Logistic Regression

Estimating the Regression Coefficients

The estimates \(\beta_0\) and \(\beta_1\) are chosen to maximize the likelihood function. MLE p133

In the linear regression setting, the least squares approach is in fact a special case of maximum likelihood.

Making Predictions

Multiple Logistic Regression

Logistic Regression for >2 Response Classes

Linear Discriminant Analysis - LDA

Using Bayes’ Theorem for Classification

This is a generative model

Linear Discriminant Analysis for p = 1

Linear Discriminant Analysis for p > 1

confusion matrix p145

sensitivity and specificity

ROC curve

Quadratic Discriminant Analysis - QDA

Since the Bayes decision boundary is linear, it is more accurately approximated by LDA than by QDA p150

A Comparison of Classification Methods