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</STYLE>
<TITLE>Logistic Regression Calculating Page</TITLE>
</HEAD>
<BODY bgcolor="#c0c0c0">
<CENTER>
<H2>
<FONT color="#0000ff" face="Arial">Logistic Regression </FONT>
</H2>
<P>
<FONT face="Arial"> <SMALL><I>by John C. Pezzullo,
</I></SMALL><I><SMALL>instruction </SMALL><FONT size="2">modifications by
Kevin M. Sullivan</FONT></I></FONT>
<P>
<FONT face="Arial" size="2"><I>Version 05.07.20</I></FONT>
</CENTER>
<P>
<FONT face="Arial">This page performs logistic regression, in which a dichotomous
outcome is predicted by one or more variables. The program generates the
coefficients of a prediction formula (and standard errors of estimate and
significance levels), and odds ratios (with 95% confidence intervals).</FONT>
<P>
<HR>
<HR>
<FORM method="post">
<H3>
<FONT color="#0000ff" face="Arial"><A name="Instructions">Instructions</A>:</FONT>
</H3>
<OL>
<LI>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial">Enter the <FONT color="#0000ff">number of data
points</FONT>:
<INPUT name="cPts" value="10" size="4" type="text"> (or, if summary data,
the number of lines of data). </FONT>
<LI>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial">Enter the <FONT color="#0000ff">number of predictor
variables</FONT>:
<INPUT name="cVar" value="1" size="2" type="text"> </FONT>
<LI>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial">If summary data, check here
<INPUT name="Grouped" value="1" type="checkbox"> </FONT>
<LI>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial">Type or paste data in the <B>Data Window</B> below (see
lower section on page concerning issues on data formatting)</FONT>
</OL>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<FONT color="#0000ff" face="Arial Black">Data Window</FONT>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<TEXTAREA name="data" rows="14" cols="80">1,0
2,0
3,0
4,0
5,1
6,0
7,1
8,0
9,1
10,1
</TEXTAREA><BR>
&nbsp;
<OL start="5">
<LI>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<FONT color="#0000ff" face="Arial">Click the
<INPUT value="Solve" onclick="Iterate(this.form)" type="button"></FONT><FONT
color="Red" face="Arial"><FONT color="#0000ff" face="Arial"> button;</FONT>
</FONT><FONT face="Arial">results will appear in the <B>Results Window</B>
below:</FONT>
</OL>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<FONT color="#0000ff" face="Arial Black"><B>Results Window</B></FONT>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<TEXTAREA name="output" rows="11" cols="80"></TEXTAREA><BR>
<OL start="6">
<LI>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial">To print out results, copy (Ctrl-C) and paste (Ctrl-V)
the contents of the <B>Results Window</B> to a word processor or text editor,
then print the results from that program. For best appearance, specify a
fixed-width font like Courier. </FONT>
</OL>
<P>
<HR>
<H3>
<FONT color="#0000ff" face="Arial">Data Examples</FONT>
</H3>
<P>
<FONT face="Arial">A number of examples are provided on the format to enter
data.&nbsp; All examples are based on the Evans County data set described
in Kleinbaum, Kupper, and Morgenstern, <I>Epidemiologic Research: Principles
and Quantitative Methods</I>, New York: Van Nostrand Reinhold, 1982.&nbsp;
The Evans County study was a cohort study of men followed for 7 years.&nbsp;
The files are also available as text files to allow the user to cut and paste
the example data into the Data Window.</FONT>
<P>
<FONT face="Arial">Data can be in two formats - records at the <B>
individual</B> level (one record for each individual or whatever the unit
of analysis) or the data could be <B> summary</B> information, such as the
number of individuals at an exposure level with<I>out</I> disease and the
number with disease.&nbsp; The data on one line must be separated by a tab
or a comma; the examples below use the comma to separate data points.&nbsp;
These examples first describe data at the individual level, and then describe
summary data.</FONT>
<P>
<FONT face="Arial"><B>Data at the individuals level, one exposure
variable</B></FONT>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial">Enter or paste the data into the Data Window a dichotomous
exposure variable (coded as 1 for exposed and 0 for unexposed) and the outcome
