Error Distribution Logit
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Logistic Regression Error Distribution
top Logistic Regression - Error Term and its Distribution up vote 12 down vote favorite 6 On whether an error term exists in logistic regression (and its assumed distribution), I have read in various places that: no error term exists the error term has a binomial distribution (in accordance with the distribution of the response variable) the error term has a logistic distribution Can someone please clarify? logistic binomial bernoulli-distribution share|improve this question edited Nov why is there no error term in logistic regression 20 '14 at 12:43 Frank Harrell 39.1k172156 asked Nov 20 '14 at 10:57 user61124 6314 4 With logistic regression - or indeed GLMs more generally - it's typically not useful to think in terms of the observation $y_i|\mathbf{x}$ as "mean + error". Better to think in terms of the conditional distribution. I wouldn't go so far as to say 'no error term exists' as 'it's just not helpful to think in those terms'. So I wouldn't so much say it's a choice between 1. or 2. as I would say it's generally better to say "none of the above". However, irrespective of the degree to which one might argue for "1." or "2.", though, "3." is definitely wrong. Where did you see that? –Glen_b♦ Nov 20 '14 at 13:52 @Glen_b: Might one argue for (2)? I've known people to say it but never to defend it when it's questioned. –Scortchi♦ Nov 20 '14 at 14:49 2 @Glen_b All three statements have constructive interpretations in which they are true. (3) is addressed at en.wikipedia.org/wiki/Logistic_distribution#Applications and en.wikipedia.org/wiki/Discrete_choice#Binary_Choice. –whuber♦ Nov 20 '14 at 20:11 @whuber: I've corrected my answer wrt (3), which wasn't well thought through; but still puzzled about in what sense (2) might be right. –Scortchi♦ Nov 20 '14 at 21:27 1 @Scortchi Although you are ri
(academic discipline) Machine Learning Existence QuestionIs there an error term in logistic regression?If so, does it have a particular distribution, like the normal error in linear regression?UpdateCancelAnswer Wiki2 Answers Michael Hochster, PhD in logit regression Statistics, Stanford; Director of Research, PandoraWritten 73w ago · Upvoted by Peter
Logit Model Example
Flom, Independent statistical consultant for researchers in behavioral, social and medical sciencesYou can think of the logistic regression model as
Logistic Regression Error Variance
arising from a linear model plus a logistic error term, but all you observe is a 1 if the linear part plus error is positive and 0 if it is negative. This http://stats.stackexchange.com/questions/124818/logistic-regression-error-term-and-its-distribution is called the latent variable formulation, and you can learn more details about it here:Logistic regressionYou can get other kinds of model (e.g. probit) by assuming a different distribution for the error term.3.7k Views · View UpvotesRelated QuestionsMore Answers BelowHow can the errors of logistic regression be modelled?What does the bias term represent in logistic regression?Machine Learning: In layman's terms, what is the relationship between https://www.quora.com/Is-there-an-error-term-in-logistic-regression Grid Search and Logistic Regression?Are there researchers actively working on logistic regression?What is the difference between linear classification and logistic regression? Jay Verkuilen, PhD Psychometrics, MS Mathematical Statistics, UIUCWritten 73w ago · Upvoted by Justin Rising, MSE in CS, PhD in Statistics and Peter Flom, Independent statistical consultant for researchers in behavioral, social and medical sciencesYes but it's implicit. By assuming that the binary variable is Bernoulli conditionally on the regressors, we have chosen it as the error distribution. The regression is not linear though so it's not expressible as an additive error term.1.7k Views · View Upvotes · Answer requested by 1 personView More AnswersRelated QuestionsWhy is logistic regression considered a linear model?What is logistic regression?What's the relationship between linear and logistic regression?What is autologistic regression in layman's terms and how is it related to logistic regression and Markov random field?Why is the asymptotic generalization error of logistic regression less than or equal to that of naive Bayes?How do you implement your own loss/error function in linear/logistic regression? Please provide an example.What are the recommended Python machine learning libraries for boosting, logistic regression etc in terms of performance?Is there a com
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