The Logit Model

Erling B. Andersen
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Erling B. Andersen: University of Copenhagen, Department of Statistics

Chapter 8 in The Statistical Analysis of Categorical Data, 1991, pp 239-268 from Springer

Abstract: Abstract In chapters 4, 5 and 6 the categorical variables appeared in the model in a symmetrical way. In many situations, for example in examples 6.1 and 6.2 in chapter 6, one of the variable is of special interest. For the survival data in example 6.1, survival is the variable of special interest, and the problem is to study if the other three variables have influenced the chance of survival. Variable B in example 6.1 may, therefore, be called a response variable and variables A, C and D explanatory variables. This terminology is the same as the one used in regression analysis, and when survival is regarded as a response variable the data in example 6.1 can in fact be analysed by a regression model. In example 6.2 the position on the truck of the collision can be regarded as a response variable. We are here primarily interested in the effect of explanatory variable A, i.e. the introduction of the safety measure in November 1971, but have to take into account that the other explanatory variables, i.e. whether the truck was parked or not and what the light conditions were, may be of importance for the location of the collision. When the response variable is binary and the explanatory variables are categorical, the appropriate regression model is known as the logit model. More precisely the assumptions for a logit model are: (a) The response variable is binary. (b) The contingency table formed by the reponse variable and the explanatory variables can be described by a log-linear model.

Keywords: Explanatory Variable; Logit Model; Response Variable; Social Rank; Likelihood Equation (search for similar items in EconPapers)
Date: 1991
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DOI: 10.1007/978-3-642-97353-6_8

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