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Binary Logistic Regression

with SPSS
Karl L. Wuensch
Dept of Psychology
East Carolina University
Download the Instructional
Document
• http://core.ecu.edu/psyc/wuenschk/SPSS/
SPSS-MV.htm .
• Click on Binary Logistic Regression .
• Save to desktop.
• Open the document.
When to Use Binary Logistic Regression

• The criterion variable is dichotomous.


• Predictor variables may be categorical or
continuous.
• If predictors are all continuous and nicely
distributed, may use discriminant function
analysis.
• If predictors are all categorical, may use
logit analysis.
Wuensch & Poteat, 1998
• Cats being used as research subjects.
• Stereotaxic surgery.
• Subjects pretend they are on university
research committee.
• Complaint filed by animal rights group.
• Vote to stop or continue the research.
Purpose of the Research
• Cosmetic
• Theory Testing
• Meat Production
• Veterinary
• Medical
Predictor Variables
• Gender
• Ethical Idealism (9-point Likert)
• Ethical Relativism (9-point Likert)
• Purpose of the Research
Model 1: Decision = Gender
• Decision 0 = stop, 1 = continue
• Gender 0 = female, 1 = male
• Model is ….. logit =

 Yˆ 
lnODDS   ln   a  bX

ˆ
 1 Y 
• Yˆ is the predicted probability of the event
which is coded with 1 (continue the research)
rather than with 0 (stop the research).
Iterative Maximum Likelihood
Procedure
• SPSS starts with arbitrary regression
coefficents.
• Tinkers with the regression coefficients to
find those which best reduce error.
• Converges on final model.
SPSS
• Bring the data into SPSS
• http://core.ecu.edu/psyc/wuenschk/SPSS/
Logistic.sav

• Analyze, Regression, Binary Logistic


• Decision  Dependent
• Gender  Covariate(s), OK
Look at the Output
Case Processing Summary
a
Unweighted Cases N Percent
Selected Cases Included in Analysis 315 100.0
Missing Cases 0 .0
Total 315 100.0
Unselected Cases 0 .0
Total 315 100.0
a. If weight is in effect, see classification table for the total
number of cases.

• We have 315 cases.


Block 0 Model, Odds
• Look at Variables in the Equation.
• The model contains only the intercept
(constant, B0), a function of the marginal
distribution of the decisions.

Va riables in the Equation

B S. E. W ald df Sig. Ex p(B)


St ep 0 Constant -.379 .115 10.919 1 .001 .684

 Yˆ 
lnODDS   ln   .379
 ˆ
 1 Y 
Exponentiate Both Sides
• Exponentiate both sides of the equation:
• e-.379 = .684 = Exp(B0) = odds of deciding to
continue the research.

Yˆ 128
 Exp( .379)  .684 
1  Yˆ 187

• 128 voted to continue the research, 187 to stop


it.
Probabilities
• Randomly select one participant.
• P(votes continue) = 128/315 = 40.6%
• P(votes stop) = 187/315 = 59.4%
• Odds = 40.6/59.4 = .684
• Repeatedly sample one participant and
guess how e will vote.
Humans vs. Goldfish
• Humans Match Probabilities
– (suppose p = .7, q = .3)
– .7(.7) + .3(.3) = .49 + .09 = .58
• Goldfish Maximize Probabilities
– .7(1) = .70
• The goldfish win!
SPSS Model 0 vs. Goldfish
• Look at the Classification Table for Block 0.
Classification Tablea,b

Predicted

decision Percentage
Observed stop continue Correct
Step 0 decision stop 187 0 100.0
continue 128 0 .0
Overall Percentage 59.4
a. Constant is included in the model.
b. The cut value is .500

• SPSS Predicts “STOP” for every participant.


• SPSS is as smart as a Goldfish here.
Block 1 Model
• Gender has now been added to the model.
• Model Summary: -2 Log Likelihood = how
poorly model fits the data.

Model Summary

-2 Log Cox & Snell Nagelkerke


Step likelihood R Square R Square
1 399.913a .078 .106
a. Es timation terminated at iteration number 3 because
parameter estimates changed by les s than .001.
Block 1 Model

• For intercept only, -2LL = 425.666.