variable (coded as 1 for with the outcome and 0 for without the outcome)
with the two variables separated by a "," or a tab.&nbsp; For example, in
assessing the relationship between an elevated catecholamine level (the exposure
of interest, 1= elevated and 0= normal) and coronary heart disease (CHD,
the outcome of interest), the records would be formatted as numeric values
for:</FONT>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial" size="2">exposure variable value, outcome variable
value</FONT>
<P>
<FONT face="Arial">For this example data the number of data points is 609
and the number of predictor variables is 1.&nbsp; The first 10 records from
the example data are shown below:</FONT>
<P style="word-spacing: 0pt; line-height: 100%; margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial" size="2">0, 0<BR>
0, 0<BR>
1, 1<BR>
1, 0<BR>
0, 0<BR>
0, 0<BR>
0, 1<BR>
0, 0<BR>
0, 0<BR>
0, 0&nbsp;</FONT>
<P style="word-spacing: 0pt; line-height: 100%; margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial" size="2">... (plus 599 additional lines)</FONT>
<P style="word-spacing: 0pt; line-height: 100%; margin-top: 0pt; margin-bottom: 0pt;">
&nbsp;
<P>
<FONT face="Arial">The full data file as a text file can be found
<A href="http://www.sph.emory.edu/%7Ecdckms/Logistic/cach.txt">here</A>.&nbsp;
The results of the analysis would be:</FONT>
<P>
<FONT face="Courier New" size="2">Odds Ratios and 95% Confidence
Intervals...<BR>
Variable&nbsp; O.R.&nbsp;&nbsp;&nbsp; Low -- High<BR>
1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.8615 1.6878
4.8514</FONT><BR>
&nbsp;
<P>
<FONT face="Arial">The interpretation would be that individuals with elevated
catecholamine levels have a 2.8615 greater odds of developing CHD compared
to individuals with normal catecholamine levels.</FONT>
<P>
<FONT face="Arial"><I>[A note on coding the <B> exposure</B> variable:&nbsp;
The above example coded the exposed as 1 and unexposed as 0, and the odds
ratio was calculated&nbsp; comparing the odds of being coded as 1 to being
coded as 0 - note that those coded as 0 are the referent group.&nbsp; If
you code the exposure as 1 and 2, the smaller number will be treated as the
referent group, which in this example is 1.&nbsp; The odds ratio for a 2/1
coding scheme would be the odds of disease for those coded as 2 compared
to the odds in those coded as 1.]</I></FONT>
<P>
<FONT face="Arial"><I>[A note on coding the <B> outcome</B> variable: The
outcome variable must be coded as 1 for those with the outcome and 0 for
those without the outcome.]</I></FONT>
<P>
<FONT face="Arial">If the exposure variable is continuous, you can use the
numeric value (which assumes the relationship is linear on a logit scale).&nbsp;
For example, in assessing the relationship between age and CHD, the number
of data points is 609 and the number of predictor variables is 1, and the
first ten records would look like as shown below (data as a text file can
be found
<A href="http://www.sph.emory.edu/%7Ecdckms/Logistic/agch.txt">here</A>):</FONT>
<P style="word-spacing: 0pt; line-height: 100%; margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial" size="2">56, 0<BR>
43, 0<BR>
56, 1<BR>
64, 0<BR>
49, 0<BR>
46, 0<BR>
52, 1<BR>
63, 0<BR>
42, 0<BR>
55, 0</FONT>
<P style="word-spacing: 0pt; line-height: 100%; margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial" size="2">... (plus 599 additional lines)</FONT>
<P>
<FONT face="Arial">The results of the analysis would be:</FONT>
<P>
<FONT face="Courier New" size="2">Odds Ratios and 95% Confidence
Intervals...<BR>
Variable&nbsp; O.R.&nbsp;&nbsp;&nbsp; Low -- High<BR>
1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.0454 1.0189 1.0727</FONT>
<P>
<FONT face="Arial" size="2">T</FONT><FONT face="Arial">he interpretation
would be that for every one year increase in age, the odds of CHD increased
by a factor of 1.0454 (or by about 4.5%).</FONT>
<P>
<FONT face="Arial"><B>Data at the individuals level, two exposure variables
- no interaction model</B></FONT>
<P>
<FONT face="Arial">If there is more than one exposure variable, list the
exposure variables first and the outcome variable last.&nbsp; For example,
say the investigator wants to determine the simultaneous effect of catecholamine
