由买买提看人间百态

boards

本页内容为未名空间相应帖子的节选和存档,一周内的贴子最多显示50字,超过一周显示500字 访问原贴
Statistics版 - Logistic regression: binary response: rare event
相关主题
问一个Model的问题问个问题关于LOGSITC REGRESSION,急切
Applied Logistic Regression问个modeling data size的问题
Logistic Regression model fit 的指标看哪一组较合适呢?sample size vs. number of regressors
请教ANOVA for binary data[新手求救]怎样输出logistic regression的结果?
请教:怎么能把Logistic regression的OR转化成probablity请大家推荐两本书
请问ㄧ个logistic regression 问题保险公司technical interview 会怎么问?
logistic regression in case-control study谁给说说marketing analysis主要做什么
logistic regression on 3 billion records (转载)[合集] R问题 求助... 谢谢
相关话题的讨论汇总
话题: logistic话题: regression话题: rare话题: event话题: binary
1 (共1页)
S******y
发帖数: 1123
1
I am using logistic regression to model rare event, i.e.,
y=0 98.5%
y=1 1.5%
N= 11 million
I am thinking of over-sampling "y=1" observations to increase their
percentage from 1.5% to 10%. Then I will perform logistic regression.
Is this method valid? Will my estimates be biased?
Thanks.
A*******s
发帖数: 3942
2
see the discussion on
http://www.mitbbs.com/article_t/Statistics/31211743.html

【在 S******y 的大作中提到】
: I am using logistic regression to model rare event, i.e.,
: y=0 98.5%
: y=1 1.5%
: N= 11 million
: I am thinking of over-sampling "y=1" observations to increase their
: percentage from 1.5% to 10%. Then I will perform logistic regression.
: Is this method valid? Will my estimates be biased?
: Thanks.

j*****e
发帖数: 182
3
You can sure oversample the rare event. This is known as the case-control
study.
But, only the slope estimate is meaningful, the intercept estiamte is not.
Unless you know the marginal probability of the rare event, you wouldn't be
able to predict the binary outcome.
There are a little bit of discussion given by Agresti's book. You can also
read Hosmer and Lemoshow's Applied logistic regression for more.
j*m
发帖数: 190
4
as my limited experience, the prediction might not be valid(I mean, bias...)
since the incidence rate is rare.
1 (共1页)
相关主题
[合集] R问题 求助... 谢谢请教:怎么能把Logistic regression的OR转化成probablity
问个outlier 和 sample size 的问题哈请问ㄧ个logistic regression 问题
SAS sampling的问题logistic regression in case-control study
CONTINUOUS PREDICTOR AND BINARY OUTCOMElogistic regression on 3 billion records (转载)
问一个Model的问题问个问题关于LOGSITC REGRESSION,急切
Applied Logistic Regression问个modeling data size的问题
Logistic Regression model fit 的指标看哪一组较合适呢?sample size vs. number of regressors
请教ANOVA for binary data[新手求救]怎样输出logistic regression的结果?
相关话题的讨论汇总
话题: logistic话题: regression话题: rare话题: event话题: binary