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Does your logistic regression model suck? Does your logistic regression model suck?

Does your logistic regression model suck? - PowerPoint Presentation

myesha-ticknor
myesha-ticknor . @myesha-ticknor
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Uploaded On 2016-07-22

Does your logistic regression model suck? - PPT Presentation

PERFECTION This is bad Model Convergence Status Quasicomplete separation of data points detected Warning The maximum likelihood estimate may not exist   Warning The LOGISTIC procedure continues in spite of the above warning Results shown are based on the last maximum likelihood iter ID: 415284

complete model variable separation model complete separation variable estimate likelihood maximum warning points data fit regression logistic exist delete quasi statistics

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Presentation Transcript

Slide1

Does your logistic regression model suck?Slide2

PERFECTION!Slide3
Slide4
Slide5
Slide6

This is bad

Model Convergence Status

Quasi-complete separation of data points detected.Warning:

The maximum likelihood estimate may not exist. Warning:The LOGISTIC procedure continues in spite of the above warning. Results shown are based on the last maximum likelihood iteration. Validity of the model fit is questionable.Slide7

Complete separation

X

Group

00

1

0

2

0

3

0

4

1

5

1

6

1

7

1Slide8

If you don’t go to church you will never dieSlide9

Quasi-complete separation

Like complete separation BUT one or more points where the points have both values

1 12 13 1

4 14 05 06 0 Slide10

there is not a unique maximum likelihood estimateSlide11

For any dichotomous independent variable in a logistic regression, if there is a zero in the 2

x 2 table formed by that variable and the dependent variable, the ML estimate for the regression coefficient does not exist.”

Depressing words from Paul AllisonSlide12

What the hell happened?Slide13

Solution?

Collect more data.

Figure out why your data are missing and fix that. Delete the category that has the zero cell..Delete the variable that is causing the problemSlide14

Model Fit Statistics Slide15
Slide16

Bonus fact!

You can compare nested models using the model fit statistics and test if one model is superior to the other