and cigarette smoking (1=smoker, 0=nonsmoker) on CHD, the data would be:</FONT>
<P>
<FONT face="Arial" size="2">first exposure variable value, second exposure
variable value, outcome variable value</FONT>
<P>
<FONT face="Arial">For this example data the number of data points is 609
and the number of predictor variables is 2.&nbsp; The first 10 records from
the example data are shown below with the variable being catecholamine, smoking,
and CHD and the data in a text file is
<A href="http://www.sph.emory.edu/%7Ecdckms/Logistic/casmch.txt">here</A>:</FONT>
<P style="word-spacing: 0pt; line-height: 100%; margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial" size="2">0, 0, 0<BR>
0, 1, 0<BR>
1, 1, 1<BR>
1, 1, 0<BR>
0, 1, 0<BR>
0, 1, 0<BR>
0, 1, 1<BR>
0, 0, 0<BR>
0, 1, 0<BR>
0, 0, 0</FONT>
<P style="word-spacing: 0pt; line-height: 100%; margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial" size="2">... (plus 599 additional lines)</FONT>
<P>
<FONT face="Arial">The results of the analysis would be:</FONT>
<P>
<FONT face="Courier New" size="2">Odds Ratios and 95% Confidence
Intervals...<BR>
Variable&nbsp;&nbsp; O.R.&nbsp;&nbsp; Low -- High<BR>
1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.9074 1.7079 4.9492<BR>
2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.0000 1.1206 3.5695</FONT>
<P>
<FONT face="Arial" size="2">T</FONT><FONT face="Arial">he interpretation
would be that individuals with an elevated catecholamine level ("Variable
1" in the above output) have an odds of CHD about 2.9 times greater than
those with normal catecholamine levels controlling for cigarette smoking.&nbsp;
Cigarette smokers ("Variable" 2 in the above output) have twice the odds
(2.0) of CHD compared to nonsmokers controlling for catecholamine (elevated
vs. normal).</FONT>
<P>
<FONT face="Arial"><B>Data at the individuals level, two exposure variables
- interaction model</B></FONT>
<P>
<FONT face="Arial">If you would like to assess the interaction between two
variables, there will need to be an interaction term.&nbsp; Using the data
from the previous example, the question might be whether cigarette smoking
modifies the catecholamine-&gt;CHD relationship.&nbsp; The interaction term
is simply multiplying the value for catecholamine times the value for smoking,
of which there are only four possibilities with these two variables:</FONT>
<TABLE style="border-collapse: collapse;" id="AutoNumber1" border="1" bordercolor="#111111"
cellpadding="0" cellspacing="0" width="47%">
<TR>
<TD align="center" width="19%"><FONT face="Arial" size="2">Catecholamine</FONT></TD>
<TD align="center" width="20%">&nbsp;</TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">Smoking</FONT></TD>
<TD align="center" width="20%">&nbsp;</TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">Interaction</FONT></TD>
</TR>
<TR>
<TD align="center" width="19%"><FONT face="Arial" size="2">1</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">x</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">1</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">=</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">1</FONT></TD>
</TR>
<TR>
<TD align="center" width="19%"><FONT face="Arial" size="2">1</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">x</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">0</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">=</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">0</FONT></TD>
</TR>
<TR>
<TD align="center" width="19%"><FONT face="Arial" size="2">0</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">x</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">1</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">=</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">0</FONT></TD>
</TR>
<TR>
<TD align="center" width="19%"><FONT face="Arial" size="2">0</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">x</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">0</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">=</FONT></TD>
<TD align="center" width="20%"><FONT face="Arial" size="2">0</FONT></TD>
</TR>
</TABLE>
<P>
<FONT face="Arial">The data would be in the following format:</FONT>
<P>
<FONT face="Arial" size="2">first exposure variable value, second exposure
variable value, interaction value, outcome variable value</FONT>
