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http://dx.doi.org/10.7465/jkdi.2012.23.1.099

A study on log-density with log-odds graph for variable selection in logistic regression  

Kahng, Myung-Wook (Department of Statistics, Sookmyung Women's University)
Shin, Eun-Young (Department of Statistics, Sookmyung Women's University)
Publication Information
Journal of the Korean Data and Information Science Society / v.23, no.1, 2012 , pp. 99-111 More about this Journal
Abstract
The log-density ratio of the conditional densities of the predictors given the response variable provides useful information for variable selection in the logistic regression model. In this paper, we consider the predictors that are needed and how they should be included in the model. If the conditional distributions are skewed, the distributions can be considered as gamma distributions. Under this assumption, linear and log terms are generally included in the model. The log-odds graph is a very useful graphical tool in this study. A graphical study is presented which shows that if the conditional distributions of x|y for the two groups overlap significantly, we need both the linear and quadratic terms. On the contrary, if they are well separated, only the linear or log term is needed in the model.
Keywords
Binary regression; inverse regression; log-density ratio; log-odds graph; logistic regression;
Citations & Related Records
Times Cited By KSCI : 4  (Citation Analysis)
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