Download Mining the FIRST Astronomical Survey Imola K. Fodor and Chandrika Kamath

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Logistic regression is a special GLM
suitable for modeling binary responses


Y={0,1}
Logit link and variance functions
i
g (  i )  log(
)
1  i
V ( i )  i (1  i )


Likelihood non-linear in parameters, no closed-form
solution: iteratively reweighted least squares to find β̂
Given β̂ ,
exp{ X iβˆ }
ˆ i 
, yˆ i  I{ˆ  p} ,
ˆ
i
1  exp{ X iβ}
where I{a} is {0,1} according to {a=False, a=True}, and
the fraction p is generally taken to be 0.5
CASC
Sapphire/IKF 19
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