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Nega)ve
Poisson Binomial
Regression
Zero Inflated
ial
Mul)nom
n
Regressio
AGENDA
• Mul'nomial regression (classifica'on model) is used when output has > ‘2’ categories
Mode of
Car Carpool Bus Rail All modes
transport
• Response variable has > ‘2’ categories & hence we apply mul'logit
Probability 0.48 0.07 0.18 0.27 1
• Understand the impact of cost & 'me on the various modes of transport
• Whether we have ‘Y’ (response) or ‘X’ (predictor), which is categorical with ‘s’ categories
ü Lowest in numerical / lexicographical value is chosen as baseline / reference
ü Missing level in output is baseline level
ü We can choose the baseline level of our choice based on ‘relevel’ func'on in R
ü Model formulates the rela'onship between transformed (logit) Y & numerical X linearly
ü Modeling quan'ta've variables linearly might not always be correct
# parameters = 27
Log(P(choice = carpool | x) / P(choice = car | x) = β20 + β21 * cost.car + β22 * cost.carpool + …………….
This equa'on compares the log of probabili'es of carpool to car
• The regression coefficient 0.636 indicates that for a ‘1’ unit increases the ‘cost.car’, the log odds of ‘carpool’ to ‘car’
increases by 0.636
Odds
• Then p(x | A) ÷ (1 - p(x | A) is called the odds associated with the event
Odds Ratio
• If there are two condi'ons A (gender = female) & B (gender = male) then the ra'o
p(x | A) ÷ (1 - p(x | A) / p(x | B) ÷ (1 - p(x | B) is called as odds ra'o of A with respect to B
Relative Risk
• p(x | A) ÷ p(x | B) is called as rela've risk
hips://en.wikipedia.org/wiki/Rela've_risk
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Odds Ratio
• Odds ra'o is computed from the coefficients in the linear model equa'on by simply
exponen'a'ng
• Exponen'ated regression coefficients are odds ra'o for a unit change in a predictor
variable
• The odds ra'o for a unit increase in cost.car is 1.88 for choosing carpool vs car
Linear GLM
Analysis of Variance Analysis of Deviance
Residual Deviance Residual Sum of Squares
OLS Maximum Likelihood