Re: [R] Interpreting Logistic Regression

From: Bernardo Rangel Tura <tura_at_centroin.com.br>
Date: Sat, 23 Aug 2008 06:02:04 -0300

Em Qua, 2008-08-20 às 23:54 -0700, Madhavi Bhave escreveu:

Hi Madhavi,

> Hi !
>
> This is Madhavi from Mumbai, India. Incidently this is my first post.

You are wellcome!
>
> I am working on Credit Scoring Model and using R, I have run the logistic regression. I have received following Output.
>
> I have two questions
>
> (a) What is the significance of "family = binomial(link = logit)". Why do I have to mention Binomial? Is it because my dependent variable assumes only two values 0 and 1? Can I write name of some other Statistical distribution (say Poisson or Negative Binomial) in place of Binomial? How will it affect my results?

Well the logistitc regression is a generalized linear model. Your specification is just "binomial" function with "logit" link function so "summary" mention this especification ...

The binomial model is choose because your data have a thorical binomial distribution (two type of outcome wtih fix probabilty of outcome and independent observations)

For ohert distribuitions existing other links functions see more details in: ?family
>
> (b) How do I interpret the "R" result as given below? I know all the variables are significant. How do I get Log Likelihood ratio, Odds ratio etc.?

well odds ratio:

model<- glm (formula,family=binomial)
exp(coef(model))

Log Likehood

model$deviance

-- 
Bernardo Rangel Tura, M.D,MPH,Ph.D
National Institute of Cardiology
Brazil

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Received on Sat 23 Aug 2008 - 09:04:20 GMT

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