Questions tagged [logistic-regression]
For questions about logistic regressions, a regression model where the dependent variable is categorical.
277 questions
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Conceptually Interesting Applications of the Delta Method [closed]
What are some nice, insightful applications of the delta method? From Casella & Berger's Statistical Inference book (2nd ed.), the following example appears under The Delta Method: Example 5.5.19 ...
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Reasoning behind logistic regression
For logistic regression the following holds: $$ p = \frac{1}{1+\exp(-z)} \quad ; \quad z = b+\vec{w}\cdot\vec{x} $$ It turns out that we can get this expression if we fit $\operatorname{logit}(p)$ to $...
1 vote
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Finding a upper bound on $||\nabla^2 f(x)||_{p,q}$ for p,q $\neq 2$ that is faster to calculate than eigenvalues or smaller.
Beck (2017): for a function $f:\mathbb{R}^n \rightarrow \mathbb{R}$ that is twice-differentiable, for a given $L>0$ $\beta$-smoothness with respect to the $L_p$ norm for $p \in [1,\infty)$ is ...
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What is the shape of the $A^TA$ and $A$?
I am trying to find the shape of $A^TA$ and $A$ Either $A^TA$ has shape $\mathbb{R}^{dxd}$ or $A^TA$ has shape $\mathbb{R}^{nxn}$ $a_i$ is an observation in the data matrix. The data matrix has shape $...
1 vote
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Why is the Hessian of the negative log-likelihood in multinomial logistic regression positive definite?
I am studying the convexity properties of the negative log-likelihood in multinomial logistic regression. Let me briefly set up the notation: We have a dataset $$ D = \{(x_n, y_n)\}_{n=1}^N, \quad ...
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In logreg, why do we work with probabilities instead of just using a continous value?
In logistic regression, is there a FUNDAMENTAL reason why I map a continuous value to a probability? Couldn't I simply define a decision threshold from a continuous value? What is the mathematical ...
1 vote
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The Gradient of the Logistic Regression Objective Function
I’m learning logistic regression, and I’m just trying to derivative likelihood function by myself! Here’s the likelihood function $$LL(\theta) = \sum_{i = 0}^n y^{i} \log \sigma(AX + B) + (1-y^{(i)}) ...
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Domain of the derivative of the logistic function $\sigma (x)$
I'm trying to prove that the derivative of the logistic function $\sigma (x) = \frac{1}{1+e^{-x}}$ verifies the inequality $0 \leq \sigma '(x) \leq \frac{1}{4}$. I managed to find that $$ \sigma (x) = ...
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MCMC and Bayesian Logistic Regression (simple)
Disclaimer: I am pretty rusty on Bayesian Analysis. I was trying to do a simple logistic regression example but was getting stuck. This is not the problem, but I wanted to do a reproducible example ...
-1 votes
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Correct form of Richard's curve (generalized logistic function)
I'm studying logistic functions these days. I came across generalized logistic function (Richard's curve) on Wikipedia here:[Generalised logistic function][1] However, I cannot find any article that ...
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Logistic Regression derivation of the MLE of the parameters
I am reading about the Logstic regression. I get confused when we take derivatives with respect to vectors. As an example we have the Loss function of the Logistic regression as the Log-odds function ...
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Deriving the Logit Choice Probability from a Random Utility Model
Suppose we have a random utility model given by $u_{ij}=\delta_j + \varepsilon_{ij}$. This model specifies the utility that consumer $i$ receives by choosing product $j$. We can interpret $\delta_j$ ...
1 vote
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Modelling Rate with Logistic regression
Current practice to model rate i.e. response variable ranging from 0 to 1 is model within the framework of Logistic regression. Both ...
3 votes
1 answer
115 views
How to map identity to a sigmoid?
Is there a way of smoothly defining a function that transforms the identity function to a sigmoid for a fixed range (say $[0,1]$)? What I want is to define a function $f(x,k)$ such that $f(0,k)=0,f(0....
1 vote
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Collaborative Planning, Forecasting, and Replenishment (CPFR) model
I'm trying to understand better the CPFR model but I can't find anywhere a numerical example of this. I'm looking for a numerical example with solution for Collaborative Planning, Forecasting, and ...