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matlabstatisticsregression
Dezzie
Dezzie

Reputation: 984

Implementing Logistic Regression in MATLAB

I have a data set of 13 attributes where some are categorical and some are continuous (can be converted to categorical). I need to use logistic regression to create a model that predicts the responses of a row and find the prediction's accuracy, sensitivity, and specificity.

Thanks!

Upvotes: 2

Views: 6827

Answers (1)

Dezzie
Dezzie

Reputation: 984

If you want to determine how well the model can predict unseen data you can use cross validation. In Matlab, you can use glmfit to fit the logistic regression model and glmval to test it.

Here is a sample of Matlab code that illustrates how to do it, where X is the feature matrix and Labels is the class label for each case, num_shuffles is the number of repetitions of the cross-validation while num_folds is the number of folds:

for j = 1:num_shuffles
    indices = crossvalind('Kfold',Labels,num_folds);
    for i = 1:num_folds
        test = (indices == i); train = ~test;
        [b,dev,stats] = glmfit(X(train,:),Labels(train),'binomial','logit'); % Logistic regression
        Fit(j,i) = glmval(b,X(test,:),'logit')';
    end
end

Fit is then the fitted logistic regression estimate for each test fold. Thresholding this will yield an estimate of the predicted class for each test case. Performance measures are then calculated by comparing the predicted class label against the actual class label. Averaging the performance measures across all folds and repetitions gives an estimate of the model performance on unseen data.

  • originally answered by BGreene on @Stats.SE.

Upvotes: 3

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