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logistic regression: differential importance of regressors

2 messages · Greg Trafton, Frank E Harrell Jr

Greg Trafton
# 
Hi, All.  I have a logistic regression model that I have run.  The
question came up:  which of these regressors is more important than
another?

(I'm using Design)

Logistic Regression Model

lrm(formula = iconicgesture ~ ST + SSP + magnitude + Condition + 
    Expertise, data = d)

          Coef    S.E.   Wald Z P     
Intercept -3.2688 0.2854 -11.45 0.0000
ST         2.0871 0.2730   7.64 0.0000
SSP        0.7454 0.3031   2.46 0.0139
magnitude -0.9905 0.6284  -1.58 0.1150
Condition  0.9506 0.2932   3.24 0.0012
Expertise  0.8508 0.2654   3.21 0.0013

The real question is that, since both ST and SSP load significantly
into the model, how do I show that ST has a bigger/smaller/similar
effect than SSP?

thanks in advance!
greg
Frank E Harrell Jr
#
Greg Trafton wrote:
One thing you can do is to compute what proportion of the total 
likelihood ratio chi-square statistic is due to each variable by 
removing one at a time and looking at difference in Model L.R. (assuming 
both have same observations missing).  Note that you are making heavy 
linearity assumptions.

You can also use the bootstrap to get a confidence interval on the rank 
of the chi-square statistic a variable has among all competing chi-squares.

Frank