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From |
Sabrina Helmut <[email protected]> |

To |
<[email protected]> |

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: [email protected]; [email protected] > From: [email protected] > 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: [email protected] > WWW: http://www.nd.edu/~rwilliam > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: large coefficients in logistic regression***From:*Sabrina Helmut <[email protected]>

**Re: st: large coefficients in logistic regression***From:*Richard Williams <[email protected]>

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