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JON DICKENS commented on Charles Thibault's blog post Why you should NEVER run a Logistic Regression (unless you have to)
"I think that you should the best most appropriate method for the given problem and data quality When the target variable of your classification / predictive model is binary then I would use Logistic Regression When the target variable of your…"
Friday
Charles Thibault's blog post was featured

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

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 100x longer than an OLS model. If you are doing v-fold…See More
Thursday
Vincent Granville commented on Charles Thibault's blog post Why you should NEVER run a Logistic Regression (unless you have to)
"I agree. When faced with a logistic regression, I just apply the logit transform to the response (the dependent variable) and run a standard linear regression on the transformed response. The results are essentially the same, and it is much faster."
Thursday

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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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