Coefficients of Bias-Reduced Logistic Regression | ||||
Variable | Parameter | S.E. | t-stat | 2-sided p-value |
(Intercept) | -42.8966670983245 | 76.4661580794244 | -0.560988915564037 | 0.582124765507207 |
X1 | 7.17449809970632e-06 | 7.92351209941931e-06 | 0.905469444570182 | 0.377871295293351 |
X2 | -5.29504501274627 | 3.08208997610007 | -1.71800468312296 | 0.103953965037652 |
Summary of Bias-Reduced Logistic Regression | |
Deviance | 21.462020715145 |
Penalized deviance | -1.3854506271281 |
Residual Degrees of Freedom | 17 |
ROC Area | 0.79 |
Hosmer–Lemeshow test | |
Chi-square | 11.4494379518859 |
Degrees of Freedom | 8 |
P(>Chi) | 0.177510135784403 |
Fit of Logistic Regression | |||
Index | Actual | Fitted | Error |
1 | 1 | 0.819891392193093 | 0.180108607806907 |
2 | 1 | 0.774383489136323 | 0.225616510863677 |
3 | 1 | 0.790242048693732 | 0.209757951306268 |
4 | 1 | 0.562104913250668 | 0.437895086749332 |
5 | 1 | 0.713362613467463 | 0.286637386532537 |
6 | 1 | 0.706199963580228 | 0.293800036419772 |
7 | 1 | 0.427440997223198 | 0.572559002776802 |
8 | 1 | 0.491022015059843 | 0.508977984940157 |
9 | 1 | 0.445970938889094 | 0.554029061110906 |
10 | 1 | 0.444079089211228 | 0.555920910788772 |
11 | 0 | 0.0333157829851635 | -0.0333157829851635 |
12 | 0 | 0.130383868140997 | -0.130383868140997 |
13 | 0 | 0.565534528939785 | -0.565534528939785 |
14 | 0 | 0.38485565676342 | -0.38485565676342 |
15 | 0 | 0.787579153025901 | -0.787579153025901 |
16 | 0 | 0.333717529282082 | -0.333717529282082 |
17 | 0 | 0.553231908763777 | -0.553231908763777 |
18 | 0 | 0.114624086745865 | -0.114624086745865 |
19 | 0 | 0.516337276494501 | -0.516337276494501 |
20 | 0 | 0.39164522185385 | -0.39164522185385 |
Type I & II errors for various threshold values | ||
Threshold | Type I | Type II |
0.01 | 0 | 1 |
0.02 | 0 | 1 |
0.03 | 0 | 1 |
0.04 | 0 | 0.9 |
0.05 | 0 | 0.9 |
0.06 | 0 | 0.9 |
0.07 | 0 | 0.9 |
0.08 | 0 | 0.9 |
0.09 | 0 | 0.9 |
0.1 | 0 | 0.9 |
0.11 | 0 | 0.9 |
0.12 | 0 | 0.8 |
0.13 | 0 | 0.8 |
0.14 | 0 | 0.7 |
0.15 | 0 | 0.7 |
0.16 | 0 | 0.7 |
0.17 | 0 | 0.7 |
0.18 | 0 | 0.7 |
0.19 | 0 | 0.7 |
0.2 | 0 | 0.7 |
0.21 | 0 | 0.7 |
0.22 | 0 | 0.7 |
0.23 | 0 | 0.7 |
0.24 | 0 | 0.7 |
0.25 | 0 | 0.7 |
0.26 | 0 | 0.7 |
0.27 | 0 | 0.7 |
0.28 | 0 | 0.7 |
0.29 | 0 | 0.7 |
0.3 | 0 | 0.7 |
0.31 | 0 | 0.7 |
0.32 | 0 | 0.7 |
0.33 | 0 | 0.7 |
0.34 | 0 | 0.6 |
0.35 | 0 | 0.6 |
0.36 | 0 | 0.6 |
0.37 | 0 | 0.6 |
0.38 | 0 | 0.6 |
0.39 | 0 | 0.5 |
0.4 | 0 | 0.4 |
0.41 | 0 | 0.4 |
0.42 | 0 | 0.4 |
0.43 | 0.1 | 0.4 |
0.44 | 0.1 | 0.4 |
0.45 | 0.3 | 0.4 |
0.46 | 0.3 | 0.4 |
0.47 | 0.3 | 0.4 |
0.48 | 0.3 | 0.4 |
0.49 | 0.3 | 0.4 |
0.5 | 0.4 | 0.4 |
0.51 | 0.4 | 0.4 |
0.52 | 0.4 | 0.3 |
0.53 | 0.4 | 0.3 |
0.54 | 0.4 | 0.3 |
0.55 | 0.4 | 0.3 |
0.56 | 0.4 | 0.2 |
0.57 | 0.5 | 0.1 |
0.58 | 0.5 | 0.1 |
0.59 | 0.5 | 0.1 |
0.6 | 0.5 | 0.1 |
0.61 | 0.5 | 0.1 |
0.62 | 0.5 | 0.1 |
0.63 | 0.5 | 0.1 |
0.64 | 0.5 | 0.1 |
0.65 | 0.5 | 0.1 |
0.66 | 0.5 | 0.1 |
0.67 | 0.5 | 0.1 |
0.68 | 0.5 | 0.1 |
0.69 | 0.5 | 0.1 |
0.7 | 0.5 | 0.1 |
0.71 | 0.6 | 0.1 |
0.72 | 0.7 | 0.1 |
0.73 | 0.7 | 0.1 |
0.74 | 0.7 | 0.1 |
0.75 | 0.7 | 0.1 |
0.76 | 0.7 | 0.1 |
0.77 | 0.7 | 0.1 |
0.78 | 0.8 | 0.1 |
0.79 | 0.8 | 0 |
0.8 | 0.9 | 0 |
0.81 | 0.9 | 0 |
0.82 | 1 | 0 |
0.83 | 1 | 0 |
0.84 | 1 | 0 |
0.85 | 1 | 0 |
0.86 | 1 | 0 |
0.87 | 1 | 0 |
0.88 | 1 | 0 |
0.89 | 1 | 0 |
0.9 | 1 | 0 |
0.91 | 1 | 0 |
0.92 | 1 | 0 |
0.93 | 1 | 0 |
0.94 | 1 | 0 |
0.95 | 1 | 0 |
0.96 | 1 | 0 |
0.97 | 1 | 0 |
0.98 | 1 | 0 |
0.99 | 1 | 0 |