p********2
发帖数: 9939 | 1 我一开始以为是multivariate logit，后然想想不对啊。
multivariate logit是有好几个logit model，那也就是一个logit有一个coefficient
set estimated。我的例子就会有20个coefficient sets estimated for each
candidate。
我想estimate choice specific attributes对选折的影响。比如candidate的文章数目
。我只要一个coefficient estimate for 文章数。 |
|
p********2
发帖数: 9939 | 2 sigh, I found it from Greene's book. It's called panel logit which forced
all the coefficients to be the same across all the logit models.
It's a special case of multivariate logit model with further restriction on
the coefficients.
Any help with the estimation of multivariate logit model with restriction of
coefficients? |
|
w********h
发帖数: 17 | 3 关于logit和Logistic Regression:
对于binary data的regression, 最常用的就是Ronna写的logistic regression model.
那就是dependent variable Y 和independent variable X 之间的关系是:
logit{P(Y=1)}=log{p/(1-p)}=\beta_0+\beta_1 X.
人们之所以用logit link,是因为其拥有其它link无与伦比的优越性:它使modelz中\beta_1
具有odds ratio的解释.odds ratio可是个好东西,为什么呢?是因为无论在prosepective
study还是在retrospective study中,它都可以用来measure association.这也是logistic
regression model的优越性所在. |
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s*w
发帖数: 329 | 4 这不是logit的定义巴，偶记得是LOGIT(p)=ln(p/(1-p)),你说的
这个是logit定义后p的求解。 |
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f*******r
发帖数: 257 | 5 In practice, they are equally good. In theory, if there are a lot of
observations in the tail, it may be better to use logit... The coefficient
estimated by probit is about .6 of that by logit.
Rare event case should be estimated by something else, neither logit nor
probit is appropriate:
http://www.stanford.edu/~tomz/software/software.shtml |
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A*******s
发帖数: 3942 | 6 刚才有大侠帮你贴出来资料了吧，你看看里面的这段是不是你想要的？
Multivariate logistic model
Simultaneously models multiple responses, taking into account the
correlations among all response functions.
How to fit it: In PROC CATMOD, specify the RESPONSE LOGITS; statement
and multiple response variables in the MODEL statement to fit the model by
using weighted least squares estimation. For example, these statements
simultaneously model logits that are defined separately on three response
variables: response logits; model... 阅读全帖 |
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p********2
发帖数: 9939 | 7 我想要estimate是candidate的attributes对offer的marginal impact。（我只是举个
例子）每年限制在20个candidate中选。这20个candidate每年也会变。看来还不是
exactly panel logit。只能算是multivariate logit with same coefficient
estimates across logits， allowing correlation between disturbances for the
same school applications.
proc qlim是不是就可以做这个estimate了？
. |
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p********a
发帖数: 5352 | 8 ☆─────────────────────────────────────☆
killniu (killniu) 于 (Mon Nov 21 14:05:46 2011, 美东) 提到:
多变量 单变量不都是一个proc么？
☆─────────────────────────────────────☆
pepper1982 (pepper1982) 于 (Mon Nov 21 14:11:03 2011, 美东) 提到:
it's not simple multivariate regression.
There are more than one probit regression and the disturbances are
correlated.
☆─────────────────────────────────────☆
killniu (killniu) 于 (Mon Nov 21 14:23:18 2011, 美东) 提到:
repeated measure啊
proc genmod 带 repeated 选项
这个是你要的么？
☆... 阅读全帖 |
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s*******a
发帖数: 3 | 9 请问matlab做multivariate logit model的code该怎么写：（
我没学过
现在再做一片小论文，是关于banking crisis.要用multivariate logit model
做sensitivity analysis.
马上就deadline了。各位大侠帮帮我吧:(
谢谢了~~~~~~ |
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t****g
发帖数: 715 | 10 Wrong. Of course logit error term can be negative. We assume that the
distribution of error term in logit model is logistic.
be |
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t****g
发帖数: 715 | 11 No big difference between logit and probit, however, you choose one of them
based on your preference. For instance, it may make your life easier to
choose probit, as its error is normal, which can either fit your model
better or make your presentation more reasonable for people outside
econometrics(you know, sometimes it is hard to explain to dumb guys why you
need a logistic distribution instead of normal). Historically, logit was
thought easier to compute during the period when computing distr |
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f********c
发帖数: 147 | 12 谢谢！！
搞笑的是， 一个期刊上2002之前发表了很多用logit model的文章，结果2002年的时候，
发表了一个logistic regression的文章， 而且这个logistic regression的文章没有引
用任何logit model的文章。
具
就 |
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J**Y
发帖数: 34 | 13 The only difference between logit and probit is that we assume different
distributions for the random term. In logit model, we assume the random term
is Gumbel distribution. In probit model, we assume the term is normal
distribution. |
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o****o
发帖数: 8077 | 14 【 以下文字转载自 Economics 讨论区 】
发信人: oloolo (戒网几天), 信区: Economics
标 题: any one knows if SAS could do Fractional Logit Model fit?
