class: center, middle, inverse, title-slide # IDS 702: Module 2.3 ## Logistic regression with one predictor (illustration) ### Dr. Olanrewaju Michael Akande --- ## Predicting nba wins - Let's fit a logistic regression with one predictor to NBA data for four seasons from the 2014/2015 season to the 2017/2018 season. -- - Suppose we want to see how the amount of points a team let's the opponents score, affects their odds of winning. -- - For this simple example, we will focus on data from one team: SAS (San Antonio Spurs). -- - The data is in the file `nba_games_stats_reduced.csv` on Sakai. -- - Ideally, we should use more information (and that data is actually available) to predict wins but let's continue for illustrative purposes. -- - You will get to practice with the full data soon. --- ## Predicting nba wins ```r nba <- read.csv("data/nba_games_stats_reduced.csv",header=T) nba <- nba[nba$Team=="SAS",] colnames(nba)[3] <- "Opp" nba$win <- rep(0,nrow(nba)); nba$win[nba$WINorLOSS=="W"] <- 1 nba$win <- as.factor(nba$win) head(nba); dim(nba) ``` ``` ## Team WINorLOSS Opp win ## 165 SAS W 100 1 ## 166 SAS L 94 0 ## 167 SAS W 92 1 ## 168 SAS L 98 0 ## 169 SAS L 100 0 ## 170 SAS W 85 1 ``` ``` ## [1] 328 4 ``` ```r summary(nba) ``` ``` ## Team WINorLOSS Opp win ## Length:328 Length:328 Min. : 68.00 0: 98 ## Class :character Class :character 1st Qu.: 90.00 1:230 ## Mode :character Mode :character Median : 97.00 ## Mean : 96.97 ## 3rd Qu.:104.00 ## Max. :129.00 ``` --- ## Predicting nba wins Only one predictor so not much to do in terms of EDA. We can look at ```r ggplot(nba,aes(x=win, y=Opp, fill=win)) + geom_boxplot() + coord_flip() + scale_fill_brewer(palette="Blues") + labs(title="Opposition Points against SAS vs Winning",y="Opposition Points",x="Win") + theme_classic() + theme(legend.position="none") ``` <img src="2-3-logistic-one-predictor-illustration_files/figure-html/unnamed-chunk-3-1.png" style="display: block; margin: auto;" /> --- ## Predicting nba wins .block[ .small[ $$ \textrm{win}_i | \textrm{Opp}_i \sim \textrm{Bernoulli}(\pi_i); \ \ \ \textrm{log}\left(\dfrac{\pi_i}{1-\pi_i}\right) = \beta_0 + \beta_1 \textrm{Opp}_i $$ ] ] ```r nbareg <- glm(win~Opp,family=binomial(link=logit),data=nba); summary(nbareg) ``` ``` ## ## Call: ## glm(formula = win ~ Opp, family = binomial(link = logit), data = nba) ## ## Deviance Residuals: ## Min 1Q Median 3Q Max ## -2.2760 -0.7073 0.4454 0.7902 1.9593 ## ## Coefficients: ## Estimate Std. Error z value Pr(>|z|) ## (Intercept) 13.31989 1.66935 7.979 1.47e-15 ## Opp -0.12567 0.01655 -7.594 3.11e-14 ## ## (Dispersion parameter for binomial family taken to be 1) ## ## Null deviance: 400.05 on 327 degrees of freedom ## Residual deviance: 313.42 on 326 degrees of freedom ## AIC: 317.42 ## ## Number of Fisher Scoring iterations: 5 ``` --- ## Predicting nba wins Same output re-presented: ```r stargazer(nbareg,type = "html", header = FALSE,single.row = TRUE) ``` <table style="text-align:center"><tr><td colspan="2" style="border-bottom: 1px solid black"></td></tr><tr><td style="text-align:left"></td><td><em>Dependent variable:</em></td></tr> <tr><td></td><td colspan="1" style="border-bottom: 1px solid black"></td></tr> <tr><td style="text-align:left"></td><td>win</td></tr> <tr><td colspan="2" style="border-bottom: 1px solid black"></td></tr><tr><td style="text-align:left">Opp</td><td>-0.126^*** (0.017)</td></tr> <tr><td style="text-align:left">Constant</td><td>13.320^*** (1.669)</td></tr> <tr><td colspan="2" style="border-bottom: 1px solid black"></td></tr><tr><td style="text-align:left">Observations</td><td>328</td></tr> <tr><td style="text-align:left">Log Likelihood</td><td>-156.709</td></tr> <tr><td style="text-align:left">Akaike Inf. Crit.