<P>
<FONT face="Arial">For this example data the number of data points is 609
and the number of predictor variables is 3.&nbsp; The first 10 records from
the example data are shown below with the variables being catecholamine,
smoking, the catecholamine-smoking interaction, and CHD and the data file
as text can be found
<A href="http://www.sph.emory.edu/%7Ecdckms/Logistic/casmich.txt">here</A>:</FONT>
<P style="word-spacing: 0pt; line-height: 100%; margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial" size="2">0, 0, 0, 0<BR>
0, 1, 0, 0<BR>
1, 1, 1, 1<BR>
1, 1, 1, 0<BR>
0, 1, 0, 0<BR>
0, 1, 0, 0<BR>
0, 1, 0, 1<BR>
0, 0, 0, 0<BR>
0, 1, 0, 0<BR>
0, 0, 0, 0</FONT>
<P style="word-spacing: 0pt; line-height: 100%; margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial" size="2">... (plus 599 additional lines)</FONT>
<P>
<FONT face="Arial">The results of the analysis would be:</FONT>
<P>
<FONT face="Courier New" size="2">Coefficients and Standard Errors...<BR>
Variable&nbsp;&nbsp; Coeff. StdErr&nbsp;&nbsp;&nbsp; p<BR>
1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.3953 0.5187
0.0072<BR>
2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.8653 0.3864
0.0251<BR>
3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; -0.4498 0.6092 0.4603<BR>
Intercept -2.9267<BR>
<BR>
Odds Ratios and 95% Confidence Intervals...<BR>
Variable&nbsp;&nbsp;&nbsp; O.R.&nbsp;&nbsp; Low -- High<BR>
1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.0360 1.4601
11.1562<BR>
2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.3758 1.1141
5.0661<BR>
3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.6377 0.1932
2.1049</FONT>
<P>
<FONT face="Arial" size="2">T</FONT><FONT face="Arial">he interpretation
would be that the interaction is not statistically significant (p-value for
variable 3 = 0.4603) and could be removed from the model.&nbsp; Another way
to tell that the interaction is not significant is based on the odds ratio
confidence interval for the interaction term; the null value (when there
is no interaction) for an interaction term is 1; the 95% confidence interval
for the odds ratio around the interaction term goes from 0.1932 to 2.1049
which includes the "null value" of 1. </FONT>
<P>
<FONT face="Arial"><B>Summary data, one exposure variable</B></FONT>
<P>
<FONT face="Arial">This program can also analyze summary data.&nbsp; For
example, the table below summarizes information on 609 individuals by exposure
(catecholamine) and disease (CHD):</FONT>
<TABLE style="border-collapse: collapse;" id="AutoNumber2" border="1" bordercolor="#111111"
cellpadding="0" cellspacing="0" height="69" width="46%">
<TR>
<TD height="10" width="35%"><FONT face="Arial">Elevated Catecholamine?</FONT></TD>
<TD colspan="2" align="center" height="10" width="40%"><FONT face="Arial"
size="2">CHD (Disease variable)</FONT></TD>
</TR>
<TR>
<TD height="18" width="35%"><FONT face="Arial" size="2">(Exposure
variable)</FONT></TD>
<TD align="center" height="18" width="19%"><FONT face="Arial" size="2">Yes
(1)</FONT></TD>
<TD align="center" height="18" width="21%"><FONT face="Arial" size="2">No
(0)</FONT></TD>
</TR>
<TR>
<TD height="19" width="35%"><FONT face="Arial" size="2">&nbsp;&nbsp;&nbsp;&nbsp;
Yes (1)</FONT></TD>
<TD align="center" height="19" width="19%"><FONT face="Arial" size="2">27</FONT></TD>
<TD align="center" height="19" width="21%"><FONT face="Arial" size="2">95</FONT></TD>
</TR>
<TR>
<TD height="19" width="35%"><FONT face="Arial" size="2">&nbsp;&nbsp;&nbsp;&nbsp;
No (0)</FONT></TD>
<TD align="center" height="19" width="19%"><FONT face="Arial" size="2">44</FONT></TD>
<TD align="center" height="19" width="21%"><FONT face="Arial" size="2">443</FONT></TD>
</TR>
</TABLE>
<P>
<FONT face="Arial">The data can be entered as summary data in two lines in
the format:</FONT>
<P>
<FONT face="Arial">exposure variable level, number <I>
with<B><U>out</U></B></I> disease at this exposure level, number <I>with</I>
disease at this exposure level</FONT>
<P>
<FONT face="Arial">For this example data the number of data points is 2,
the number of predictor variables is 1, and check the summary data box.&nbsp;
The complete example data are shown below with the variable being exposure
category, number without CHD in exposure category, and number with CHD in
