Hello, Just wondering if someone could help me with some data analysis/regression work I am doing. I am trying to do propensity score matching, but first need to do logistic regression and that's what I am have trouble with.. suppose I have a model as follows: gpa (the dependent variable) and sex and race being the independent variables. So if I want to do logistic regression, do I take the log of all the variables (dependent and independent) first and then do the regression? for example, in STATA do I type 'regress gpa sex race' (using the log of all the variables) to get regression results.. or do I do 'logit gpa sex race' (using the log of all the variables)? Also, in logistic regression, are all the variables meant to be binary (ie. yes and no). because race being a categorical variable and having several categories, do I generate a new variable, that is for example, 1 = black and else 0.. basically do I generate the dummy variable first and then take the log of the dummy variable for logistic regression?
part of my data is as follows:
GPA sex race
3.2 m black
3.5 f black
3.1 m hispanic
3.6 f white
3.2 f white
3.5 m asian
3.3 f hispanic
3.6 m white
part of my stata code is as follows:
gen black = race==black
gen female = sex==f
gen loggpa = log(gpa)
gen logsex = log(female)
gen lograce = log(black)
and then do something like:
logit loggpa logsex lograce or
regress loggpa logsex lograce
does this seem correct for doing logistic regression? Or can someone show me if I must do it differently, in terms of stata commands? I鈥檓 just confused about when to generate the variable, taking the log of the variable and on to regression.
Thanks, any help will be greatly appreciated,
Mike|||I only know Statistical Analysis System (SAS). If you want, download it from Taringa web site. SAS. Analize this output. My email is gegmartinez@hotmail.com
9.2 for free
44 data in;
45 input gpa sex race;
46 datalines;
NOTE: The data set WORK.IN has 8 observations and 3 variables.
NOTE: DATA statement used (Total process time):
56 proc logistic;
57 model gpa = sex race;
58 run;
NOTE: PROC LOGISTIC is fitting the cumulative logit model. The probabilities modeled are summed over
the responses having the lower Ordered Values in the Response Profile table. Use the response
variable option DESCENDING if you want to reverse the assignment of Ordered Values to the
response levels.
NOTE: Convergence criterion (GCONV=1E-8) satisfied.
NOTE: There were 8 observations read from the data set WORK.IN.
NOTE: PROCEDURE LOGISTIC used (Total process time):
real time 0.03 seconds
cpu time 0.03 seconds
The SAS System 11:10 Tuesday, August 4, 2009 3
The LOGISTIC Procedure
Model Information
Data Set WORK.IN
Response Variable gpa
Number of Response Levels 5
Model cumulative logit
Optimization Technique Fisher's scoring
Number of Observations Read 8
Number of Observations Used 8
Response Profile
Ordered Total
Value gpa Frequency
1 3.1 1
2 3.2 2
3 3.3 1
4 3.5 2
5 3.6 2
Probabilities modeled are cumulated over the lower Ordered Values.
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
Score Test for the Proportional Odds Assumption
Chi-Square DF Pr %26gt; ChiSq
13.8071 6 0.0319
Model Fit Statistics
Intercept
Intercept and
Criterion Only Covariates
AIC 32.953 35.300
SC 33.271 35.777
-2 Log L 24.953 23.300
The SAS System 11:10 Tuesday, August 4, 2009 4
The LOGISTIC Procedure
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr %26gt; ChiSq
Likelihood Ratio 1.6531 2 0.4376
Score 1.6085 2 0.4474
Wald 1.4710 2 0.4793
Analysis of Maximum Likelihood Estimates
Standard Wald
Parameter DF Estimate Error Chi-Square Pr %26gt; ChiSq
Intercept 3.1 1 -1.0396 1.8418 0.3186 0.5725
Intercept 3.2 1 0.6537 1.7648 0.1372 0.7111
Intercept 3.3 1 1.2428 1.8061 0.4735 0.4914
Intercept 3.5 1 2.4635 1.9460 1.6027 0.2055
sex 1 1.0415 1.3281 0.6150 0.4329
race 1 -0.7350 0.6882 1.1408 0.2855
Odds Ratio Estimates
Point 95% Wald
Effect Estimate Confidence Limits
sex 2.833 0.210 38.266
race 0.479 0.124 1.847
Association of Predicted Probabilities
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