Logistic regression when binary predictor variables are highly correlated
Related Experiment Videos
1National Immunization Program, Centers for Disease Control and Prevention, 1600 Clifton Ave, MS E62, Atlanta, GA 30033, USA. isb8@cdc.gov
Abstract:
Standard logistic regression can produce estimates having large mean square error when predictor variables are multicollinear. Ridge regression and principal components regression can reduce the impact of multicollinearity in ordinary least squares regression. Generalizations of these, applicable in the logistic regression framework, are alternatives to standard logistic regression. It is shown that estimates obtained via ridge and principal components logistic regression can have smaller mean square error than estimates obtained through standard logistic regression. Recommendations for choosing among standard, ridge and principal components logistic regression are developed. Published in 2001 by John Wiley & Sons, Ltd.
Related Concept Videos
Multiple Regression
Farmers can use multiple regression to determine the crop yield based on more than one factor, such as water availability, fertilizer, soil properties, etc. Here, the crop yield is the response or dependent variable as it depends on the other independent variables. The analysis requires the construction of a scatter plot...
Correlation and Regression
Coefficient of Correlation
If you suspect a linear relationship between x and y, then r can measure how strong the linear relationship is.
What the VALUE of r tells us:
The value of r is always between –1 and +1: –1 ≤ r ≤ 1.
The size of the correlation r indicates the strength of the linear...
Correlations
Regression Analysis
In regression analysis, a regression equation is determined based on the line of best fit– a line that best fits the data points plotted in a graph. This line is also called the regression line. The algebraic equation for the regression line is called the regression equation. It is represented as:
Correlation
Two variables, for example, a and b, are said to be positively correlated if both variables move in the same direction. In other words, a positive correlation exists between two variables, a and b, if: