class: center, middle, inverse, title-slide # 逻辑斯蒂回归 ## 社会调查方法——第11讲 ### 李代 ### 中国政法大学社会学院 ### 2022-05-11 --- class: center, middle, inverse <!-- background-image: url("images/cool.png") --> # 逻辑斯蒂回归 ## 逻辑斯蒂回归原理 ## 逻辑斯蒂回归的模型构建 ## 逻辑斯蒂回归实例 --- # 社会调查方法期末作业 截止时间:2022-06-06 23:59 [点击我进入提交地址](https://workspace.jianguoyun.com/inbox/collect/f8caa51b6b634a47921da5c864a14c8a/submit) [点击我进入模板下载地址](image/qimo.doc) 要求: 1. 态度端正 + 50 1. 能体现出所学知识 + 10 --- # 逻辑斯蒂回归原理 ## 线性回归不适用怎么办? 如果因变量不是连续变量,应该怎么办? 例如: 二分类变量:性别、好恶、中外…… 多分类变量:爱好、品牌、国籍…… 定序变量:教育程度、满意程度…… --- # 逻辑斯蒂回归原理 ## 比数比 发生比、比数:odds What are the **odds**? [国足仍有世界杯夺冠赔率 1赔3501倒数第二压泰国](https://www.163.com/sports/article/BJG7MT7700051C8M.html) 用1元钱赌中国队夺冠,中国队如果真的夺冠了,拿回来3502元钱。 odds: 1:3501 --- # 逻辑斯蒂回归原理 ## 升学率 假设有n个学生考大学,考上大学的人数是x。 升学率,是一个百分比,proportion。 `\(Proportion = \frac{x}{n}\)`. 概率,probability。概率不可观测,但可以通过统计推断推算。 `\(p = \frac{x}{n}\)`. 比数,也就是事件发生的概率比事件不发生的概率: `\(odds = \frac{p}{1-p}\)`. --- # 逻辑斯蒂回归原理 ## 升学率 .pull-left[ <!-- --> ] .pull-left[ <!-- --> ] --- # 逻辑斯蒂回归原理 ## 谁更占优势? 假设有m个男学生考大学,考上大学的男生人数是x。 假设有n个女学生考大学,考上大学的女生人数是y。 假如男生的升学率比女生大,是否说明男生更占优势? $$ p_1 - p_2 = \frac{x}{m} - \frac{y}{n} $$ $$ \frac{p_1}{p_2} = \frac{\frac{x}{m}}{\frac{y}{n}} $$ --- # 逻辑斯蒂回归原理 ## 谁更占优势? <!-- --> --- # 逻辑斯蒂回归原理 ## 比数比 odds ratio 男生升学的发生比是: `\(\frac{p_m}{1 - p_m}\)` 女生升学的发生比是: `\(\frac{p_f}{1 - p_f}\)` 比数比是: `\(\frac{\frac{p_m}{1 - p_m}}{\frac{p_f}{1 - p_f}}\)` --- # 逻辑斯蒂回归原理 ## 比数比 <!-- --> --- # 逻辑斯蒂回归原理 ## 比数比的对数(log odds ratio) <!-- --> --- class: center, middle, inverse <!-- background-image: url("images/cool.png") --> # 逻辑斯蒂回归的模型构建 --- # 逻辑斯蒂回归的模型构建 ## 泰坦尼克号  --- # 逻辑斯蒂回归的模型构建 ## 泰坦尼克号 <!-- --> --- # 逻辑斯蒂回归的模型构建 ## 泰坦尼克号 <template id="e109ceb1-6b76-4f90-a2c7-c451c4f1cd8a"><style> .tabwid table{ border-spacing:0px !important; border-collapse:collapse; line-height:1; margin-left:auto; margin-right:auto; border-width: 0; display: table; margin-top: 1.275em; margin-bottom: 1.275em; border-color: transparent; } .tabwid_left table{ margin-left:0; } .tabwid_right table{ margin-right:0; } .tabwid td { padding: 0; } .tabwid a { text-decoration: none; } .tabwid thead { background-color: transparent; } .tabwid tfoot { background-color: transparent; } .tabwid table tr { background-color: transparent; } </style><div class="tabwid"><style>.cl-a2dcb168{}.cl-a2d3fece{font-family:'Arial';font-size:11pt;font-weight:normal;font-style:normal;text-decoration:none;color:rgba(0, 0, 0, 1.00);background-color:transparent;}.cl-a2d425c0{margin:0;text-align:left;border-bottom: 0 solid rgba(0, 0, 0, 1.00);border-top: 0 solid rgba(0, 0, 0, 1.00);border-left: 0 solid rgba(0, 0, 0, 1.00);border-right: 0 solid rgba(0, 0, 0, 1.00);padding-bottom:5pt;padding-top:5pt;padding-left:5pt;padding-right:5pt;line-height: 1;background-color:transparent;}.cl-a2d425c1{margin:0;text-align:right;border-bottom: 0 solid rgba(0, 0, 0, 1.00);border-top: 0 solid rgba(0, 0, 0, 1.00);border-left: 0 solid rgba(0, 0, 0, 1.00);border-right: 0 solid rgba(0, 0, 0, 1.00);padding-bottom:5pt;padding-top:5pt;padding-left:5pt;padding-right:5pt;line-height: 