Logit Regression

Version info: Code for this page was tested in SPSS 20.

Logistic regression, also called a logit model, is used to model dichotomous outcome variables. In the logit model the log odds of the outcome is modeled as a linear combination of the predictor variables. Please note: The purpose of this page is to show how to use various data analysis commands. It does not cover all aspects of the research process which researchers are expected to do. In particular, it does not cover data cleaning and checking, verification of assumptions, model diagnostics and potential follow-up analyses. Examples

Example 1: Suppose that we are interested in the factors that influence whether a political candidate wins an election. The outcome (response) variable is binary (0/1); win or lose. The predictor variables of interest are the amount of money spent on the campaign, the amount of time spent campaigning negatively and whether or not the candidate is an incumbent. Example 2: A researcher is interested in how variables, such as GRE (Graduate Record Exam scores), GPA (grade point average) and prestige of the undergraduate institution, effect admission into graduate school. The response variable, admit/don't admit, is a binary variable. Description of the data

For our data analysis below, we are going to expand on Example 2 about getting into graduate school. We have generated hypothetical data, which can be obtained from our website by clicking on binary.sav. You can store this anywhere you like, but the syntax below assumes it has been stored in the directory c:\data. This dataset has a binary response (outcome, dependent) variable called admit, which is equal to 1 if the individual was admitted to graduate school, and 0 otherwise. There are three predictor variables: gre, gpa, and rank. We will treat the variables gre and gpa as continuous. The variable rank takes on the values 1 through 4. Institutions with a rank of 1 have the highest prestige, while those with a rank of 4 have the lowest. We start out by opening the dataset and looking at some descriptive statistics.

get file = "c:\data\binary.sav".

descriptives /variables=gre gpa.

frequencies /variables = rank.

crosstabs /tables = admit by rank.

Analysis methods you might consider

Below is a list of some analysis methods you may have encountered. Some of the methods listed are quite reasonable while others have either fallen out of favor or have limitations. * Logistic regression, the focus of this page.

* Probit regression. Probit analysis will produce results similar logistic regression. The choice of probit versus logit depends largely on individual preferences. * OLS regression. When used with a binary response variable, this model is known as a linear probability model and can be used as a way to describe conditional probabilities. However, the errors (i.e., residuals) from the linear probability model violate the homoskedasticity and normality of errors assumptions of OLS regression, resulting in invalid standard errors and hypothesis tests. For a more thorough discussion of these and other problems with the linear probability model, see Long (1997, p. 38-40). * Two-group discriminant function analysis. A multivariate method for dichotomous outcome variables. * Hotelling's T2. The 0/1 outcome is turned into the grouping variable, and the former predictors are turned into outcome variables. This will produce an overall test of significance but will not...