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Logistic regression


In statistics, logistic regression, or logit regression, or logit model is a regression model where the dependent variable (DV) is categorical. This article covers the case of a binary dependent variable—that is, where it can take only two values, "0" and "1", which represent outcomes such as pass/fail, win/lose, alive/dead or healthy/sick. Cases where the dependent variable has more than two outcome categories may be analysed in multinomial logistic regression, or, if the multiple categories are ordered, in ordinal logistic regression. In the terminology of economics, logistic regression is an example of a qualitative response/discrete choice model.

Logistic regression was developed by statistician David Cox in 1958. The binary logistic model is used to estimate the probability of a binary response based on one or more predictor (or independent) variables (features). It allows one to say that the presence of a risk factor increases the probability of a given outcome by a specific percentage.

Logistic regression is used in various fields, including machine learning, most medical fields, and social sciences. For example, the Trauma and Injury Severity Score (TRISS), which is widely used to predict mortality in injured patients, was originally developed by Boyd et al. using logistic regression. Many other medical scales used to assess severity of a patient have been developed using logistic regression. Logistic regression may be used to predict whether a patient has a given disease (e.g. diabetes; coronary heart disease), based on observed characteristics of the patient (age, sex, body mass index, results of various blood tests, etc.). Another example might be to predict whether an American voter will vote Democratic or Republican, based on age, income, sex, race, state of residence, votes in previous elections, etc. The technique can also be used in engineering, especially for predicting the probability of failure of a given process, system or product. It is also used in marketing applications such as prediction of a customer's propensity to purchase a product or halt a subscription, etc. In economics it can be used to predict the likelihood of a person's choosing to be in the labor force, and a business application would be to predict the likelihood of a homeowner defaulting on a mortgage. Conditional random fields, an extension of logistic regression to sequential data, are used in natural language processing.


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