Solved – Predictor transformation in logistic regression

logisticpredictorregression

In linear regression, I've seen (granted, not many) situations where basic transformations to some of the predictors can significantly improve the fit and stability of the model, and often a scatterplot of the response variable vs each individual predictor can provide useful clues as to whether a transformation can help.

Is there a similar approach that would work for logistic regression – i.e., what is an intuitive way to determine whether any predictor transformations can help?

Best Answer

If it's feasible that you can bin in such a way that the bins aren't too wide but all of them contain some 0s and some 1s, it's possible to do a logit-transformation on the proportions and see if logit(p) is reasonably linear. However, the presence of other (meaningful/important) IVs can make the impression from such marginal relationships meaningless

Another possibility is to fit a nonparametric relationship and see if it's clearly showing signs that it's not logistic in shape; this can be done in the presence of other covariates, since one can fit a GAM term in an otherwise linear (in the GLM sense) model.

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