• Add gender and -2LL = 399.913.
• Omnibus Tests: Drop in -2LL = 25.653 =
Model 2.
• df = 1, p < .001. Omnibus Tests of Model Coefficients

Chi-square df Sig.
Step 1 Step 25.653 1 .000
Block 25.653 1 .000
Model 25.653 1 .000
Variables in the Equation
• ln(odds) = -.847 + 1.217Gender

a  bGender
ODDS  e
Variables in the Equation

B S.E. Wald df Sig. Exp(B)


Step
a gender 1.217 .245 24.757 1 .000 3.376
1 Constant -.847 .154 30.152 1 .000 .429
a. Variable(s) entered on step 1: gender.
Odds, Women
.847  1.217 ( 0 ) .847
ODDS  e e  0.429

• A woman is only .429 as likely to decide to


continue the research as she is to decide
to stop it.
Odds, Men

ODDS  e .847 1.217 (1)  e.37  1.448

• A man is 1.448 times more likely to vote to


continue the research than to stop the research.
Odds Ratio
male _ odds 1.448
  3.376  e1.217
female _ odds .429

• 1.217 was the B (slope) for Gender, 3.376 is the


Exp(B), that is, the exponentiated slope, the
odds ratio.
• Men are 3.376 times more likely to vote to
continue the research than are women.
Convert Odds to Probabilities
• For our women,

ˆ ODDS 0.429
Y    0.30
1  ODDS 1.429

• For our men,

ˆ ODDS 1.448
Y    0.59
1  ODDS 2.448
Classification
• Decision Rule: If Prob (event)  Cutoff,
then predict event will take place.
• By default, SPSS uses .5 as Cutoff.
• For every man, Prob(continue) = .59,
predict he will vote to continue.
• For every woman Prob(continue) = .30,
predict she will vote to stop it.
Overall Success Rate
• Look at the Classification Table
Classification Tablea

Predicted

decision Percentage
Observed stop continue Correct
Step 1 decision stop 140 47 74.9
continue 60 68 53.1
Overall Percentage 66.0
a. The cut value is .500

140  68 208
  66%
315 315
• SPSS beat the Goldfish!
Sensitivity
• P (correct prediction | event did occur)
• P (predict Continue | subject voted to Continue)
• Of all those who voted to continue the research,
for how many did we correctly predict that.

68 68
  53%
68  60 128
Specificity
• P (correct prediction | event did not occur)
• P (predict Stop | subject voted to Stop)
• Of all those who voted to stop the research, for
how many did we correctly predict that.

140 140
  75%
140  47 187
False Positive Rate
• P (incorrect prediction | predicted occurrence)
• P (subject voted to Stop | we predicted Continue)
• Of all those for whom we predicted a vote to Continue
the research, how often were we wrong.

47 47
  41%
47  68 115
False Negative Rate
• P (incorrect prediction | predicted nonoccurrence)
• P (subject voted to Continue | we predicted Stop)
• Of all those for whom we predicted a vote to Stop the
research, how often were we wrong.

60 60
  30%
140  60 200
Pearson 2
• Analyze, Descriptive Statistics, Crosstabs
• Gender  Rows; Decision  Columns
Crosstabs Statistics
• Statistics, Chi-Square, Continue
Crosstabs Cells
• Cells, Observed Counts, Row
Percentages
Crosstabs Output
• Continue, OK
• 59% & 30% match logistic’s predictions.

gender * decision Crosstabulation

decision
stop continue Total
gender Female Count 140 60 200
% within gender 70.0% 30.0% 100.0%
Male Count 47 68 115
% within gender 40.9% 59.1% 100.0%
Total Count 187 128 315
% within gender 59.4% 40.6% 100.0%
Crosstabs Output
• Likelihood Ratio 2 = 25.653, as with
logistic.
Chi-Square Tests

As ymp. Sig.
Value df (2-sided)
Pearson Chi-Square 25.685 b 1 .000
Likelihood Ratio 25.653 1 .000
N of Valid Cases 315
a. Computed only for a 2x2 table
b. 0 cells (.0%) have expected count less than 5. The
minimum expected count is 46.73.
Model 2: Decision =
Idealism, Relativism, Gender
• Analyze, Regression, Binary Logistic
• Decision  Dependent
• Gender, Idealism, Relatvsm
Covariate(s)
• Click Options and check “Hosmer-
Lemeshow goodness of fit” and “CI for
exp(B) 95%.”

