logit regression

In statistics, logistic regression, or logit regression, or logit model[1] is a type of probabilistic statistical classification model.[2] It is also used to predict a binary response from a binary predictor, used for predicting the outcome of a categorical dependent variable (i.e., a class label) based on one or more predictor variables (features). That is, it is used in estimating the parameters of a qualitative response model. The probabilities describing the possible outcomes of a single trial are modeled, as a function of the explanatory (predictor) variables, using a logistic function. Frequently (and hereafter in this article) “logistic regression” is used to refer specifically to the problem in which the dependent variable is binary—that is, the number of available categories is two—while problems with more than two categories are referred to as multinomial logistic regression or, if the multiple categories are ordered, as ordered logistic regression.

Logistic regression measures the relationship between the categorical dependent variable and one or more independent variables, which are usually (but not necessarily) continuous, by using probability scores as the predicted values of the dependent variable.[3] Thus, it treats the same set of problems as does probit regression using similar techniques; the first assumes a logistic function and the second a standard normal distribution function.

Logistic regression can be seen as a special case of generalized linear model and thus analogous to linear regression. The model of logistic regression, however, is based on quite different assumptions (about the relationship between dependent and independent variables) from those of linear regression. In particular the key differences of these two models can be seen in the following two features of logistic regression. First, the conditional mean p(y \mid x) follows a Bernoulli distribution rather than a Gaussian distribution, because logistic regression is a classifier. Second, the linear combination of the inputs w^T x \in R is restricted to [0,1] through the logistic distribution function because logistic regression predicts the probability of the instance being positive.


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