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  • 1.  Problem with correlation matrix (logistic regression)

    Posted Thu June 22, 2023 10:53 AM
      |   view attached

    Good day.

    Based on the results of performing a logistic regression of the data, a correlation matrix is displayed. When choosing any method of including variables in the model, correlation coefficients of different value are noted at each step (unlike Pearson's pairwise correlation coefficients). What are these coefficients in the matrix and how are they calculated? Please provide formulas for their calculation. As an example, in the picture, the correlation coefficients between the variables amplitude and sH are marked in yellow. They are different at every step.

    The second question is how to take into account the multicollinearity of variables when performing logistic regression? Or is this procedure included by default in the logistic regression algorithm?



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    Jack Hunter
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  • 2.  RE: Problem with correlation matrix (logistic regression)

    Posted Thu June 22, 2023 12:42 PM
    The correlation matrix displayed by LOGISTIC is based on the cases actually used in the logistic regression calculation.  Cases with missing values on any included variables will be excluded, so if the included variables change, so does the case base if there are missing values.  With the Descriptives procedure, the defalt is pairwise deletion of missing values, so that may give a different result.

    Just like ordinary regression, the logistic calculations take into account the correlations among the independent variables.  Multicollinearity issues are the same.

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  • 3.  RE: Problem with correlation matrix (logistic regression)

    Posted Fri June 23, 2023 12:29 AM

    Thank you for reply.
    But I did not understand what the coefficients in the Correlation matrix characterize? Are these partial correlation coefficients or what?



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    Jack Hunter
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  • 4.  RE: Problem with correlation matrix (logistic regression)

    Posted Fri June 23, 2023 09:26 AM
    The correlation table  should probably be better labelled, but you can see in the dialog box or the Command Syntax Reference that it is described as

    CORR. Correlation matrix of parameter estimates for the variables in the model.  This is, of course, inversely related to the correlations among the independent variables,

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  • 5.  RE: Problem with correlation matrix (logistic regression)

    Posted Sun June 25, 2023 08:59 AM

    Please explain the correlation coefficients of estimates of which parameters for variables are given and their formulas. I want to understand how each digit in the correlation matrix is calculated.



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    Jack Hunter
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  • 6.  RE: Problem with correlation matrix (logistic regression)

    Posted Sun June 25, 2023 09:44 AM
    You can find the mathematical details for logistic regression in the Algorithms Manual, which is available via Help > Doc in PDF Format, under LOGISTIC REGRESSION..

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  • 7.  RE: Problem with correlation matrix (logistic regression)

    Posted Mon June 26, 2023 04:42 AM

    In the manual on page 641, in the Information for the Variables in the Equation block, the formula for calculating Partial_R is?

    Please help, I'm having a hard time finding it.



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    Jack Hunter
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