Transcription of Logistic回帰分析の分散を考える - biostar.co.jp
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Logistic回帰分析の分散を考える - biostar.co.jp
Logistic 1. logit g(x)= ln p/(1-p) .. 1 = .. 1 = .. 2 = 3 2.. 3 .. 3 .. 4 3. 1 .. 7 4. 2 SAS .. 7 1. logit g(x)= ln p/(1-p) Logistic logit g(x)= ln p/(1-p) Var p =pq/n Var ln[p/(1-p)] = Var ln[p/(1-p)] X m 2 f(x) x=m (1) Var{f(x)}={f (m)}2*Var(x) (1) f (p)= logit=ln(p/(1-p)) p=p^ (1) var( f (p))={ f (p^)}2var(p^) (2) f (p)={ ln(p/(1-p))} ={ ln(p)-ln(1-p))} =1/p+1/(1-p)=(p+1-p)/(p(1-p))=1/(pq) (3) var( f (p^))= { 1/(p^q^)}2var(p^)={ 1/(p^q^)}2 p^q^/n=1/np^q^ logit g(x)= ln p/(1-p) var( g(p))= 1/npq n p=n1/n n1 n0 2111111))(log(nnnqnpnpqoddsVar+=+== (4)
ちなみに、2×2分割表で、曝露のイベント数a、非イベント数b、非曝露のイベント数c、非 イベント数dのオッズ比の対数の分散も同様に以下に求められる。
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