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logist
performs logistic regression.
» help logist LOGIST Fit logistic regression model. [BETA,MU,DEV,DF,SE]=LOGIST(Y,N,X,OFFSET,PRINT) All input and output arguments except Y are optional. Y - response vector containing binomial counts N - number of trials for each count. Y is assumed to be binomial(p,N). X - matrix of covariates, including the constant vector if required OFFSET - offset if required PRINT - enter any argument if output required each iteration BETA - regression parameter estimates SE - associated standard errors MU - fitted values DEV - residual deviance DF - residual degrees of freedom
A simple logistic regression. The counts are out of 10 in each case and there is one covariate.
» y=[2 0 3 1 5 5 6 9 5 9]; » n=[10 10 10 10 10 10 10 10 10 10]; » x=(1:10)'; » X=[ones(10,1) x] X = 1 1 1 2 1 3 1 4 1 5 1 6 1 7 1 8 1 9 1 10 » [beta mu dev df se]=logist(y,n,X) beta = -2.5800 0.4202 mu = 1.0342 1.4936 2.1092 2.8921 3.8249 4.8530 5.8937 6.8602 7.6884 8.3507 dev = 13.5505 df = 8 se = 0.5839 0.0923
Here is the same regression using a different statistical program, namely R. The same results are obtained.
> y <- c(2,0,3,1,5,5,6,9,5,9); > n <- rep(10,10); > x <- 1:10 > out <- glm(y/n ~ x,family=binomial,weights=n) > summary(out) Call: glm(formula = y/n ~ x, family = binomial, weights = n) Deviance Residuals: Min 1Q Median 3Q Max -1.8472 -1.0761 0.3411 0.7306 1.6120 Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) -2.58000 0.58390 -4.419 9.94e-06 *** x 0.42020 0.09228 4.554 5.27e-06 *** --- Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 (Dispersion parameter for binomial family taken to be 1) Null deviance: 40.848 on 9 degrees of freedom Residual deviance: 13.551 on 8 degrees of freedom AIC: 39.455 Number of Fisher Scoring iterations: 4
Collett, D. (2002). Modelling Binary Data, 2nd edn. Chapman & Hall, London.
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