发信站: BBS 未名空间站 (Tue Feb 20 15:16:45 2007)
anyone knows if SAS could do the quasi-ML estimate of fractional Logit Model
of Woodridge etc '96?
I currently use PROC NLMIXED to fit it, looks good, but not the original quasi-
ML, rather the ML estimation |
|
s***i
发帖数: 49 | 15 如果一个logit regression, 没有explanatory variable (除了 constant term), 它
的deviance 是不是 0 ？
有个logit regression, 2个explanatory variables, A and B. 我现在要做一个drop-
in- deviance test，hypothesis 是 "neither A nor B" is significant。 能不能找
到full model 的 deviance, 然后reduced model 就是A 和 B 都没有，什么都没有，
就是deviance=0. 所以这个 drop in deviance 就是 full model的deviance.
对吗？ |
|
L*****2
发帖数: 66 | 16 面世时被问到这个问题, 除了link funciton 不同之外,还那些不同,
问到什么时候用logit什么时候用probit,特别是如果response是非常rare的事件,应该
用probit还是logit?
谢谢 |
|
p*********l
发帖数: 30 | 17 What is the different between Logit and Logistic regression? When to use
Logit?
How to use SAS to do Monte Carlo simulation and VaR? Any good book to
recommand?
Thank you. |
|
p********2
发帖数: 9939 | 18 有点头晕了。
今天问了个问题，发现问得有问题。
例子：
比如10个学校招faculty，市场上20个candidate，每个学校从20个人中选1－20个来发
offer。
看是multinomial logit. 但是multinomial logit只有一个选项，也就是只发一个
offer。现在我allow for multiple offers。有没有SAS model 可以做这样的adaption
呢？ |
|
p********2
发帖数: 9939 | 19 我现在是model学校会给谁发offer，选折pool是job candidate。multinomial logit只
有一个选折，也就是一个学校只发一个offer，现在情况是1个学校可以发大于1 个
offer，可以选折多个candidate，所以传统的multinomial logit不管用
10 |
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t**c
发帖数: 539 | 20 唔，好像确实应该是panel logit。
其实也不是force all the coefficients to be the same。如果我没理解错的话，这
就是logistic regression with random effect。所以估计的是the average
coefficient across all the logit models以及这个coefficient的variance。
可以用SAS中的PROC GLIMMIX。
on
of |
|
n**m
发帖数: 156 | 21 Are there any simple rules?
As an example, I need to analyze answers for a question with 5 ordinal
options.
Out of 260 persons,
3 picked 2
19 picked 3
115 picked 4
123 picked 5.
Should I run a cumulative logit model with group 2&3, 4, 5 or just logit
model with binary response, 2&3&4 vs 5.
Thanks. |
|
k***g
发帖数: 7244 | 22 咦？一直以为 multivariate logit/probit model只有政治学家用，难道经济学家也用么
？为什么不用STATA啊，感觉要比matlab容易一些。。。 |
|
l****i
发帖数: 81 | 23 没用过mathlab 作这个。如果是简单的multivariate logit, 建议用SAS. 几句codes就行
。如果已知threshold values,SAS就不够efficient拉，得用GAUSS.
么 |
|
X*********e
发帖数: 253 | 24 glm(........ family=binomial(logit)) |
|
p*******t
发帖数: 501 | 25 就是binary choice logit model
顺便问，这个跟probit model的结果有本质性的区别么？ |
|
x********4
发帖数: 405 | 26 logit assumes the error term follows log normal distribution which cannot be
negative, while probit assumes the error term follows normal distribution
that can be negative...... |
|
f*******r
发帖数: 257 | 27 Generally there are two ways of deriving the models for binary data:
1. latent variable approach: y*=x \beta + u. Here y* is a continuous
latent variable. then u can be treated as logistically or normally
distributed, which corresponds to logit or probit model. This approach is
modeling the underline variable behind the binary variable y.
