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eZ
1 eZ
eZ
f (t )
1 e
Z 2
eZ
F (Z )
1 eZ
Logistic Function(Sigmoidal function)
1 ez
P (Y 1) ( z )
1 ez 1 e z
z 0 1 x1 2 x2 ... n xn
e ( 0 1 X i ) i
i e( 0 1 X i )
1 e ( 0 1 X i ) 1 i
ln i 0 1 X i
1 i
Function with linear properties (Link Function)
• The logit function is the logarithmic transformation of the logistic function. It is defined as
the natural logarithm of odds.
Logit ( ) ln( ) 0 1 x
1
ln( 1 exp(
i 1
0 1 xi ))
Estimation of LR parameters
ln( L( 0, 1 )) n n x exp( x )
xi yi i 0 1 i 0
1 i 1 i 11 exp( 0 1xi )
The above system of equations are solved iteratively to estimate 0 and 1