• Continue, OK.
Comparing Nested Models
• With only intercept and gender,
-2LL = 399.913.
• Adding idealism and relativism dropped
-2LL to 346.503, a drop of 53.41.
• 2(2) = 399.913 – 346.503 = 53.41, p = ?
Model Summary

-2 Log Cox & Snell Nagelkerke


Step likelihood R Square R Square
1 346.503a .222 .300
a. Es timation terminated at iteration number 4 because
parameter estimates changed by les s than .001.
Obtain p
• Transform, Compute
• Target Variable = p
• Numeric Expression =
1 - CDF.CHISQ(53.41,2)
p=?
• OK
• Data Editor, Variable View
• Set Decimal Points to 5 for p
p < .0001
• Data Editor, Data View
• p = .00000
• Adding the ethical ideology variables
significantly improved the model.
Hosmer-Lemeshow
• Hø: predictions made by the model fit
perfectly with observed group
memberships
• Cases are arranged in order by their
predicted probability on the criterion.
• Then divided into (usually) ten bins with
approximately equal n.
• This gives ten rows in the table.
For each bin and each event, we have
number of observed cases and expected
number predicted from the model.
Contingency Table for Hosmer and Lemeshow Test

decision = stop decision = continue


Observed Expected Observed Expected Total
Step 1 29 29.331 3 2.669 32
1 2 30 27.673 2 4.327 32
3 28 25.669 4 6.331 32
4 20 23.265 12 8.735 32
5 22 20.693 10 11.307 32
6 15 18.058 17 13.942 32
7 15 15.830 17 16.170 32
8 10 12.920 22 19.080 32
9 12 9.319 20 22.681 32
10 6 4.241 21 22.759 27
• Note expected freqs decline in first
column, rise in second.
• The nonsignificant chi-square is indicative
of good fit of data with linear model.

Hosme r and Leme show Test

St ep Chi-square df Sig.
1 8.810 8 .359
Hosmer-Lemeshow
• There are problems with this procedure.
• Hosmer and Lemeshow have
acknowledged this.
• Even with good fit the test may be
significant if sample sizes are large
• Even with poor fit the test may not be
significant if sample sizes are small.
• Number of bins can have a big effect on
the results of this test.
Linearity of the Logit
• We have assumed that the log odds are
related to the predictors in a linear fashion.
• Use the Box-Tidwell test to evaluate this
assumption.
• For each continuous predictor, compute
the natural log.
• Include in the model interactions between
each predictor and its natural log.
Box-Tidwell
• If an interaction is significant, there is a
problem.
• For the troublesome predictor, try
including the square of that predictor.
• That is, add a polynomial component to
the model.
• See T-Test versus Binary Logistic
Regression
Variables in the Equation

B S.E. Wald df Sig. Exp(B)


gender 1.147 .269 18.129 1 .000 3.148
idealism 1.130 1.921 .346 1 .556 3.097
relatvsm 1.656 2.637 .394 1 .530 5.240
Step 1a idealism by
-.652 .690 .893 1 .345 .521
idealism_LN
relatvsm by
-.479 .949 .254 1 .614 .620
relatvsm_LN
Constant -5.015 5.877 .728 1 .393 .007
a. Variable(s) entered on step 1: gender, idealism, relatvsm, idealism * idealism_LN
, relatvsm * relatvsm_LN .

