NMath User's Guide

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Chapter 43. Logistic Regression (.NET, C#, CSharp, VB, Visual Basic, F#)

Class LogisticRegression performs a binomial logistic regression.

Logistic regression is used to model the relationship between a binary response variable and one or more predictor variables, which may be either discrete or continuous. Binary outcome data is common in medical applications. For example, the binary response variable might indicate whether or not a patient is alive five years after treatment for cancer or whether the patient has an adverse reaction to a new drug. As in multiple linear regression (Chapter 42), we are interested in finding an appropriate combination of predictor variables to help explain the binary outcome.

This chapter describes how to use the LogisticRegression class, and related supporting classes.