exposure category.&nbsp; You could copy these data and paste them in the
Data Window.</FONT>
<P>
<FONT size="2"><FONT face="Arial">1, 95, 27</FONT></FONT><BR>
<FONT size="2"><FONT face="Arial">0, 443, 44</FONT></FONT>
<P>
<FONT size="2"> <FONT face="Arial">Th</FONT></FONT><FONT face="Arial">e results
of the analysis would be as follows, exactly the same as the <B><I>Data at
the individuals level, one exposure variable </I></B>example shown previously
based on the same data.</FONT>
<P>
<FONT face="Courier New" size="2">Odds Ratios and 95% Confidence
Intervals...<BR>
Variable&nbsp; O.R.&nbsp;&nbsp;&nbsp; Low -- High<BR>
1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.8615 1.6878 4.8514</FONT>
<P>
<B><FONT face="Arial">Summary data, two exposure variables</FONT></B>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
&nbsp;<FONT face="Arial">In this example is described a situation where there
are two exposure levels, one considered as the primary exposure of interest
and another as potentially an effect modifier, confounder, significant
independent exposure, or none of these.&nbsp; As an example, an investigators
are interested in the relationship between an elevated catecholamine and
CHD, but want to determine if this relationship is affected by the smoking
status of the individual.&nbsp; The data are as follows:</FONT>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<B><FONT face="Arial">Smoke = Yes (1)</FONT></B>
<TABLE style="border-collapse: collapse;" id="AutoNumber2" border="1" bordercolor="#111111"
cellpadding="0" cellspacing="0" height="69" width="46%">
<TR>
<TD height="10" width="36%"><FONT face="Arial">Elevated Catecholamine?</FONT></TD>
<TD colspan="2" align="center" height="10" width="39%"><FONT face="Arial"
size="2">CHD (Disease variable)</FONT></TD>
</TR>
<TR>
<TD height="18" width="36%"><FONT face="Arial" size="2">(Exposure
variable)</FONT></TD>
<TD align="center" height="18" width="19%"><FONT face="Arial" size="2">Yes
(1)</FONT></TD>
<TD align="center" height="18" width="20%"><FONT face="Arial" size="2">No
(0)</FONT></TD>
</TR>
<TR>
<TD height="19" width="36%"><FONT face="Arial" size="2">&nbsp;&nbsp;&nbsp;&nbsp;
Yes (1)</FONT></TD>
<TD align="center" height="19" width="19%"><FONT face="Arial" size="2">19</FONT></TD>
<TD align="center" height="19" width="20%"><FONT face="Arial" size="2">58</FONT></TD>
</TR>
<TR>
<TD height="19" width="36%"><FONT face="Arial" size="2">&nbsp;&nbsp;&nbsp;&nbsp;
No (0)</FONT></TD>
<TD align="center" height="19" width="19%"><FONT face="Arial" size="2">35</FONT></TD>
<TD align="center" height="19" width="20%"><FONT face="Arial" size="2">275</FONT></TD>
</TR>
</TABLE>
<P style="margin-top: 0pt; margin-bottom: 0pt;">
<FONT face="Arial"><B>Smoke = No (0)</B></FONT>
<TABLE style="border-collapse: collapse;" id="AutoNumber2" border="1" bordercolor="#111111"
cellpadding="0" cellspacing="0" height="69" width="46%">
<TR>
<TD height="10" width="37%"><FONT face="Arial">Elevated Catecholamine?</FONT></TD>
<TD colspan="2" align="center" height="10" width="38%"><FONT face="Arial"
size="2">CHD (Disease variable)</FONT></TD>
</TR>
<TR>
<TD height="18" width="37%"><FONT face="Arial" size="2">(Exposure
variable)</FONT></TD>
<TD align="center" height="18" width="19%"><FONT face="Arial" size="2">Yes
(1)</FONT></TD>
<TD align="center" height="18" width="19%"><FONT face="Arial" size="2">No
(0)</FONT></TD>
</TR>
<TR>
<TD height="19" width="37%"><FONT face="Arial" size="2">&nbsp;&nbsp;&nbsp;&nbsp;
Yes (1)</FONT></TD>
<TD align="center" height="19" width="19%"><FONT face="Arial" size="2">8</FONT></TD>
<TD align="center" height="19" width="19%"><FONT face="Arial" size="2">37</FONT></TD>
</TR>
<TR>
<TD height="19" width="37%"><FONT face="Arial" size="2">&nbsp;&nbsp;&nbsp;&nbsp;
No (0)</FONT></TD>
<TD align="center" height="19" width="19%"><FONT face="Arial" size="2">9</FONT></TD>
<TD align="center" height="19" width="19%"><FONT face="Arial" size="2">168</FONT></TD>
</TR>
</TABLE>
<P>
<FONT face="Arial">First, to see if smoking modifies the catecholamine-&gt;CHD
relationship, enter data to determine if the interaction between catecholamine
and smoking is statistically significant.&nbsp; The interaction level would
be determined similarly to that described previously.</FONT>
<P>