No Problem Here.
Model 3: Decision =
Idealism, Relativism, Gender, Purpose
• Need 4 dummy variables to code the five
purposes.
• Consider the Medical group a reference
group.
• Dummy variables are: Cosmetic, Theory,
Meat, Veterin.
• 0 = not in this group, 1 = in this group.
Add the Dummy Variables
• Analyze, Regression, Binary Logistic
• Add to the Covariates: Cosmetic, Theory,
Meat, Veterin.
• OK
Block 0
• Look at “Variables not in the Equation.”
• “Score” is how much -2LL would drop if a
single variable were added to the model
with intercept only.
Variables not in the Equation

Score df Sig.
Step Variables gender 25.685 1 .000
0 idealis m 47.679 1 .000
relatvs m 7.239 1 .007
cosmetic .003 1 .955
theory 2.933 1 .087
meat .556 1 .456
veterin .013 1 .909
Overall Statistics 77.665 7 .000
Effect of Adding Purpose
• Our previous model had -2LL = 346.503.
• Adding Purpose dropped -2LL to 338.060.
Model Summary

-2 Log Cox & Snell Nagelkerke


Step likelihood R Square R Square
1 a
338.060 .243 .327
a. Es timation terminated at iteration number 5 because
parameter estimates changed by les s than .001.

• 2(4) = 8.443, p = .0766.


• But I make planned comparisons (with medical
reference group) anyhow!
Classification Table
• YOU calculate the sensitivity, specificity,
false positive rate, and false negative rate.

Classification Tablea

Predicted

decision Percentage
Observed stop continue Correct
Step 1 decision stop 152 35 81.3
continue 54 74 57.8
Overall Percentage 71.7
a. The cut value is .500
Answer Key
• Sensitivity = 74/128 = 58%
• Specificity = 152/187 = 81%
• False Positive Rate = 35/109 = 32%
• False Negative Rate = 54/206 = 26%
Wald Chi-Square
• A conservative test of the unique
contribution of each predictor.
• Presented in Variables in the Equation.
• Alternative: drop one predictor from the
model, observe the increase in -2LL, test
via 2.
Variables in the Equation

95.0% C.I.for EXP(B)


B Wald df Sig. Exp(B) Lower Upper
Step
a gender 1.255 20.586 1 .000 3.508 2.040 6.033
1 idealis m -.701 37.891 1 .000 .496 .397 .620
relatvs m .326 6.634 1 .010 1.386 1.081 1.777
cosmetic -.709 2.850 1 .091 .492 .216 1.121
theory -1.160 7.346 1 .007 .314 .136 .725
meat -.866 4.164 1 .041 .421 .183 .966
veterin -.542 1.751 1 .186 .581 .260 1.298
Constant 2.279 4.867 1 .027 9.766
a. Variable(s) entered on s tep 1: gender, idealism, relatvsm, cos metic, theory, meat, veterin.
Odds Ratios – Exp(B)
• Odds of approval more than cut in half (.496) for
each one point increase in Idealism.
• Odds of approval multiplied by 1.39 for each one
point increase in Relativism.
• Odds of approval if purpose is Theory Testing
are only .314 what they are for Medical
Research.
• Odds of approval if purpose is Agricultural
Research are only .421 what they are for
Medical research
Inverted Odds Ratios
• Some folks have problems with odds
ratios less than 1.
• Just invert the odds ratio.
• For example, 1/.421 = 2.38.
• That is, respondents were more than two
times more likely to approve the medical
research than the research designed to
feed the poor in the third world.
Classification Decision Rule
• Consider a screening test for Cancer.
• Which is the more serious error
– False Positive – test says you have cancer,
but you do not
– False Negative – test says you do not have
cancer but you do
• Want to reduce the False Negative rate?
Classification Decision Rule
• Analyze, Regression, Binary Logistic
• Options
• Classification Cutoff = .4, Continue, OK
Effect of Lowering Cutoff
• YOU calculate the Sensitivity, Specificity,
False Positive Rate, and False Negative
Rate for the model with the cutoff at .4.
• Fill in the table on page 15 of the handout.
Answer Key

