Logistic Regression: A Self-learning Text, Third Edition (Statistics in the Health Sciences)

(vip2019) #1

P





X





¼


1


1 þe




aþ~biXi




ðÞ 1 odds:


P





X 1





1 P





X 1





ðÞ 0 odds:


P





X 0





1 P





X 0





odds forX 1
odds forX 0

¼


P




X 1




1 P




X 1




P




X 0




1 P




X 0




¼RORX 1 ;X 0


P(X 1 )

P(X) =
1 – P(X 1 )

P(X 1 )
1 – P(X 1 )

P(X 0 )
1 – P(X 0 )

P(X 0 )
1 – P(X 0 )

ROR =

(1)


(0)


1
1 + e–(a+^ biXi)

= e(a+^ biX^1 i)

= e(a+^ biX 0 i)

RORX 1 ;X 0 ¼


odds forX 1
odds forX 0

¼


e




aþ~biX 1 i




e




aþ~biX 0 i




Algebraic theory :

ea
= ea–b
eb
a = a+ biX 1 i, b = a+ biX 0 i

Given a logistic model of the general form P(X),

we can write theoddsfor group1asP(X 1 )
divided by 1P(X 1 )

and theoddsforgroup0asP(X 0 ) divided by
1 P(X 0 ).

To get an odds ratio, we then divide the first
odds by the second odds. The result is an
expression for the odds ratio written in terms
of the two risks P(X 1 ) and P(X 0 ), that is, P(X 1 )
over 1P(X 1 ) divided by P(X 0 ) over 1P(X 0 ).

We denote this ratio asROR, forrisk odds ratio,
as the probabilities in the odds ratio are all
defined as risks. However, we still do not have
a convenient formula.

Now, to obtain a convenient computational
formula, we can substitute the mathematical
expression 1 over 1 plus e to minus the quantity
(aþ~biXi) for P(X) into therisk odds ratio
formula above.

For group 1, theoddsP(X 1 ) over 1P(X 1 )
reduces algebraically to e to the linear suma
plus the sum ofbitimesX 1 i, whereX 1 idenotes
the value of the variableXifor group 1.

Similarly, the odds for group 0 reduces to e to the
linear sumaplus the sum ofbitimesX 0 i,where
X 0 idenotes the value of variableXifor group 0.

To obtain theROR, we now substitute in the
numerator and denominator the exponential
quantities just derived to obtain e to the
group 1 linear sum divided by e to the group
0 linear sum.

The above expression is of the form e to thea
divided by e to theb, whereaandbare linear
sums for groups 1 and 0, respectively. From
algebraic theory, it then follows that this ratio
of two exponentials is equivalent to e to the
difference in exponents, or e to theaminusb.

Presentation: VIII. Derivation of OR Formula 23
Free download pdf