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The mathematical formulae are presented below. We try to give enough background information so that people with sufficient background in statistics can understand. To be consistent, we use the same notation as in the book “Applied Logistic Regression” (David W. Hosmer 2000). The development of all of the equations presented here are available in that book.
We have: is the simple logistic regression model. The logit transformation of the above equation is expressed as:

Note that this is the simple logistic regression model – that is, we only have one predictor and one response variable. When we have more than one predictor – for example, p predictors, then the model is refered to as the multiple logi stic regression model. (Kutner 2005) The expressions above remain the same, except that is replaced with
.
In terms of matrix notation, would be a matrix (denoted and X would
be a matrix (denoted ).
In cases where the response variable has more than two categories, the model fitted is called the multinomial logistic regression model. Assume that the response variable can take on K+1 categories coded 0, 1, 2, … K, and assume that we have p-1 predictors (X1, … Xp-1). Denote the probability that the response at the ith observation would take a certain value k if the response vector X at the ith observation equals to the vector x as
.
If the categories of Y are unordered, then we have a nomial logistic regression model. We would then have:
(where is the same as in equation 1).
Taking as the “baseline” category, the logits under this model are:

If the categories of Y are ordered, then we have an ordinal logistic regression model. The model we fit in our report is the proportional odds model, which is a special type of ordinal logistic regression models. In the proportional odds model, we compare the probability of an equal or smaller response, Y < k, to the probability of a larger response, Y > k.

So we have:
where k = 0, 1,... K.. and k is just a different notation for the constant vector. The coefficient vector is negated to make it consistent with the software package Stata used in this analysis.
The last equation above is the one fitted to our data. From here the odds ratios are derived from a simple manipulation of the equation above. It can be shown that the odds ratios bewteen x1 and x0 is equal to . (Refer to David W. Hosmer 2000 - 8.24) All calculations were done in Stata, a statistical software package. |