Relogit

relogit@lists.gking.harvard.edu

67 discussions

by Derek K.Y. Wong

Dear Prof. King, I am conducting an analysis on the risk of aircraft crashes, comparing data from accidents and normal flights. Given the rare occurence of accidents, I have an extremely unblanced data set. A discussion on ALLSTAT (http://www.jiscmail.ac.uk/cgi-bin/webadmin?A2=ind04&L=allstat&D=0&I=-1&P=15 7323) on this topic mentions your paper (Logistic Regression in Rare Events Data, 2001) as well as other methods to deal with rare events in logistic regression. One of them is to conduct logistic regression on subsets. Each subset has a 50:50 ratio of events to non-events, achieved by selecting all events and a random selection of the same number of non-events. The final parameter values would be defined by averaging the subsets' results. This method, apparently, is base on findings of Weiss & Provost (The Effect of Class Distribution on Classifier Learning: An Empirical Study, 2001), which deals with machine learning and data-mining methods. Given my lack of training in this field, I am unsure whether it is appropriate to treat logistic regression as a classifier/learner in the data-mining sense, such that Weiss & Provosts' conclusions also apply to the statistical technique. Your opinion on this matter would be greatly appreciated. Also, would it be possible to implement the corrections suggested in your Logistic Regression in Rare Events Data paper with SPSS/Excel? Thank you for your kind attention; I look forward to hearing from you soon. Yours sincerely, Derek Wong Research Assistant Transport Studies Group Civil & Building Engineering Dept. Loughborugh University Leics. LE11 3TU UK Tel.: +44 (0)1509 263171 ext. 4681 Fax: +44 (0)1509 223981 Project website: http://civil-unrest.lboro.ac.uk/cvaja/index.htm - relogit mailing list served by Harvard-MIT Data Center List Address: relogit(a)latte.harvard.edu Subscribe/Unsubscribe: http://lists.hmdc.harvard.edu/?info=relogit

19 years

The goodness-of-fit test

by Jennifer Scott

Dear All, I understand Relogit is not a likelihood technique, so can�t perform the likelihood ratio test (LRT) like form the ordinary logit. But, are there any other ways of doing smething similar to that from Relogit; I simplely want to perform the goodness-of-fit test between two nested models. Thanks all. J.S. --------------------------------- Do you Yahoo!? Yahoo! Mail - Helps protect you from nasty viruses.

19 years, 2 months

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19 years, 7 months

Bulletin, April 2004

by SN World Foundation

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20 years, 1 month

value of the log-likelihood in relogit

by Helmut Fryges

Dear Professor King, I found the programme relogit for rare events logit regression on your homepage. I applied your model to estimate foreign market exit in a sample of German and UK high-technology firms. In this context, I have the following question: When displaying the results, it is common practice to display the value of the log-likelihood function. However, the relogit programme doesn't save a value of the log-likelihood function. Is it correct to use the log-likelihood function from the ordinary logit, although the latter regression is biased? Or do I have to adjust the value of the log-likelihood, for example by putting the relogit estimator of beta in the formula of the log-likelihood? Answering this question probably also determines, in which way I have to calculate the Pseudo R2 to be displayed in my paper. Thank you for your efforts (and happy Easter!). Helmut Fryges *************************************************************** Helmut Fryges Centre for European Economic Research (ZEW) Department of Industrial Economics and International Management L 7,1 ; 68161 Mannheim P.O. Box 10 34 43 ; 68034 Mannheim Germany Phone: +49(0)621/1235-189 Fax: +49(0)621/1235-170 E-mail: fryges(a)zew.de - relogit mailing list served by Harvard-MIT Data Center List Address: relogit(a)latte.harvard.edu Subscribe/Unsubscribe: http://lists.hmdc.harvard.edu/?info=relogit

20 years, 1 month

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Prices generally remain unchanged until the end of the month. However, all prices and availability are subject to change without notice, due to factors outside our control. *Free Shipping via UPS Ground Only available with coupon code through end of the month. Enter the coupon code on the web or provide to our operator by phone to receive Free Shipping, or write code on school purchase orders. **Some Academic Edition boxes may not include supplemental materials, such as extra fonts, image libraries, or third-party(OEM) products, which are included in the Full-Retail versions. However, the core-programs themselves are exactly the same. ___________________ UNSUBSCRIBE LINK: We hope you have found this message valuable. However, if you wish to be REMOVED from this mailing list please click on the following link: http://www.crazyhorse03.org.uk/academic/remove.pl?email=relogit@latte.harva… Or call 800-679-7007 and ask to be removed from our mailing list. ___________________ Thank you, kindly!! Computer Products for Education 5325 140th Avenue North Clearwater, Florida 33760 Tel: 800-679-7007 ___________________ 12/10/2003 5:48:22 PM FFXQDYLLBQWVWDHEGSA 177071444725783 - relogit mailing list served by Harvard-MIT Data Center List Address: relogit(a)latte.harvard.edu Subscribe/Unsubscribe: http://lists.hmdc.harvard.edu/?info=relogit

20 years, 5 months

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20 years, 6 months

*Internet Perscriptions $ale!* kgujg

by Jordan Sheffield

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20 years, 6 months

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20 years, 6 months

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20 years, 6 months

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