Regressão Logística
Logística regression is a type of análise estatística 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, ciências sociais, and marketing, to understand the impact of one or more independent variables on a dependent binary outcome.
Diferentemente regressão linear, 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.
A fórmula básica para regressão logística é:
P(Y=1) = 1 / (1 + e^(-z))
where z is a combinação linear das variáveis preditoras:
z = β0 + β1X1 + β2X2 + … + βnXn
Nesta equação, 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.
A regressão logística pode ser estendida para lidar com múltiplas classes (regressão 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.