"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…"
Gifts Received
Charles Thibault has not received any gifts yet
Charles Thibault's Page
Latest Activity
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
"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."
Profile Information
- Job Title:
- VP Analytics
- Job Function:
- Business Analytics
- Interests:
- Other
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 0 Likes
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…
Comment Wall
- No comments yet!
Resources
Videos
© 2020 TechTarget, Inc.
Powered by
Badges | Report an Issue | Privacy Policy | Terms of Service