<FONT face="Arial">exposure variable 1 level, exposure variable 2 level,
interaction level, number <I> with<B><U>out</U></B></I> disease at this level,
number <I>with</I> disease at this level.</FONT>
<P>
<FONT face="Arial">For this example data the number of data points is 4,
the number of predictor variables is 3, and check the summary data box.&nbsp;
The complete example data are shown below with the variables being cateholamine
category, smoking category, interaction category, number without CHD at these
levels, and number with CHD at these levels.&nbsp; You could copy these data
and paste them in the Data Window.</FONT>
<P>
<FONT face="Arial" size="2">1, 1, 1, 58, 19</FONT><BR>
<FONT face="Arial" size="2">0, 1, 0, 275, 35</FONT><BR>
<FONT face="Arial" size="2">1, 0, 0, 37, 8</FONT><BR>
<FONT face="Arial" size="2">0, 0, 0, 168, 9</FONT>
<P>
<FONT face="Arial">The results of the analysis would be:</FONT>
<P>
<FONT face="Courier New" size="2">Coefficients and Standard Errors...<BR>
Variable&nbsp;&nbsp; Coeff. StdErr&nbsp;&nbsp;&nbsp; p<BR>
1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.3953 0.5187
0.0072<BR>
2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.8653 0.3864
0.0251<BR>
3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; -0.4498 0.6092 0.4603<BR>
Intercept -2.9267<BR>
<BR>
Odds Ratios and 95% Confidence Intervals...<BR>
Variable&nbsp;&nbsp;&nbsp; O.R.&nbsp;&nbsp; Low -- High<BR>
1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.0360 1.4601
11.1562<BR>
2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.3758 1.1141
5.0661<BR>
3&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.6377 0.1932
2.1049</FONT>
<P>
<FONT face="Arial" size="2">T</FONT><FONT face="Arial">he interpretation
would be that the interaction is not statistically significant (p-value for
variable 3 = 0.4603) and could be removed from the model.&nbsp; </FONT>
<P>
<FONT face="Arial">To determine whether smoking confounds the
catecholamine-&gt;CHD association, two odds ratios are needed, a "crude"
odds ratio from a logistic regression model with just catecholamine as a
predictor of CHD which was 2.8615, and a logistic regression model with two
predictors in the model, catecholamine and smoking.&nbsp; The general format
for the summary data is:</FONT>
<P>
<FONT face="Arial">exposure variable 1 level, exposure variable 2 level,
number <I> with<B><U>out</U></B></I> disease at this level, number
<I>with</I> disease at this level</FONT>
<P>
<FONT face="Arial">For this example data the number of data points is 4,
the number of predictor variables is 2, and check the summary data box.&nbsp;
The complete example data are shown below with the variables being cateholamine
category, smoking category, number without CHD at these levels, and number
with CHD at these levels.&nbsp; You could copy these data and paste them
in the Data Window.</FONT>
<P>
<FONT face="Arial" size="2">1, 1, 58, 19</FONT><BR>
<FONT face="Arial" size="2">0, 1, 275, 35</FONT><BR>
<FONT face="Arial" size="2">1, 0, 37, 8</FONT><BR>
<FONT face="Arial" size="2">0, 0, 168, 9</FONT>
<P>
<FONT face="Arial">The results of the analysis would be:</FONT>
<P>
<FONT face="Courier New" size="2">Odds Ratios and 95% Confidence
Intervals...<BR>
Variable&nbsp;&nbsp; O.R.&nbsp;&nbsp; Low -- High<BR>
1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.9074 1.7079 4.9492<BR>
2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.0000 1.1206 3.5695</FONT>
<P>
<FONT face="Arial" size="2">T</FONT><FONT face="Arial">he interpretation
would be that individuals with an elevated catecholamine level ("Variable
1" in the above output) have an odds of CHD 2.9074 times greater than those
with normal catecholamine levels controlling for cigarette smoking.&nbsp;
Cigarette smokers ("Variable" 2 in the above output) have twice the odds
(2.0000) of CHD compared to nonsmokers controlling for catecholamine (elevated
vs. normal).&nbsp; For the question of whether or not smoking confounds the
catecholamine-&gt;CHD association, compare the crude odds ratio (2.8615)
with the odds ratio adjusted for smoking (2.9074) - as a general rule, if
these two differ by 10% or more, then confounding is present; if less than
10%, there is not an important amount of confounding.&nbsp; (Note that some
