00011 | -0.08578 | 0.01437 | 0.07126 | 0.56267 |
25 | 6 | 26 | 0 | 1 | 0 | 0 | 1 | 0.13653 | 0.05707 | 0.29233 | -0.54184 | -0.01385 | 0.00251 | 0.00128 | -0.04256 | 0.02582 | 0.29819 |
26 | 13 | 27 | 0 | 0 | 0 | 0 | 1 | 0.18100 | 0.07840 | 0.36473 | -0.63194 | -0.07550 | 0.01099 | 0.04777 | 0.05627 | 0.05763 | 0.40740 |
27 | 70 | 28 | 0 | 0 | 0 | 0 | 1 | 0.18545 | 0.08079 | 0.37099 | -0.64051 | -0.07569 | 0.00867 | 0.04860 | 0.05745 | 0.05895 | 0.41866 |
28 | 68 | 30 | 0 | 0 | 0 | 0 | 1 | 0.19461 | 0.08559 | 0.38416 | -0.65792 | -0.07592 | 0.00366 | 0.05028 | 0.05987 | 0.06166 | 0.44206 |
29 | 8 | 31 | 1 | 0 | 0 | 1 | 1 | 0.27253 | 0.11409 | 0.52147 | 1.61246 | 0.06279 | 0.06227 | 0.27211 | -0.03847 | -0.21553 | 2.76692 |
30 | 22 | 32 | 1 | 0 | 1 | 1 | 1 | 0.65079 | 0.40153 | 0.83810 | 0.92689 | -0.06762 | 0.04432 | 0.13975 | 0.02029 | 0.08316 | 0.89443 |
31 | 1 | 33 | 0 | 0 | 0 | 0 | 1 | 0.20898 | 0.09281 | 0.40556 | -0.68473 | -0.07590 | -0.00487 | 0.05285 | 0.06363 | 0.06591 | 0.47951 |
32 | 2 | 35 | 0 | 0 | 0 | 0 | 1 | 0.21898 | 0.09759 | 0.42094 | -0.70308 | -0.07561 | -0.01128 | 0.05460 | 0.06624 | 0.06888 | 0.50612 |
33 | 10 | 37 | 1 | 0 | 0 | 0 | 1 | 0.30931 | 0.12945 | 0.57423 | -0.86030 | -0.00925 | -0.05360 | -0.12060 | 0.01410 | 0.09116 | 0.77259 |
34 | 50 | 38 | 1 | 0 | 1 | 1 | 1 | 0.69019 | 0.43337 | 0.86648 | 0.86115 | -0.07776 | 0.06620 | 0.12804 | 0.02044 | 0.07527 | 0.77207 |
35 | 57 | 39 | 0 | 0 | 1 | 0 | 1 | 0.60396 | 0.39037 | 0.78411 | -1.36107 | -0.02646 | -0.08139 | 0.13312 | 0.11555 | -0.12830 | 1.92752 |
36 | 49 | 40 | 1 | 0 | 1 | 1 | 1 | 0.70277 | 0.44296 | 0.87546 | 0.83992 | -0.08033 | 0.07216 | 0.12419 | 0.02040 | 0.07271 | 0.73465 |
37 | 35 | 44 | 0 | 1 | 1 | 0 | 1 | 0.56602 | 0.28366 | 0.81117 | -1.29210 | 0.19641 | -0.15575 | -0.02924 | -0.26635 | -0.20543 | 1.79985 |
38 | 69 | 46 | 0 | 0 | 0 | 0 | 1 | 0.28001 | 0.12255 | 0.51991 | -0.81059 | -0.06920 | -0.05866 | 0.06465 | 0.08206 | 0.08725 | 0.67970 |
39 | 58 | 50 | 0 | 0 | 1 | 0 | 1 | 0.67901 | 0.43957 | 0.85086 | -1.50754 | 0.04032 | -0.19919 | 0.13590 | 0.12156 | -0.15094 | 2.39781 |
40 | 84 | 51 | 0 | 1 | 0 | 0 | 1 | 0.24960 | 0.09562 | 0.51133 | -0.75782 | 0.03299 | -0.08525 | -0.01037 | -0.08886 | 0.04451 | 0.59705 |
41 | 74 | 52 | 0 | 0 | 0 | 1 | 1 | 0.31736 | 0.13470 | 0.58133 | 1.51506 | 0.13190 | 0.20421 | -0.15128 | -0.19742 | -0.21258 | 2.45114 |
42 | 41 | 53 | 1 | 0 | 1 | 1 | 1 | 0.77682 | 0.49439 | 0.92531 | 0.71070 | -0.08867 | 0.09691 | 0.10008 | 0.01925 | 0.05719 | 0.52764 |
43 | 65 | 59 | 0 | 1 | 0 | 1 | 1 | 0.29676 | 0.10555 | 0.60143 | 1.55875 | -0.15028 | 0.32987 | 0.04183 | 0.26448 | -0.12459 | 2.65895 |
44 | 4 | 60 | 0 | 0 | 0 | 0 | 1 | 0.37100 | 0.14908 | 0.66506 | -0.96293 | -0.04443 | -0.15768 | 0.07794 | 0.10593 | 0.11613 | 0.98523 |
45 | 29 | 61 | 0 | 1 | 0 | 0 | 1 | 0.30932 | 0.10784 | 0.62395 | -0.86032 | 0.07270 | -0.15548 | -0.01986 | -0.11808 | 0.05478 | 0.78738 |
46 | 48 | 65 | 0 | 1 | 1 | 0 | 1 | 0.70895 | 0.35026 | 0.91671 | -1.57116 | 0.40560 | -0.43105 | -0.07048 | -0.36607 | -0.27791 | 2.80759 |
47 | 17 | 67 | 0 | 0 | 1 | 1 | 1 | 0.77815 | 0.49016 | 0.92752 | 0.70829 | -0.04972 | 0.12152 | -0.03751 | -0.03561 | 0.05310 | 0.52488 |
48 | 51 | 68 | 1 | 0 | 1 | 1 | 1 | 0.84467 | 0.53631 | 0.96236 | 0.58104 | -0.08489 | 0.10238 | 0.07521 | 0.01660 | 0.04190 | 0.35400 |
49 | 44 | 70 | 0 | 0 | 1 | 1 | 1 | 0.79317 | 0.49700 | 0.93704 | 0.68076 | -0.05250 | 0.12278 | -0.03380 | -0.03250 | 0.05013 | 0.48565 |
50 | 52 | 74 | 0 | 0 | 1 | 1 | 1 | 0.81201 | 0.50546 | 0.94806 | 0.64535 | -0.05521 | 0.12315 | -0.02928 | -0.02867 | 0.04631 | 0.43731 |
Logistic Regression - NKNW Example 14.3 |
Plot of observed means (o) and predicted values (p) |
Plot of yhat*Age. Symbol used is 'x'. Plot of mean*Age. Symbol used is 'o'. yhat | | 1.0 + o o o o o o o oo o oo o o | | | | | x | 0.8 + x x | x x | | x x | x x | x o | 0.6 + x | x x | x | x o o oo o o | x x x | | x xx 0.4 + x | x x | x o o | x x x | x x x | x x o o | x x 0.2 + x x o | x xx | x | x x x xxx o | x x x | | 0.0 + ooooo oo o o ooo o o o o o o o oo oo | ---+---------+---------+---------+---------+---------+---------+---------+---------+-- 0 10 20 30 40 50 60 70 80 Age NOTE: 100 obs had missing values. |