Questions tagged [logistic-regression]
For questions about logistic regressions, a regression model where the dependent variable is categorical.
283
questions
3
votes
1
answer
49
views
How to map identity to a sigmoid?
Is there a way of smoothly defining a function that transforms the identity function to a sigmoid for a fixed range (say $[0,1]$)? What I want is to define a function $f(x,k)$ such that $f(0,k)=0,f(0....
- 3,435
0
votes
0
answers
11
views
Is there a way to modelize a partial predictor in a classification problem with an unbalanced target?
I would like to share with you a classification issue I faced during the modelling process. I have to create a model for an unbalanced binary target by 4 predictors where one of them has 45% of wrong ...
- 1
1
vote
0
answers
14
views
Collaborative Planning, Forecasting, and Replenishment (CPFR) model
I'm trying to understand better the CPFR model but I can't find anywhere a numerical example of this.
I'm looking for a numerical example with solution for Collaborative Planning, Forecasting, and ...
- 85
0
votes
0
answers
13
views
Hypothesis testing of Precision-Recall curve AUCs
In recent times, I have been about learning classification models (e.g., logistic regression) and how to evaluate them. While learning about the Precision-Recall (PR) curves, it occurred to me that ...
- 21
0
votes
0
answers
18
views
Why we use Binarycrossentropy as loss function of logistic regression model?
Let's say we have a logistic regression model:
$$z = \vec w \cdot \vec x + b$$
$$a_1 = g(z) = \frac{1}{1+e^{-z}} = P(y=1|\vec x)$$
$$a_2 = 1-a_1 = P(y=0|\vec x)$$
$$loss = -yln(a_1)-(1-y)ln(1-a_1) $$
...
- 541
1
vote
0
answers
68
views
Matrix Calculus, finding the weights of a 2 layered non-linear neural network, with sigmoid activation functions
I'm working on a method to calculate weights of a non-linear 2 layer neural network in 1 step, instead of working with the propagation algorithm.
I have chosen to make the non-linearity a sigmoid ...
0
votes
0
answers
19
views
Econometrics Question - Causal effect in a non-randomized trial
I am trying to establish a specification of a binary choice model (logit/probit) that dictates treatment assignment. The context (and subsequent cross-sectional data) is related to a government that ...
- 13
0
votes
0
answers
5
views
Logistic Regression Coefficient Interpretation
Hello I'm working on the interpretation of logistic regression. I am not sure whether I understand it fully. Can you help me with it? Really appreciate it.
This is my sample data. I want to study ...
- 25
0
votes
0
answers
32
views
Gradient descent on a convex function without a minimizer
From what I've seen, most of the proofs of convergence for gradient descent on convex functions assume that there exists at least one minimizer, i.e. for a convex $f: \mathbb{R} \rightarrow \mathbb{R}^...
- 33
2
votes
1
answer
30
views
Logistic regression notation confusion
I am studying logistic regression but I am confused about why we can do this:
$$P(y=1|x;\theta) = h_\theta(x)$$
$$P(y=0|x;\theta) = 1- h_\theta(x)$$
how these two become:
$$P(y|x_i\theta) = h(x)^y (1-...
- 541
1
vote
1
answer
19
views
Regarding Loss function of binary logistic regression using the sigmoid function
I have a the following likelihood function:
$L(w)=\frac{1}{n}\sum_{t}\log(p(y_{t}/x_{t};\omega))$
and the following probability density:
$p(y_{t} = 1/x_{t};\omega) = \sigma(w^{T}x_{t})$
$p(y_{t} = 0/...
- 25
-1
votes
1
answer
46
views
Understanding when probability distributions are in the exponential family. [closed]
I'm starting to study Generalized Linear Models and I need help understanding how to show that a distribution is part of the exponential family. I know that in general, a distribution is a member of ...
- 183
1
vote
0
answers
27
views
What is meant by the inverse of a CDF? Logit vs. Logistic Regression.
There is seemingly a difference whether one approaches the "logit" from statistics / econometrics:
$$F^{-1}(\pi) = \log\left(\frac{\pi}{1-\pi}\right) = \text{logit}(\pi)$$ (I)
Or from the ...
- 213
0
votes
0
answers
10
views
Moderate Effect Interpretation
Hello I'm studying the moderate effect of one continuous variable, family income, on the relationship between gender (dummy variable) and whether attending school (dummy variable).
For the first ...
- 25
0
votes
0
answers
11
views
Logit panel with Simulated Maximum Likelihood
I'm testing a very basic logit panel model in matlab. The setup is as follows: We observe a binary variable $y_{it} = 1(\beta_0 + \beta_{it}x_{it} + \varepsilon_{it} > 0)$ where i is individual and ...
- 33