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Charles Thibault
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VP Analytics
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Charles Thibault's Blog

Why you should NEVER run a Logistic Regression (unless you have to)

Posted on October 14, 2020 at 7:00am 2 Comments

Hello fellow Data Science-Centralists!

I wrote a post on my LinkedIn about why you should NEVER run a Logistic Regression. (Unless you really have to).

The main thrust is:

  • There is no theoretical reason why a least squares estimator can't work on a 0/1.
  • There are very very narrow theoretical reasons that you want to run a logistic, and unless you fall into those categories it's not worth the time.
  • The run time of a logistic can be up to…
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