Logistic regression
Stata supports all aspects of logistic regression through the
following commands:
| asmprobit |
Alternative-specific multinomial probit regression
| |
ologit |
Ordered logistic regression |
| binreg | GLM models for the binomial family |
oprobit | Ordered probit regression |
| biprobit | Bivariate probit regression |
probit | Probit regression |
| blogit | Logit regression for grouped data |
rologit | Rank-ordered logistic regression |
| bprobit | Probit regression for grouped data |
scobit | Skewed-logistic regression |
| clogit | Conditional (fixed-effects) logistic regression |
slogit | Stereotype logistic regression |
| cloglog | Complementary log-log regression |
svy: heckprob | Survey version of heckprob |
| glm | Generalized linear models |
svy: logistic | Survey version of logistic |
| glogit | Weighted least-squares logistic regression for grouped data |
svy: logit | Survey version of logit |
| gprobit | Weighted least-squares probit regression for grouped data |
svy: mlogit | Survey version of mlogit |
| heckprob | Probit model with selection |
svy: ologit | Survey version of ologit |
| hetprob | Heteroskedastic probit model |
svy: oprobit | Survey version of oprobit |
| ivprobit | Probit model with endogenous regressors |
svy: probit | Survey version of probit |
| logit | Logistic regression, reporting coefficients |
xtcloglog | Random-effects and population-averaged cloglog models |
| mlogit | Multinomial (polytomous) logistic regression |
xtgee | GEE population-averaged generalized linear models |
| mprobit | Multinomial probit regression |
xtlogit | Fixed-effects, random-effects, and population-averaged logit models |
| nlogit | Nested logit regression |
xtprobit | Random-effects and population-averaged probit models |
Stata’s logistic command fits maximum-likelihood dichotomous
logistic models:
. webuse lbw2
(Hosmer & Lemeshow data)
. logistic low age lwt race2 race3 smoke ptl ht ui
Logistic regression Number of obs = 189
LR chi2(8) = 33.22
Prob > chi2 = 0.0001
Log likelihood = -100.724 Pseudo R2 = 0.1416
------------------------------------------------------------------------------
low | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age | .9732636 .0354759 -0.74 0.457 .9061578 1.045339
lwt | .9849634 .0068217 -2.19 0.029 .9716834 .9984249
race2 | 3.534767 1.860737 2.40 0.016 1.259736 9.918406
race3 | 2.368079 1.039949 1.96 0.050 1.001356 5.600207
smoke | 2.517698 1.00916 2.30 0.021 1.147676 5.523162
ptl | 1.719161 .5952579 1.56 0.118 .8721455 3.388787
ht | 6.249602 4.322408 2.65 0.008 1.611152 24.24199
ui | 2.1351 .9808153 1.65 0.099 .8677528 5.2534
------------------------------------------------------------------------------
The syntax of all estimation commands is the same: the name of the
dependent variable is followed by the names of the independent variables.
In this case, the dependent variable low (containing 1 if a newborn had a
birthweight of less than 2500 grams and 0 otherwise) was modeled as a
function of a number of explanatory variables. By default, logistic
reports odds ratios; the logit command alternative will report
coefficients if you prefer.
Once a model has been fitted, you can use Stata's predict command to
obtain the predicted probabilities of a positive outcome, the value of the
logit index, or the standard error of the logit index. You can also obtain
Pearson residuals, standardized Pearson residuals, leverage (the diagonal
elements of the hat matrix), Delta chi-square, Delta D, and Pregibon's Delta
beta influence measures by typing a single command. All statistics are
adjusted for the number of covariate patterns in the data—m-asymptotic
rather than n-asymptotic in Hosmer and Lemeshow (1989) jargon. Every
diagnostic graph suggested by Hosmer and Lemeshow can be drawn by typing one
or two commands:
Also available are the goodness-of-fit test, using either cells defined by
the covariate patterns or grouping, as suggested by Hosmer and Lemeshow;
classification statistics and the classification table; and a graph and area
under the ROC curve.
Stata’s mlogit command performs maximum likelihood
estimation of models with discrete dependent variables. It is intended for
use when the dependent variable takes on more than two outcomes and the
outcomes have no natural ordering. Uniquely, linear constraints on the
coefficients can be specified both within and across equations using
algebraic syntax. Much thought has gone into making mlogit truly
usable. For instance, there are no artificial constraints placed on the
nature of the dependent variable. The dependent variable is not required to
take on integral, contiguous values such as 1, 2, and 3, although such a
coding would be acceptable. Equally acceptable would be 1, 3, and 4, or
even 1.2, 3.7, and 4.8. Models may be fitted with up to 19 outcome
categories with Small Stata and up to 50 outcome categories with Stata/IC or
Stata/SE.
Stata’s clogit command performs maximum likelihood estimation
with a dichotomous dependent variable; conditional logistic analysis differs
from regular logistic regression in that the data are stratified and the
likelihoods are computed relative to each stratum. The form of the
likelihood function is similar but not identical to that of multinomial
logistic regression. Conditional logistic analysis is known in epidemiology
circles as the matched case–control model and in econometrics as
McFadden's choice model. The form of the data, as well as the nature of the
sampling, differs across the two settings, but clogit handles both.
clogit allows both 1:1 and 1:k matching, and there may even be more
than one positive outcome per strata (which is handled using the exact
solution).
Stata’s ologit command performs maximum likelihood estimation
to fit models with an ordinal dependent variable, meaning a variable that is
categorical and in which the categories can be ordered from low to high,
such as “poor”, “good”, and “excellent”.
Unlike mlogit, ologit can exploit the ordering in the
estimation process. (Stata also provides an oprobit command for
fitting ordered probit models.) As with mlogit the categorical
dependent variable may take on any values whatsoever, and models may be
fitted with up to 50 outcome categories.
See Greene (2003, chapter
21) for a straightforward description of the models fitted by clogit,
mlogit, ologit, and oprobit.
See
New in Stata 10
for more about what was added in Stata Release 10.
References
- Breslow, N. E. 1974.
-
Covariance analysis of censored survival data.
Biometrics 30: 89–99.
- Greene, W. H. 2003.
-
Econometric Analysis.
5th ed. Upper Saddle River, NJ: Prentice Hall.
- Hosmer, D. W. Jr. and S. Lemeshow. 2000.
-
Applied Logistic Regression. 2d ed. New York: Wiley.
- McFadden, D. 1974.
-
Conditional logit analysis of qualitative choice behavior.
In Frontiers in Econometrics, ed. P. Zarembka, 105–142.
New York: Academic Press.
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