Logit Model (GENLOG command)
The logit model examines the relationships between dependent and independent factor variables.
- To separate the independent variables from the dependent
variables in a logit model, use the keyword
BY. The categorical variables precedingBYare the dependent variables; the categorical variables followingBYare the independent variables. - Up to 10 variables can be specified, including both dependent and independent variables.
- For the logit model, you must specify
MULTINOMIALon theMODELsubcommand. -
GENLOGdisplays an analysis of dispersion and two measures of association—entropy and concentration. These measures are discussed elsewhere 1 and can be used to quantify the magnitude of association among the variables. Both are proportional-reduction-in-error measures. The entropy statistic is analogous to Theil’s entropy measure, while the concentration statistic is analogous to Goodman and Kruskal’s tau-b. Both statistics measure the strength of association between the dependent variable and the independent variable set.
Example
GENLOG GSLEVEL BY EDUC SEX
/MODEL=MULTINOMIAL
/DESIGN=GSLEVEL, GSLEVEL BY EDUC, GSLEVEL BY SEX.
- The keyword
BYon the variable list specifies a logit model in which GSLEVEL is the dependent variable and EDUC and SEX are the independent variables. - A logit model is multinomial.
-
DESIGNspecifies a model that can test for the absence of the joint effect of SEX and EDUC on GSLEVEL.
1
Haberman, S. J. 1982. Analysis of dispersion of multinomial responses.
Journal of the American Statistical Association, 77, 568-580.