Six approaches to calculating standardized logistic regression coefficients

被引:207
作者
Menard, S [1 ]
机构
[1] Univ Colorado, Inst Behav Sci, Boulder, CO 80309 USA
关键词
information theory; logit model;
D O I
10.1198/000313004X946
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This article reviews six alternative approaches to constructing standardized logistic regression coefficients. The least attractive of the options is the one currently most readily available in logistic regression software, the unstandardized coefficient divided by its standard error (which is actually the normal distribution version of the Wald statistic). One alternative has the advantage of simplicity, while a slightly more complex alternative most closely parallels the standardized coefficient in ordinary least squares regression, in the sense of being based on variance in the dependent variable and the predictors. The sixth alternative, based on information theory, may be the best from a conceptual standpoint, but unless and until appropriate algorithms are constructed to simplify its calculation, its use is limited to relatively simple logistic regression models in practical application.
引用
收藏
页码:218 / 223
页数:6
相关论文
共 20 条
[1]  
Agresti A., 2018, INTRO CATEGORICAL DA
[2]  
Agresti A.Finlay., 1986, STAT METHODS SOCIAL, V2nd
[3]  
Bohrnstedt G.W., 1988, Statistics for Social Data Analysis, V2nd
[5]   CAUSAL ANALYSIS OF DATA FROM PANEL STUDIES AND OTHER KINDS OF SURVEYS [J].
GOODMAN, LA .
AMERICAN JOURNAL OF SOCIOLOGY, 1973, 78 (05) :1135-1191
[6]   MODIFIED MULTIPLE REGRESSION APPROACH TO ANALYSIS OF DICHOTOMOUS VARIABLES [J].
GOODMAN, LA .
AMERICAN SOCIOLOGICAL REVIEW, 1972, 37 (01) :28-&
[7]   ANALYSIS OF DISPERSION OF MULTINOMIAL RESPONSES [J].
HABERMAN, SJ .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1982, 77 (379) :568-580
[8]  
Hosmer D. W., 1989, APPL LOGISTIC REGRES, DOI DOI 10.1097/00019514-200604000-00003
[9]   STANDARDIZATION IN CAUSAL-ANALYSIS [J].
KIM, JO ;
FERREE, GD .
SOCIOLOGICAL METHODS & RESEARCH, 1981, 10 (02) :187-210
[10]   RELATIVE IMPORTANCE BY AVERAGING OVER ORDERINGS [J].
KRUSKAL, W .
AMERICAN STATISTICIAN, 1987, 41 (01) :6-10