class="bi x0 y0 w1 h1"
class="bi x1 y1 w2 h2"
class="bi x1 y1 w2 h3"
class="bi x1 y1 w3 h4"
class="bi x1 y1 w3 h3"
class="bi x1 y1 w4 h5"
class="bi x1 y1 w5 h2"
class="bi x1 y1 w6 h3"
a
a + c
b
b + d
a/(a + c)
b/(b + d)
a
c
b
d
a/c
b/d
Y
X
i
E(Y/X
i
)
E(Y/X
i
) X
i
E(Y/X
+β
1
X
1 + e
β
0
+β
1
X
β
0
β
1
π(x) = E(Y/X) =
e
β
0
+β
1
X
1 + e
β
0
+β
1
X
π(x).(1 + e
β
0
+β
g(x) = β
0
+ β
1
x x x ∈ (−∞, +∞)
0 ≤ π(x) ≤ 1
y = π(x)+ε
ε
ε
y = 1 ε = 1 − π(x) π(x)
y = 0 ε = −π(x) 1 − π(x)
ε E (ε) = 0 V ar (ε) = V ar (Y ) =
π (x) . [1 − π (x)]
X
1
, X
2
, , X
k
= a
1
X
1
+ a
2
X
2
+ · · · + a
k
2
+ + a
k
X
k
+ b
= exp(a
1
X
1
+ a
2
X
2
+ · · · + a
k
X
k
+ b)
= exp(b). exp(a
1
X
1
). exp(a
2
X
2
) . . . exp(a
k
X
[1 − π(x
i
)]
1−y
i
(x
i
, y
i
), i = 1, 2, . . . , n
l(β) =
n
i=1
ξ(x
i
) =
n
i=1
π(x
i
)
y
i
[1 − π(x
i
)]
1−y
i
− π(x
i
)] = 0
n
i=1
x
i
[y
i
− π(x
i
)] = 0
(1.3.5)
β = (β
0
, β
1
)
ˆ
β
β
D = −2 ln
ˆπ
= −2
n
i=1
y
i
ln
ˆπ
i
y
i
+ (1 − y
i
) ln
1 − ˆπ
i
1 − y
i
i
)
n
1
=
n
i=1
y
i
, n
0
=
n
i=1
(1 − y
i
) β
0
=
n
1
n
0
G = −2 ln
G = 2
n
i=1
y
i
ln(ˆπ
i
) + (1 − y
i
) ln(1 − ˆπ
i
)
−
n
1
ln(n
1
) + n
0
ln(n
0
) − n ln(n)
SE(
ˆ
β
1
)
ˆ
β
1
β
1
SE(
ˆ
β
1
) β
1
β
1
= 0
β
1
= 0 β
1
= 0
α = P [|Z| > W ]
α α
0
α ≤ α
0
α
p
β
i
, i = 1, p β
0
π(x) =
e
g(x)
1 + e
g(x)
k − 1 D
1
, D
2
, . . . , D
(
k − 1)
D
1
=
D
2
=
. . . . . . . . .
D
k−1
=
k − 1
k − 1
D
+ · · · + β
p
x
p
(1.4.7)
β = (β
0
, β
1
, . . . , β
p
)
(x
i
, y
i
), x
i
=
(x
i1
, . . . , x
in
), i = 1, p
l(β) =
n
i=1
π(x
i
n
i=1
[y
i
− π(x
i
)] = 0
ˆ
β
0
,
ˆ
β
1
, . . . ,
ˆ
β
p
)
β
0
, β
1
, . . . , β
p
∂
2
L(β)
∂β
2
j
= −
n
i=1
x
2
∂
2
L(β)
∂β
2
1
= −
n
i=1
x
2
i1
π
i
(1 − π
i
i=1
x
i1
x
i2
π
i
(1 − π
i
) . . .
∂
2
L(β)
∂β
2
∂β
p
= −
n
i=1
x
i2
x
ip
π
i
(1 − π
i
i=1
x
2
ip
π
i
(1 − π
i
)
(β) = I
−1
(β)
) . . . σ(β
1
, β
p
)
. . . . . . . . . . . .
σ(β
1
, β
p
) σ(β
2
, β
p
) . . . σ
2
(β
p
)
σ
2
(β
β) =
σ
2
(
ˆ
β
1
) σ(
ˆ
β
1
,
ˆ
β
2
) . . . σ(
ˆ
β
1
,
ˆ
β
,
ˆ
β
p
) σ(
ˆ
β
2
,
ˆ
β
p
) . . . σ
2
(
ˆ
β
p
)
ˆ
SE(
ˆ
e
β
0
1 + e
β
0
l
K
(β) =
n
i=1
π(x
i
)
y
i
[1 − π(x
i
)]
1−y
i
ˆ
l
H
,
ˆ
l
K
G = −2 ln
β
ˆ
(
ˆ
β)
−1
ˆ
β =
ˆ
β
(X
V X)
ˆ
β
X =
1 x
n
)]
χ
2
χ
2
p+1
α = P [Z > W ]
α α
0
α ≤ α
0
α
0
α > α
0
100(1 − α
0
)%
g(x) = ln
π(x)
[1 − π(x)]
= β
0
+ β
1
x
1
1 + e
β
0
X = 1
π(1)
1 − π(1)
X = 0
π(0)
1 − π(0)
g(1) = ln
π(1)
1 − π(1)
= β
0
+ β
1
g (0) = ln
π (0)
1 − π (0)
= β
0
ψ
X = 1 X = 0
ψ =
π(1)/[1 − π(1)]