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Thread: How can this be true [linear versus logistic regression]

  1. #16
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    Re: How can this be true [linear versus logistic regression]




    In linear regression the consequences of hetero is that the SE are wrong and thus the statistical test is unreliable. In my opinion, particularly for practitioners, linear slopes where a change in x is associated with a change in Y is much easier to interpret than that the odds of something occurring increase (which is what odds ratios get at). I have never discussed odds ratios with a non-statistician where they understood them. Admittedly that could be my fault, but in this case I doubt it. I only deal with prediction (or relative importance of a given variable where logistic regression is much harder than linear regression IMHO particularly because there is little agreement on how to do this in logistic regression). One example of why linear regression is simpler/better is that while there is a well agreed on measure to get at how important linear models were in explaining variance (R square or adjusted R square) there are something like 32 different pseudo R squares in logistic regression none of which are easy to explain and none of which seem to generate broad support in the statistical community.

    I agree that statisticians never agree (for long, even when there is agreement that changes over time) this is the nature of academics (as someone who spent much of his adult life in universities).
    As a non-academic these days I want to do simple things. Predict some result, or show what has the greatest impact correctly. Unfortunately, as you suggest, not only is there no agreement on most matters there are surprisingly few test which method works best. They occur occasionally for example in the M competitions for time series in the early 80's but I have almost never run across cases where someone tested which method works better in simulated results. Sometimes, but not very often.

    Critical thought, particularly in math based areas, hurts my head. That is why I am not in academics.... (well that and the fact that they hire about 7 of my specialty nationwide each year).
    "Very few theories have been abandoned because they were found to be invalid on the basis of empirical evidence...." Spanos, 1995

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    Re: How can this be true [linear versus logistic regression]

    Quote Originally Posted by CowboyBear View Post
    How might the usefulness of logistic vs linear regression differ depending on whether the goal is explanation or prediction?

    I like this, though I will add when using logistic regression regularly, I also translate results into probabilities very easily. You discuss R^2 regularly but is that really the best measure when you have a binary outcome. In logistic regression, the variance is not as intuitive as calculating the accuracy, what percent of the outcomes are you predicting accurately. I think the R^2 gets stuck in the linear reg person's mind but the c-statistics is the end all measure of interest.
    Stop cowardice, ban guns!

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    Re: How can this be true [linear versus logistic regression]


    Quote Originally Posted by noetsi View Post
    Critical thought, particularly in math based areas, hurts my head. That is why I am not in academics....
    I know you're half kidding, but critical thinking is crucial for everyone who wants to find out stuff about the world, not just those in academia!!! :O
    Matt aka CB | twitter.com/matthewmatix

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