investigators may choose to define confounding differently, perhaps at a
5% difference.)&nbsp; In this example, there is little evidence of
confounding.&nbsp; However, smoking does seem to be an important independent
predictor of CHD when controlling for catecholamine.</FONT>
<P>
<HR>
<H3>
<FONT color="#0000ff" face="Arial">Questions or Problems?</FONT>
</H3>
<H4>
*** <FONT face="Arial"><B>Not getting correct results or blank
results?</B></FONT>
</H4>
<P>
<FONT face="Arial">If you are not getting numeric results or an error message,
please assure the following:</FONT>
<UL>
<LI>
<FONT face="Arial">For each record or line of data, the data must be separated
by a <B><I> comma</I></B> or <B><I>tab</I></B>; if there are just spaces
between the data, you will get an error message or output with no calculated
values.&nbsp;&nbsp;</FONT>
<LI>
<FONT face="Arial">All data values must be numeric - character data (such
as "Y" or "Yes" or "+") will not work.</FONT>
<LI>
<FONT face="Arial">The outcome variable must have a 1/0
coding.&nbsp;&nbsp;</FONT>
<LI>
<FONT face="Arial">There cannot be any blank lines in the data.</FONT>
<LI>
<FONT face="Arial">All records must have values for every exposure
variable.</FONT>
</UL>
<H3>
*** One (or more) of my coefficients came out very large (and the standard
error is even larger!). Why did this happen?
</H3>
<P>
This is probably due to what is called "the <I>perfect predictor</I> problem".
This occurs when one of the predictor variables is perfectly divided into
two distinct ranges for the two outcomes. For example, if you had an independent
variable like Age, and everyone <B>above</B> age 50 <B>had</B> the outcome
event, and everyone 50 and <B>below</B> did <B>not</B> have the event, then
the logistic algorithm will not converge (the regression coefficient for
Age will take off toward infinity). The same thing can happen with categorical
predictors. And it gets even more insidious when there's more than one
independent variable. None of the variables by themselves may look like "perfect
predictors", but some subset of them taken together might form a pattern
in n-dimensional space that can be sliced into two regions where everyone
in one region had outcome=1 and everyone in the other region had outcome=0.
This isn't a flaw in the web page; it's actually a situation where the logistic
model is simply not appropriate for the data. The true relationship is a
"step function", not the smooth "S-shaped" function of the logistic model.)
<P>
*** <FONT face="Arial"><B>How do I copy and paste data?</B></FONT>
<P>
<FONT face="Arial"><I><B>Copy data</B>:</I>&nbsp; In most programs, you identify
the data you want to copy then go to Edit-&gt;Copy</FONT>
<P>
<FONT face="Arial"><B><I>Paste data</I></B>: Open this logistic regression
program; place the cursor in the <B>Data Window</B> and highlight the example
data, then, in Windows, simultaneously press the <B>Ctrl</B> and <B>V </B>keys;
Mac users press the <B>Command</B> and <B>V</B> keys.</FONT>
<P>
<FONT face="Arial"><B>*** Can I copy and paste from Excel?</B></FONT>
<P>
<FONT face="Arial">Yes, highlight the columns with the data, Edit-&gt;Copy
the data, and paste into the Logistic <B>Data Window</B>.&nbsp; Note that
when you paste data from Excel into the <B>Data Window</B>, the different
columns of data will be separated by a tab.&nbsp; You cannot see the tab
in the <B>Data Window</B>, but you can usually tell the difference between
a tab and blank spaces by placing the cursor in a line of data, then move
the cursor to the right one space of a time - a tab will make the cursor
move many spaces.</FONT>
<H3>
<HR>
</H3>
<H3>
<FONT color="#0000ff" face="Arial"><A name="Background">Background Info</A>
(just what is logistic regression, anyway?):</FONT>
</H3>
<P>
<FONT face="Arial"> <B>Ordinary</B> regression deals with finding a function
that relates a <B>continuous</B> outcome variable (dependent variable
<I>y</I>) to one or more predictors (independent variables
<I>x</I><SUB>1</SUB>, <I>x</I><SUB>2</SUB>, etc.). Simple linear regression
assumes a function of the form:<BR>
<I>y</I> = c<SUB>0</SUB> + c<SUB>1</SUB> * <I>x</I><SUB>1</SUB> +
c<SUB>2</SUB> * <I>x</I><SUB>2</SUB> +...<BR>
and finds the values of c<SUB>0</SUB>, c<SUB>1</SUB>, c<SUB>2</SUB>, etc.