Value When Cutoff = .5 .4


Sensitivity 58% 75%
Specificity 81% 72%
False Positive Rate 32% 36%
False Negative Rate 26% 19%
Overall % Correct 72% 73%
SAS Rules
• See, on page 16 of the handout, how easy
SAS makes it to see the effect of changing
the cutoff.
• SAS classification tables remove bias
(using a jackknifed classification
procedure), SPSS does not have this
feature.
Presenting the Results
• See the handout.
Interaction Terms
• May want to standardize continuous
predictor variables.
• Compute the interaction terms or
• Let Logistic compute them.
Deliberation and Physical
Attractiveness in a Mock Trial
• Subjects are mock jurors in a criminal trial.
• For half the defendant is plain, for the
other half physically attractive.
• Half recommend a verdict with no
deliberation, half deliberate first.
Get the Data
• Bring Logistic2x2x2.sav into SPSS.
• Each row is one cell in 2x2x2 contingency
table.
• Could do a logit analysis, but will do
logistic regression instead.
• Tell SPSS to weight cases by Freq. Data,
Weight Cases:
• Dependent = Guilty.
• Covariates = Delib, Plain.
• In left pane highlight Delib and Plain.
• Then click >a*b> to create the interaction
term.
• Under Options, ask for the Hosmer-
Lemeshow test and confidence intervals
on the odds ratios.
Significant Interaction
• The interaction is large and significant
(odds ratio of .030), so we shall ignore the
main effects.
Va riables in the Equation

95.0% C.I. for EXP(B)


W ald df Sig. Ex p(B) Lower Upper
Sta ep Delib 3.697 1 .054 .338 .112 1.021
1 Plain 4.204 1 .040 3.134 1.052 9.339
Delib by Plain 8.075 1 .004 .030 .003 .338
Constant .037 1 .847 1.077
a. Variable(s) ent ered on step 1: Delib, Plain, Delib * Plain .
• Use Crosstabs to test the conditional
effects of Plain at each level of Delib.
• Split file by Delib.
• Analyze, Crosstabs.
• Rows = Plain, Columns = Guilty.
• Statistics, Chi-square, Continue.
• Cells, Observed Counts and Column
Percentages.
• Continue, OK.
Rows = Plain, Columns = Guilty
• For those who did deliberate, the odds of a
guilty verdict are 1/29 when the defendant
was plain and 8/22 when she was
attractive, yielding a conditional odds ratio
of 0.09483 .
Plain * Guilty Crosstabulationa

Guilty
No Yes Total
Plain Attrractive Count 22 8 30
% within Plain 73.3% 26.7% 100.0%
Plain Count 29 1 30
% within Plain 96.7% 3.3% 100.0%
Total Count 51 9 60
% within Plain 85.0% 15.0% 100.0%
a. Delib = Yes
• For those who did not deliberate, the odds
of a guilty verdict are 27/8 when the
defendant was plain and 14/13 when she
was attractive, yielding a conditional odds
ratio of 3.1339.
Plain * Guilty Crosstabulationa

Guilty
No Yes Total
Plain Attrractive Count 13 14 27
% within Plain 48.1% 51.9% 100.0%
Plain Count 8 27 35
% within Plain 22.9% 77.1% 100.0%
Total Count 21 41 62
% within Plain 33.9% 66.1% 100.0%
a. Delib = No
Interaction Odds Ratio
• The interaction odds ratio is simply the ratio of
these conditional odds ratios – that is,
.09483/3.1339 = 0.030.
• Among those who did not deliberate, the plain
defendant was found guilty significantly more
often than the attractive defendant, 2(1, N = 62)
= 4.353, p = .037.
• Among those who did deliberate, the attractive
defendant was found guilty significantly more
often than the plain defendant, 2(1, N = 60) =
6.405, p = .011.
Interaction Between Continuous
and Dichotomous Predictor
Interaction Falls Short of
Significance
Standardizing Predictors
• Most helpful with continuous predictors.
• Especially when want to compare the
relative contributions of predictors in the
model.
• Also useful when the predictor is
measured in units that are not intrinsically
meaningful.
Predicting Retention in ECU’s
Engineering Program
Practice Your New Skills
• Try the exercises in the handout.

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