1;background-color:transparent;}.cl-a2d44cda{width:54pt;background-color:transparent;vertical-align: middle;border-bottom: 0 solid rgba(0, 0, 0, 1.00);border-top: 0 solid rgba(0, 0, 0, 1.00);border-left: 0 solid rgba(0, 0, 0, 1.00);border-right: 0 solid rgba(0, 0, 0, 1.00);margin-bottom:0;margin-top:0;margin-left:0;margin-right:0;}.cl-a2d44cdb{width:54pt;background-color:transparent;vertical-align: middle;border-bottom: 0 solid rgba(0, 0, 0, 1.00);border-top: 0 solid rgba(0, 0, 0, 1.00);border-left: 0 solid rgba(0, 0, 0, 1.00);border-right: 0 solid rgba(0, 0, 0, 1.00);margin-bottom:0;margin-top:0;margin-left:0;margin-right:0;}.cl-a2d44cdc{width:54pt;background-color:transparent;vertical-align: middle;border-bottom: 2pt solid rgba(102, 102, 102, 1.00);border-top: 0 solid rgba(0, 0, 0, 1.00);border-left: 0 solid rgba(0, 0, 0, 1.00);border-right: 0 solid rgba(0, 0, 0, 1.00);margin-bottom:0;margin-top:0;margin-left:0;margin-right:0;}.cl-a2d44cdd{width:54pt;background-color:transparent;vertical-align: middle;border-bottom: 2pt solid rgba(102, 102, 102, 1.00);border-top: 0 solid rgba(0, 0, 0, 1.00);border-left: 0 solid rgba(0, 0, 0, 1.00);border-right: 0 solid rgba(0, 0, 0, 1.00);margin-bottom:0;margin-top:0;margin-left:0;margin-right:0;}.cl-a2d44cde{width:54pt;background-color:transparent;vertical-align: middle;border-bottom: 2pt solid rgba(102, 102, 102, 1.00);border-top: 2pt solid rgba(102, 102, 102, 1.00);border-left: 0 solid rgba(0, 0, 0, 1.00);border-right: 0 solid rgba(0, 0, 0, 1.00);margin-bottom:0;margin-top:0;margin-left:0;margin-right:0;}.cl-a2d44cdf{width:54pt;background-color:transparent;vertical-align: middle;border-bottom: 2pt solid rgba(102, 102, 102, 1.00);border-top: 2pt solid rgba(102, 102, 102, 1.00);border-left: 0 solid rgba(0, 0, 0, 1.00);border-right: 0 solid rgba(0, 0, 0, 1.00);margin-bottom:0;margin-top:0;margin-left:0;margin-right:0;}</style><table class='cl-a2dcb168'><thead><tr style="overflow-wrap:break-word;"><td class="cl-a2d44cdf"><p class="cl-a2d425c0"><span class="cl-a2d3fece">class</span></p></td><td class="cl-a2d44cde"><p class="cl-a2d425c1"><span class="cl-a2d3fece">No</span></p></td><td class="cl-a2d44cde"><p class="cl-a2d425c1"><span class="cl-a2d3fece">Yes</span></p></td><td class="cl-a2d44cde"><p class="cl-a2d425c1"><span class="cl-a2d3fece">p</span></p></td><td class="cl-a2d44cde"><p class="cl-a2d425c1"><span class="cl-a2d3fece">1-p</span></p></td><td class="cl-a2d44cde"><p class="cl-a2d425c1"><span class="cl-a2d3fece">odds</span></p></td><td class="cl-a2d44cde"><p class="cl-a2d425c1"><span class="cl-a2d3fece">or</span></p></td><td class="cl-a2d44cde"><p class="cl-a2d425c1"><span class="cl-a2d3fece">log or</span></p></td></tr></thead><tbody><tr style="overflow-wrap:break-word;"><td class="cl-a2d44cdb"><p class="cl-a2d425c0"><span class="cl-a2d3fece">1st</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">122</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">203</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.625</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.375</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">1.664</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">5.282</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">1.664</span></p></td></tr><tr