(c<SUB>0</SUB> is called the "intercept" or "constant term"). </FONT>
<P>
<FONT face="Arial"> <B>Logistic</B> regression is a variation of ordinary
regression, useful when the observed outcome is <B>restricted to two
values</B>, which usually represent the occurrence or non-occurrence of some
outcome event, (usually coded as 1 or 0, respectively). It produces a formula
that predicts the <B>probability of the occurrence</B> as a function of the
independent variables. </FONT>
<P>
<FONT face="Arial">Logistic regression fits a special s-shaped curve by taking
the linear regression (above), which could produce any <I>y</I>-value between
minus infinity and plus infinity, and transforming it with the function:<BR>
<I>p</I> = Exp(<I>y</I>) / ( 1 + Exp(<I>y</I>) )<BR>
which produces <I>p</I>-values between 0 (as <I>y</I> approaches minus infinity)
and 1 (as <I>y</I> approaches plus infinity). This now becomes a special
kind of <I>non-linear</I> regression, which is what this page performs. </FONT>
<P>
<FONT face="Arial">Logistic regression also produces <I>Odds Ratios</I> (O.R.)
associated with each predictor value. The <I>odds</I> of an event is defined
as the probability of the outcome event <B>occurring</B> divided by the
probability of the event <B>not occurring</B>. The odds ratio for a predictor
tells the relative amount by which the odds of the outcome increase (O.R.
greater than 1.0) or decrease (O.R. less than 1.0) when the value of the
predictor value is increased by 1.0 units. </FONT>
<P>
<HR>
<H3>
<P align="left">
<FONT face="Arial"><B><A name="Techie">Techie-stuff</A> (for those who might
be interested): </B></FONT>
</H3>
<P>
<FONT face="Arial">This page contains a straightforward <I>JavaScript</I>
implementation of a standard iterative method to maximize the Log Likelihood
Function (LLF), defined as the sum of the logarithms of the predicted
probabilities of occurrence for those cases where the event occurred and
the logarithms of the predicted probabilities of non-occurrence for those
cases where the event did not occur. </FONT>
<P>
<FONT face="Arial">Maximization is by Newton's method, with a very simple
elimination algorithm to invert and solve the simultaneous equations.
Central-limit estimates of parameter standard errors are obtained from the
diagonal terms of the inverse matrix. Odds Ratios and their confidence limits
are obtained by exponentiating the parameters and their lower and upper
confidence limits (approximated by +/- 1.96 standard errors). </FONT>
<P>
<FONT face="Arial">No special convergence-acceleration techniques are used.
For improved precision, the independent variables are temporarily converted
to "standard scores" ( value - Mean ) / StdDev. The <I>Null Model</I> is
used as the starting guess for the iterations -- all parameter coefficients
are zero, and the intercept is the logarithm of the ratio of the number of
cases with <I>y</I>=1 to the number with <I>y</I>=0. The quantity
-2*Ln(Likelihood) is displayed for the null model, for each step of the
iteration, and for the final (converged model). Convergence is not guaranteed,
but this page should work properly with most practical problems that arise
in real-world situations. </FONT>
<P>
<FONT face="Arial">This implementation has no predefined limits for the number
of independent variables or cases. The actual limits are probably dependent
on your web browser's available memory and other browser-specific restrictions.
</FONT>
<P>
<FONT face="Arial">The fields below are pre-loaded with a very simple example.
</FONT>
<P>
<FONT face="Arial" size="2">Notes: John Pezzullo wrote the program and the
Instructions, Background Info, and Techie-Stuff sections; Kevin Sullivan
modified the Instructions slightly and wrote the Data Examples sections.</FONT>
<P>
<FONT face="Arial">Reference: <I>Applied Logistic Regression</I>, by D.W.
Hosmer and S. Lemeshow. 1989, John Wiley &amp; Sons, New York </FONT>
<P align="center">
<HR>
<FONT face="Arial"> <BR>
</FONT>Return to the <A HREF="index.html">Interactive Statistics page</A>
or to the <A HREF="JCPhome.html">JCP Home Page</A><BR>
</FORM>
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