Background
This analysis uses the same data as that used in the first logistic regression example. The results of the analysis (using SPSS 12.0) are given below, followed by a series of self-assessment questions. For this analysis the data have have been split, randomly, into 100 training cases and 50 test cases. The training data have 47 class 0 cases and 53 calss 1 cases. In the test data the frequencies are 28 and 22. You may wish to print this material before attempting the questions.
B | S.E. | Wald | df | Sig. | Exp(B) | ||
---|---|---|---|---|---|---|---|
Step 0 | Constant | 0.120 | 0.200 | 0.360 | 1 | 0.549 | 1.128 |
1 |
Chi-square | df | Sig. | ||
---|---|---|---|---|
Step 1 | Step | 59.526 | 4 | 0.000 |
Block | 59.526 | 4 | 0.000 | |
Model | 59.526 | 4 | 0.000 |
2 |
Analysis detailsDecide which of the following statements are valid, with respect to this analysis. |
Step | -2 Log likelihood | Cox & Snell R Square | Nagelkerke R Square |
---|---|---|---|
1 | 78.743 | 0.449 | 0.599 |
Step | Chi-square | df | Sig. |
---|---|---|---|
1 | 3.482 | 8 | 0.901 |
class = 0 | class = 1 | Total | ||||
---|---|---|---|---|---|---|
Observed | Expected | Observed | Expected | |||
Step 1 | 1 | 10 | 9.788 | 0 | 0.212 | 10 |
2 | 8 | 9.093 | 2 | 0.907 | 10 | |
3 | 8 | 8.000 | 2 | 2.000 | 10 | |
4 | 8 | 7.047 | 2 | 2.953 | 10 | |
5 | 6 | 5.401 | 4 | 4.599 | 10 | |
6 | 3 | 3.802 | 7 | 6.198 | 10 | |
7 | 3 | 2.172 | 7 | 7.828 | 10 | |
8 | 1 | 1.193 | 9 | 8.807 | 10 | |
9 | 0 | 0.432 | 10 | 9.568 | 10 | |
10 | 0 | 0.072 | 10 | 9.928 | 10 |
3 |
Observed | Predicted | |||||||
---|---|---|---|---|---|---|---|---|
Training Cases | Testing Cases | |||||||
class | Percentage Correct | class | Percentage Correct | |||||
0 | 1 | 0 | 1 | |||||
Step 1 | class | 0 | 38 | 9 | 80.9 | 19 | 9 | 67.9 |
1 | 8 | 45 | 84.9 | 3 | 19 | 86.4 | ||
Overall Percentage | 83.0 | 76.0 | ||||||
a The cut value is .500. |
4 |
B | S.E. | Wald | df | Sig. | Exp(B) | ||
---|---|---|---|---|---|---|---|
Step 1(a) | b1 | 0.452 | 0.140 | 10.417 | 1 | 0.001 | 1.572 |
b2 | 0.463 | 0.123 | 14.222 | 1 | 0.000 | 1.589 | |
b3 | 0.309 | 0.097 | 10.192 | 1 | 0.001 | 1.363 | |
b4 | -.072 | 0.053 | 1.896 | 1 | 0.169 | 0.930 | |
Constant | -17.251 | 3.491 | 24.415 | 1 | 0.000 | 0.000 | |
a Variable(s) entered on step 1: b1, b2, b3, b4. |
ROC Curve
5 |
AUC statisticsThe AUC for the training data is significantly larger than the test data AUC. |
Area | Std. Error(a) | Asymptotic Sig.(b) | Asymptotic 95% Confidence Interval | |
---|---|---|---|---|
Lower Bound | Upper Bound | |||
0.898 | 0.031 | 0.000 | 0.838 | 0.958 |
a Under the nonparametric assumption | ||||
b Null hypothesis: true area = 0.5 |
Area | Std. Error(a) | Asymptotic Sig.(b) | Asymptotic 95% Confidence Interval | |
---|---|---|---|---|
Lower Bound | Upper Bound | |||
0.859 | 0.053 | 0.000 | 0.754 | 0.963 |
a Under the nonparametric assumption | ||||
b Null hypothesis: true area = 0.5 |