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  • STATISTICA Formula Guide Logistic Regression

    Version 1.1 i

    Making the World More Productive®

    STATISTICA Formula Guide: Logistic Regression

    Table of Contents Logistic Regression ...................................................................................................................................... 1

    Overview of Logistic Regression Model .................................................................................................. 1

    Dispersion ............................................................................................................................................... 2

    Parameterization .................................................................................................................................... 3

    Sigma-Restricted Model ...................................................................................................................... 3

    Overparameterized Model ................................................................................................................. 4

    Reference Coding ................................................................................................................................ 4

    Model Summary (Summary Tab) ................................................................................................................ 5

    Summary of All Effects ............................................................................................................................ 5

    Wald Statistic ...................................................................................................................................... 5

    Likelihood Ratio Test ........................................................................................................................... 6

    Type 1 Likelihood Ratio Test ............................................................................................................... 7

    Type 3 Likelihood Ratio Test ............................................................................................................... 7

    Cell Statistics ........................................................................................................................................... 7

    Mean ................................................................................................................................................... 8

    Standard Deviation ............................................................................................................................. 8

    Standard Error ..................................................................................................................................... 8

    Upper/Lower Confidence Limits for the Mean ................................................................................... 9

    Estimated Variance-Covariance Matrix .............................................................................................. 9

    Estimated Correlation Matrix ............................................................................................................. 9

    Parameter Estimates ........................................................................................................................... 9

    Wald Statistic .................................................................................................................................... 10

    Upper/Lower Confidence Limit for the Estimate ............................................................................. 10

    Odds Ratio ......................................................................................................................................... 10

    Confidence Limits for Odds Ratios .................................................................................................... 11

    Classification of Cases and Odds Ratio ............................................................................................. 11

    Iteration Results ................................................................................................................................ 12

    Goodness of Fit ..................................................................................................................................... 12

  • STATISTICA Formula Guide Logistic Regression

    Version 1.1 ii

    Making the World More Productive®

    Deviance ............................................................................................................................................ 12

    Scaled Deviance ................................................................................................................................ 13

    Pearson ......................................................................................................................................... 13

    Scaled Pearson ............................................................................................................................. 13

    Akaike Information Criterion (AIC) ................................................................................................... 14

    Bayesian Information Criterion (BIC) ................................................................................................ 14

    Cox-Snell R2 ....................................................................................................................................... 14

    Nagelkerke R2 .................................................................................................................................... 15

    Log-Likelihood ................................................................................................................................... 15

    Testing Global Null Hypothesis ............................................................................................................. 15

    Likelihood Ratio Test ......................................................................................................................... 15

    Score Test .......................................................................................................................................... 15

    Wald Test .......................................................................................................................................... 16

    Hosmer-Lemeshow Test ................................................................................................................... 16

    Aggregation ....................................................................................................................................... 17

    Overdispersion .................................................................................................................................. 18

    Residuals ................................................................................................................................................... 18

    Basic Residuals ...................................................................................................................................... 18

    Raw .................................................................................................................................................... 18

    Pearson ............................................................................................................................................. 18

    Deviance ............................................................................................................................................ 19

    Predicted Values ................................................................................................................................... 19

    Response ........................................................................................................................................... 19

    Predicted Value ................................................................................................................................. 19

    Linear Predictor ................................................................................................................................. 19

    Standard Error of Linear Predictor .................................................................................................... 19

    Upper/Lower Confidence Limits ....................................................................................................... 20

    Leverage ............................................................................................................................................ 20

    Studentized Pearson Residual .......................................................................................................... 20

    Likelihood Residual ........................................................................................................................... 21

    Other Obs. Stats .................................................................................................................................... 21

  • STATISTICA Formula Guide Logistic Regression

    Version 1.1 iii

    Making the World More Productive®

    Gene al k’s D s ance ................................................................................................................... 21

    Differential ....................................................

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