Cyan comments on Even if you have a nail, not all hammers are the same - Less Wrong

95 Post author: PhilGoetz 29 March 2010 06:09PM

You are viewing a comment permalink. View the original post to see all comments and the full post content.

Comments (125)

You are viewing a single comment's thread.

Comment author: Cyan 29 March 2010 08:49:08PM 2 points [-]

Another beauty. (The logistic regression thing isn't that big a deal, though -- the logistic function only makes a difference at the extremes, and the fact that the RR is very close to one means it's right in the middle.)

Comment author: PhilGoetz 29 March 2010 09:35:26PM 0 points [-]

Good point. And logistic regression coefficients are hard to interpret, so maybe logistic regression would be a poor choice in this case.

Comment author: Cyan 30 March 2010 04:04:24AM 0 points [-]

Credit should go to Andrew Gelman, who also points out (in his book with Jennifer Hill on hierarchical modeling) that the logistic regression coefficients do have a straightforward interpretation, at least when the probabilities are not too close to the extremes. (I'd have to look it up.)

Comment author: gjm 30 March 2010 09:11:33PM 2 points [-]

I don't have Gelman's book, but: logistic regression says p = 1 / (1 + exp(-z)) where z is a linear combination of 1 and the independent variables. But then z is just the "log odds", log(p/(1-p)); you can think of the coefficient of 1 as being the log prior odds ratio and the other coefficients as being the amount of evidence you get for X over not-X per unit change in each independent variable.