Regresión logística
Logística regression is a type of análisis estadístico used to predict the probability of a binary outcome, meaning an outcome that can have one of two possible values, such as ‘yes’ or ‘no’, ‘success’ or ‘failure’. It is widely used in various fields, including medicine, ciencias sociales, and marketing, to understand the impact of one or more independent variables on a dependent binary outcome.
A diferencia regresión lineal, which predicts continuous outcomes, logistic regression uses the logistic function to constrain the predicted probabilities between 0 and 1. The logistic function, also known as the sigmoid function, has an S-shaped curve and allows for modeling the probability of the dependent event occurring based on the input variables.
La fórmula básica para la regresión logística es:
P(Y=1) = 1 / (1 + e^(-z))
where z is a combinación lineal de las variables predictoras:
z = β0 + β1X1 + β2X2 + … + βnXn
En esta ecuación, β0 is the intercept, β1, β2, …, βn are the coefficients for the predictor variables X1, X2, …, Xn. The coefficients represent the change in the log-odds of the dependent variable for a one-unit change in the predictor variable.
La regresión logística puede extenderse para manejar múltiples clases (regresión logística multinomial) and can also be used for ordinal outcomes (ordinal logistic regression). Model evaluation metrics such as the confusion matrix, precision, recall, and the area under the ROC curve (AUC) are commonly employed to assess the performance of logistic regression models.