「Regression model」の版間の差分
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!colspan="2" rowspan="2" style="width:150px"| | !colspan="2" rowspan="2" style="width:150px"| | ||
− | !colspan=" | + | !colspan="3"|Independent variable (exposure) |
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!style="width:300px"|Univariable (single variable) | !style="width:300px"|Univariable (single variable) | ||
!style="width:300px"|Multivariable (multiple variables) | !style="width:300px"|Multivariable (multiple variables) | ||
+ | !How to derive coefficients <math>b_i</math> | ||
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!rowspan="6"|Dependent<br>variable<br>(outcome) | !rowspan="6"|Dependent<br>variable<br>(outcome) | ||
!Continuous | !Continuous | ||
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− | *''' | + | *'''Single linear regression''' |
::<math>Y = a + bX</math> | ::<math>Y = a + bX</math> | ||
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*'''Multivariable† linear regression''' | *'''Multivariable† linear regression''' | ||
::<math>Y = a + b_1X_1 + b_2X_2 + b_3X_3 + \cdots</math> | ::<math>Y = a + b_1X_1 + b_2X_2 + b_3X_3 + \cdots</math> | ||
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+ | Least squares method | ||
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!Binary | !Binary | ||
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− | *''' | + | *'''Single binary logistic regression''' |
::<math>\log Y = a + bX</math><br>where <math>Y</math> is '''odds''' of outcome <math>\frac{p}{1-p}</math> | ::<math>\log Y = a + bX</math><br>where <math>Y</math> is '''odds''' of outcome <math>\frac{p}{1-p}</math> | ||
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*'''Multivariable† binary logistic regression''' | *'''Multivariable† binary logistic regression''' | ||
::<math>\log Y = a + b_1X_1 + b_2X_2 + b_3X_3 + \cdots</math><br>where <math>Y</math> is '''odds''' of outcome <math>\frac{p}{1-p}</math> | ::<math>\log Y = a + b_1X_1 + b_2X_2 + b_3X_3 + \cdots</math><br>where <math>Y</math> is '''odds''' of outcome <math>\frac{p}{1-p}</math> | ||
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+ | Maximum likelihood estimation method | ||
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!Multinominal<br>≥ 3 | !Multinominal<br>≥ 3 | ||
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− | *''' | + | *'''Single multinominal logistic regression''' |
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*'''Multivariable† multinominal logistic regression''' | *'''Multivariable† multinominal logistic regression''' | ||
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!Ordinal | !Ordinal | ||
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− | *''' | + | *'''Single ordinal logistic regression''' |
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*'''Multivariable† ordinal logistic regression''' | *'''Multivariable† ordinal logistic regression''' | ||
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!Rate ratio | !Rate ratio | ||
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*'''Multivariable Poisson regression''' | *'''Multivariable Poisson regression''' | ||
::<math>\log Y = a + b_1X_1 + b_2X_2 + b_3X_3 + \cdots</math><br>where <math>Y</math> is '''rate ratio''' <math>\frac{events_1/person \cdot time}{events_2/person \cdot time}</math> | ::<math>\log Y = a + b_1X_1 + b_2X_2 + b_3X_3 + \cdots</math><br>where <math>Y</math> is '''rate ratio''' <math>\frac{events_1/person \cdot time}{events_2/person \cdot time}</math> | ||
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!Survival time | !Survival time | ||
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*'''Multivariable proportional hazard regression'''<br>= '''Cox hazard regression''' | *'''Multivariable proportional hazard regression'''<br>= '''Cox hazard regression''' | ||
::<math>\log h(T) = \log h_0(T) + b_1X_1 + b_2X_2 + b_3X_3 + \cdots</math><br>where <math>h(T)</math> is the hazard at time <math>T</math><br>and <math>h_0(T)</math> is the baseline hazard at time <math>T</math> | ::<math>\log h(T) = \log h_0(T) + b_1X_1 + b_2X_2 + b_3X_3 + \cdots</math><br>where <math>h(T)</math> is the hazard at time <math>T</math><br>and <math>h_0(T)</math> is the baseline hazard at time <math>T</math> | ||
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2023年2月4日 (土) 16:50時点における版
Classification of Regression models
Independent variable (exposure) | ||||
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Univariable (single variable) | Multivariable (multiple variables) | How to derive coefficients [math]\displaystyle{ b_i }[/math] | ||
Dependent variable (outcome) |
Continuous |
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Least squares method |
Binary |
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Maximum likelihood estimation method | |
Multinominal ≥ 3 |
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Ordinal |
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Rate ratio |
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Survival time |
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†'Multivariable' can be rephrased as 'Multiple'; Multivariable is NOT equal to 'Multivariate'!!
Penalized multivariable logistic regression model
- Penalized Logistic Regression Essentials in R: Ridge, Lasso and Elastic Net
- 罰則付き・正則化回帰モデルについて(About penalized/regularized regression model)