2. link function approach. This approach models the binary variable y
directly: y=g(X \beta), where g() is the inverse link function. Basically
it maps |
|
g*****9
发帖数: 349 | 28 刚刚查了半天statalist也没有找到答案，只能请教大家了！
我想run一个panel logistic / probit regression （binary），但是independent
variable中其中我最关注的是endogenous，所以要用IV。请问怎么能又搞IV又搞panel
logit啊？
Stata里面不知道有没有自己的或者用户编写的命令呢？
是不是这种情况只能自己run一个first stage，然后用xtlogit？但是好像这样搞
standard error就不对了。。。
真是谢谢大家了！ |
|
f********c
发帖数: 147 | 29 logit model和logistic regression是不是指的同一个东西啊？？ 如果不是的，区别在
那儿呢，能否请大侠给个参考文献？ 非常感谢！！ |
|
a******o
发帖数: 1197 | 30 理论上是一样的，有的软件的命令可能不同（STATA），但interpretation是一样的，具
体忘记了，大牛来指正
参考文献，stata公司出的一本categorical analysis的书，或者UCLA的stata port上就
有
这不是什么重要问题，一般都用LOGIT
在 |
|
r***a
发帖数: 58 | 31 dependent variable Y takes either 0 or 1.
independent variable X (or Xs)
logit:
P(Y=1) = 1/ (1+ exp(-bx))
probit:
P(Y=1) = normal(bx)
the point of the model is to find beta coefficient b. |
|
s***i
发帖数: 49 | 32 Can I use the "null deviance" in R as the deviance with 0 explanatory
variable? But how do I model a logit regression with 0 explanatory variable
in the first place, using GLM? |
|
h***i
发帖数: 3844 | 33 用LRT，不过看起来好像logit model尾巴肥一些，发生outlier的概率大一些. |
|
L*****2
发帖数: 66 | 34 freerider,
Thank you very much for your help!
Can you explain more why it may be better to use logit if there are a lot of
observations in the tail. I know logistic curve is slightly flatter than
probit curve. Is that related to your answer?
Thanks again |
|
j*****l
发帖数: 73 | 35 log(phi/1-phi)=x'b是logit model，请问板上大牛这个model为什么不像一般linear
regression中存在error项，想了好几天没想明白，请大家指教。 |
|
p*****0
发帖数: 3104 | 36 logit is a mathematical calculation
l.r is methodology
enlighten me if I am wrong |
|
p*********l
发帖数: 30 | 37 The questions should be
1. what is the difference between Probit and Logit regression?
2. in what situation do we use them? |
|
e*****r
发帖数: 621 | 38 我要做logit model, 求robust standard error。
以下为具体情况：
Data structure - 100 records, each for a different person. 另外这100个人分别
属于20个cluster，cluster内部存在dependency。
Cluster ID: CID。
Dependent variable - EVENT (1, 0)
Independent variables - V1 (numeric values), V2 (categories: 1, 2, 3, 4)，V3
(dummy: 1, 0), 都是personal characteristics, 没有cluster characteristic.
求robust standard error可以修正cluster内的dependency。
我搜索了一下，好像可以用 proc surveylogistic 或 proc genmod ，但没有找到完全
符合我的情况的code。请大虾帮忙。
多谢！ |
|
u******3
发帖数: 11 | 39 您好！我本来是个文科生， 后来学了会计， 上过一门统计课程 （basic probability
, discrete probability distributions, normal distribution and other
continuous distributions, confidence interval estimation, hypothesis testing
, chi-square test and nonparametric tests, time series forecasting and index
numbers etc）.
