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RE: st: large coefficients in logistic regression


From   Sabrina Helmut <vitamint@hotmail.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: large coefficients in logistic regression
Date   Tue, 30 Aug 2011 00:19:06 +0200

Richard, thank you very very much. This is exactly what I wanted to here.  

----------------------------------------
> Date: Mon, 29 Aug 2011 17:55:47 -0500
> To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu
> From: richardwilliams.ndu@gmail.com
> Subject: Re: st: large coefficients in logistic regression
>
> At 04:27 PM 8/29/2011, Sabrina Helmut wrote:
> >Dear all,
> >
> >I have a general question regarding large coefficients in logistic
> >regression. Is it possible that the estimated coefficients for a
> >specific variable in logistic regression is highly dependent on the
> >dimension of this variable. So, in my case the independent variable
> >ranges from -0.0009 and 0.1197 which results in a coefficient from
> >logistic regression that is 48.5. To my knowledge, such large
> >coefficients are uncommon for logistic regression. So, do you think
> >this is just due to these very small values for my dependent
> >variable and thus not a problem for my results? Thanks
>
> I am not sure how you would define "large". You can make a
> coefficient bigger or smaller just by rescaling the X variable, e.g.
>
> sysuse auto
> reg price mpg
> gen mpg2 = mpg * 100
> reg price mpg2
>
> In your case, the 48.5 coefficient tells you that a 1 unit increase
> in X would increase the log odds of the event occurring by 48.5. But,
> X only ranges from about 0 to .12, so a 1 unit increase is about 8
> times larger than anything you would actually observe. If you
> multiply X by 100, the variable will range from about 0 to 12 and the
> new coefficient will be .485.
>
> How you scale an X is often pretty arbitrary. You may change the
> scaling for aesthetic reasons, e.g. you are getting a coefficient
> with a bunch of unsightly 0s at the beginning. Or, the model may have
> trouble converging because of the way X is scaled (even computers
> only have so much precision). I don't know what X is, but I would
> probably try to scale it so a 1 unit increase was something
> meaningful to me. But in any event, 48.5 (or 485, or 48500) wouldn't
> bother me unless I had other reasons for finding the number implausible.
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: Richard.A.Williams.5@ND.Edu
> WWW: http://www.nd.edu/~rwilliam
>
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