style="overflow-wrap:break-word;"><td class="cl-a2d44cdb"><p class="cl-a2d425c0"><span class="cl-a2d3fece">2nd</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">167</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">118</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.414</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.586</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.707</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">2.243</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.808</span></p></td></tr><tr style="overflow-wrap:break-word;"><td class="cl-a2d44cdb"><p class="cl-a2d425c0"><span class="cl-a2d3fece">3rd</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">528</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">178</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.252</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.748</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.337</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">1.070</span></p></td><td class="cl-a2d44cda"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.068</span></p></td></tr><tr style="overflow-wrap:break-word;"><td class="cl-a2d44cdd"><p class="cl-a2d425c0"><span class="cl-a2d3fece">Crew</span></p></td><td class="cl-a2d44cdc"><p class="cl-a2d425c1"><span class="cl-a2d3fece">673</span></p></td><td class="cl-a2d44cdc"><p class="cl-a2d425c1"><span class="cl-a2d3fece">212</span></p></td><td class="cl-a2d44cdc"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.240</span></p></td><td class="cl-a2d44cdc"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.760</span></p></td><td class="cl-a2d44cdc"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.315</span></p></td><td class="cl-a2d44cdc"><p class="cl-a2d425c1"><span class="cl-a2d3fece">1.000</span></p></td><td class="cl-a2d44cdc"><p class="cl-a2d425c1"><span class="cl-a2d3fece">0.000</span></p></td></tr></tbody></table></div></template> <div class="flextable-shadow-host" id="5baeab84-f65c-4f0a-813d-3c6fb532c261"></div> <script> var dest = document.getElementById("5baeab84-f65c-4f0a-813d-3c6fb532c261"); var template = document.getElementById("e109ceb1-6b76-4f90-a2c7-c451c4f1cd8a"); var caption = template.content.querySelector("caption"); if(caption) { caption.style.cssText = "display:block;text-align:center;"; var newcapt = document.createElement("p"); newcapt.appendChild(caption) dest.parentNode.insertBefore(newcapt, dest.previousSibling); } var fantome = dest.attachShadow({mode: 'open'}); var templateContent = template.content; fantome.appendChild(templateContent); </script> 因为 `\(OR > 1\)` 或者 `\(log or > 0\)`,乘客跟船员比都更容易幸存,一等舱最容易幸存,其次是二等舱,再次是三等舱。 --- # 逻辑斯蒂回归的模型构建 ## 泰坦尼克号
Characteristic
log(OR)
1,2
SE
2
(Intercept)
-1.2***
0.079
Class
Crew
—
—
1st
1.7***
0.139
2nd
0.81***
0.144
3rd
0.07
0.117
AIC
2,597
No. Obs.
2,201
1
*p<0.05; **p<0.01; ***p<0.001
2
OR = Odds Ratio, SE = Standard Error