我现在需要弄通logit model， 运用在我的研究上， 请问我需要什么预备知识吗？ 其
他统计知识和数学的都算。 我上过微积分课程， 不过真的全忘记了。
谢谢！！ |
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A*******s
发帖数: 3942 | 40 糊涂了... candidate最后只会选一个学校啊，那不就是multinomial logit么？
你要只搞一组estimate，可以把学校当成random effect来加个random intercept么，
这样你只有一组slope，但是有20 intercepts for schools。
coefficient |
|
D******n
发帖数: 2836 | 41 你这个叫简单的logit，甚至linear regression也可以。
每个学校有自己的模型，然后给每个人打分，只要高于一个cutoff就给offer。
所以你这个是简单linear regression + 一个cutoff
包子please |
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p********2
发帖数: 9939 | 42 One thing I am very sure is that this is not simple logit model. |
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l*********s
发帖数: 5409 | 43 I don't think the panel logit model is appropriate here. Most hiring procresses have budgetary constraints and candidates are picked on a
relative basis. |
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f*********y
发帖数: 376 | 44 用train data run一个logit regression，假设发现psedudo R2很小，LR test 也说明
regressors是jointly significance的，z stat 也说明每个regressor很重要。但是，
有没有可能我用它去predict实际的数据，发现这个model的sensitivity很差，估计也
就10％，虽然sepcifity很高，但是这个model里的高的sensitivty很重要。
若这样的是可能的，我们能说找个模型很好吗。 |
|
k**o
发帖数: 3006 | 45 ☆─────────────────────────────────────☆
xtmelogit (Multinomial Logit) 于 (Tue Nov 20 02:04:44 2012, 美东) 提到:
1. projective
他还有几个马甲
不管是器材的了解，价格，还是拍摄。我觉得都是本版最好的。
2. nbnb
他也有马甲
元老。裤子大校友。器材坑属他第一。照拍的好，人和气，不计较。就是不经常发包子
这点不好。
3. nikonshooter
尼康射手，也称工人，老工。
器材，摄影，为人真诚，各方面都没的说。我有一点concern的就是尼康射手的正义感
太强。
4. kitkat
器材版的镇版之神。对器材的知识丰富程度让人难以想象。
这四个任意一个当版主我都是双手双脚赞成。
强烈反对Boston 当版主。器材啥都不懂的人，很难想象能当器材版的版主。这有点像
没驾照的当车版的版主，纸交的当股版版主一样。
请大家支持。以上三位任何一位当版主的话，我个人账户发100个包子。不够的话现金
买。
☆───────────────────────────────────... 阅读全帖 |
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b****l
发帖数: 23606 | 46 我不是跟你说我不知道什么是decision tree了么？
至于什么是logistic reg
自己看维基去。
关于logit model 和probit model的区别，恐怕你从来没学过吧？
Logistic regression
From Wikipedia, the free encyclopedia
Jump to navigation
Jump to search
"Logit model" redirects here. It is not to be confused with Logit function.
In statistics, the logistic model (or logit model) is a statistical model that is usually taken to apply to a binary dependent variable. In regression analysis, logistic regression or logit regression is estimating the parameters of a... 阅读全帖 |
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s***h
发帖数: 487 | 47 想起马克思同志说过的一句话：在统计学家们钻 correlation 的牛角尖时，但上班更
重要的是 build a classifier!
: 我不是跟你说我不知道什么是decision tree了么？
: 至于什么是logistic reg
: 自己看维基去。
: 关于logit model 和probit model的区别，恐怕你从来没学过吧？
: Logistic regression
: From Wikipedia, the free encyclopedia
: Jump to navigation
: Jump to search
: "Logit model" redirects here. It is not to be confused
with Logit
function.
: In statistics, the logistic model (or logit model) is a
statistical
model that is usually taken to appl... 阅读全帖 |
|
p********a
发帖数: 5352 | 48 ☆─────────────────────────────────────☆
cici (full house) 于 (Mon Nov 7 08:33:47 2011, 美东) 提到:
对于logistic regression
log（pi/1-pi）=b0+b1x1+b2x2
我现在已知independent variables和response variable{log(pi/1-pi)}
我要怎么做才能把参数b0,b1,b2 fit出来？非常感谢
☆─────────────────────────────────────☆
sleephare (I+don't+know.) 于 (Mon Nov 7 14:16:38 2011, 美东) 提到:
SAS, R?
☆─────────────────────────────────────☆
cici (full house) 于 (Mon Nov 7 16:19:05 2011, 美东) 提到:
R,thanks
☆────────────────────────────────────... 阅读全帖 |
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F*******2
发帖数: 371 | 49 几乎所有的cdf方程都可以满足吧
logistic是general linear regression的一种，general linear regression有一个
link function，一个family function。logistic的family是binomial （也可以是
mbinomial）， link function是logit。logit(p)=ln(p/1-p)
The logit model was introduced by Joseph Berkson in 1944, who coined the
term. The term was borrowed by analogy from the very similar probit model
developed by Chester Ittner Bliss in 1934.[2] G. A. Barnard in 1949 coined
the commonly used term log-odds; the log-odds of an event is the logit of
the pr... 阅读全帖 |
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n*********e
发帖数: 318 | 50 I am doing an R logistic regression exercise -
My question is - 是否要先从validation set 中删掉 dependent variable, 然后再 run
prediction？
谢谢。
--------------------
library(MASS)
attach(birthwt) #The famous 'low birth weight' data for logistic regression
index <- 1:dim(birthwt)[1]
test<- sample(index, trunc(length(index)/3))
train<-birthwt[-test,]
validation <- birthwt[test,]
logit.1<-glm(low~., data=train, family=binomial(link='logit'))
logit.1
#------------------------------
#这里是否要先从validation set 中删掉 dep... 阅读全帖 |
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