October 2021
Intermediate to advanced
289 pages
8h 31m
Chinese
Content preview from 数据科学中的实用统计学(第2版)
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分类
｜
171
这个概率映射到了一个分类标签下。
图 5-2：将概率映射到适合线性模型取值范围的 logit 函数
5.3.2
逻辑回归和广义线性模型
逻辑回归公式中的响应变量是二元结果
1
的对数发生比。我们观测的只是二元结果，不是
对数发生比，所以需要特殊的统计方法来拟合这个公式。
广义线性模型
（
generalized
linear
model
，
GLM
）可以将线性回归扩展到其他情况，而逻辑回归是它的一种特殊形式。
在
R
中
，如果要拟合一个逻辑回归，可以使用将
family
参数设置为
binomial
的
glm
函数。
下面的代码为
6.1
节中的个人贷款数据拟合了一个逻辑回归模型：
logistic_model <- glm(outcome ~ payment_inc_ratio + purpose_ +
home_ + emp_len_ + borrower_score,
data=loan_data, family='binomial')
logistic_model
Call: glm(formula = outcome ~ payment_inc_ratio + purpose_ + home_ +
emp_len_ + borrower_score, family = "binomial", data = loan_data)
Coefficients:
(Intercept) payment_inc_ratio
1.63809 0.07974
purpose_debt_consolidation purpose_home_improvement ...
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