</td><td>317.417</td></tr> <tr><td colspan="2" style="border-bottom: 1px solid black"></td></tr><tr><td style="text-align:left"><em>Note:</em></td><td style="text-align:right">^*p<0.1; ^**p<0.05; ^***p<0.01</td></tr> </table> .block[For every additional point an opponent scores against SAS in a game, the odds of winning decreases by approximately 12%, since exp(-0.126) = 0.88.] --- ## Predicting nba wins ```r #Let's mean-center the opposition points for interpretation. nba$Opp_cent <- nba$Opp - mean(nba$Opp) nbareg <- glm(win~Opp_cent,family=binomial(link=logit),data=nba) stargazer(nbareg,type = "html", header = FALSE,single.row = TRUE) ``` <table style="text-align:center"><tr><td colspan="2" style="border-bottom: 1px solid black"></td></tr><tr><td style="text-align:left"></td><td><em>Dependent variable:</em></td></tr> <tr><td></td><td colspan="1" style="border-bottom: 1px solid black"></td></tr> <tr><td style="text-align:left"></td><td>win</td></tr> <tr><td colspan="2" style="border-bottom: 1px solid black"></td></tr><tr><td style="text-align:left">Opp_cent</td><td>-0.126^*** (0.017)</td></tr> <tr><td style="text-align:left">Constant</td><td>1.134^*** (0.151)</td></tr> <tr><td colspan="2" style="border-bottom: 1px solid black"></td></tr><tr><td style="text-align:left">Observations</td><td>328</td></tr> <tr><td style="text-align:left">Log Likelihood</td><td>-156.709</td></tr> <tr><td style="text-align:left">Akaike Inf. Crit.</td><td>317.417</td></tr> <tr><td colspan="2" style="border-bottom: 1px solid black"></td></tr><tr><td style="text-align:left"><em>Note:</em></td><td style="text-align:right">^*p<0.1; ^**p<0.05; ^***p<0.01</td></tr> </table> .block[The odds of SAS winning an nba game during this period, when the opposition scores approximately 97 points, is approximately 3.11, that is, exp(1.134).] --- ## Predicting nba wins Confidence intervals for the coefficients. Remember that this is on the log-odds scale. ```r confint.default(nbareg) #Asymptotic ``` ``` ## 2.5 % 97.5 % ## (Intercept) 0.8370288 1.43070311 ## Opp_cent -0.1581094 -0.09323567 ``` ```r confint(nbareg) #Based on the profile-likelihood ``` ``` ## Waiting for profiling to be done... ``` ``` ## 2.5 % 97.5 % ## (Intercept) 0.8462671 1.44156134 ## Opp_cent -0.1599671 -0.09488784 ``` -- <div class="question"> Can you interpret the intervals? </div> --- ## Predicting nba wins Let's transform to the odds scale. ```r exp(confint.default(nbareg)) #Asymptotic ``` ``` ## 2.5 % 97.5 % ## (Intercept) 2.3094947 4.1816383 ## Opp_cent 0.8537564 0.9109788 ``` ```r exp(confint(nbareg)) #Based on the profile-likelihood ``` ``` ## Waiting for profiling to be done... ``` ``` ## 2.5 % 97.5 % ## (Intercept) 2.3309296 4.2272909 ## Opp_cent 0.8521718 0.9094749 ``` -- <div class="question"> Can you interpret the intervals? </div> --- ## Predicting nba wins We can get the predicted probabilities for the observed cases. ```r nba$predprobs <- predict(nbareg,type="response") #use predict(logreg, type="link") for the logit scale nba[1:20,] ``` ``` ## Team WINorLOSS Opp win Opp_cent predprobs ## 165 SAS W 100 1 3.033537 0.6797523 ## 166 SAS L 94 0 -2.966463 0.8185670 ## 167 SAS W 92 1 -4.966463 0.8529607 ## 168 SAS L 98 0 1.033537 0.7318401 ## 169 SAS L 100 0 3.033537 0.6797523 ## 170 SAS W 85 1 -11.966463 0.9332502 ## 171 SAS W 100 1 3.033537 0.6797523 ## 172 SAS W 80 1 -16.966463 0.9632468 ## 173 SAS L 94 0 -2.966463 0.8185670 ## 174 SAS W 75 1 -21.966463 0.9800514 ## 175 SAS W 90 1 -6.966463 0.8817762 ## 176 SAS W 92 1 -4.966463 0.8529607 ## 177 SAS W 87 1 -9.966463 0.9157825 ## 178 SAS W 100 1 3.033537 0.6797523 ## 179 SAS W 104 1 7.033537 0.5621626 ## 180 SAS W 89 1 -7.966463 0.8942617 ## 181 SAS W 103 1 6.033537 0.5928153 ## 182 SAS L 95 0 -1.966463 0.7991510 ## 183 SAS W 101 1 4.033537 0.6518001 ## 184 SAS W 101 1 4.033537 0.6518001 ``` --- ## Predicting nba wins Useful to examine a plot of predicted probabilities by `\(x\)`, that is, opposition points. ```r ggplot(nba,aes(x=Opp, y=predprobs)) + geom_point(alpha = .5,colour="blue2") + geom_smooth(col="red3") + theme_classic() + labs(title="Predicted Prob. of Winning vs Opposition Points",x="Opposition Points",y="Pred. Probability of Winning") ``` <img src="2-3-logistic-one-predictor-illustration_files/figure-html/unnamed-chunk-10-1.png" style="display: block; margin: auto;" /> --- class: center, middle # What's next? ### Move on to the readings for the next module!