Key to the final homework

1) Logit regression for syncopal signs on age gives the following results:

L = 2.921 - 0.106 (Age)

The intercept and coefficient on age are statistically insignificant at the a = 0.05 level. However, to conclude that age has no effect on syncopal signs is premature due to the fact that such a conclusion would be based on only 8 observations. More data needs to be collected.

The R squared given by JMP in logit regression is : -log likelihood Model / - log likelihood C total. It is still a measure of goodness of fit where R squared = 1 is perfect, and R squared = 0 is no fit at all.

The value of 0.2032 is not particularly high but given what we are trying to measure, it is not bad.

For full marks, needed some kind of interpretation of the intercept and/or the coefficient on age.

2) At first glance, the graph seems to suggest that as age increases, the probability of showing syncopal signs declines. However, JMP codes the probability of failure ie. The probability of showing no signs, hence the opposite is true.

The logistic regression model predicts probabilities as an S shaped function of X values and thereby do not exceed the {0, 1} boundaries.

3) In terms of log odds, b1=0.04 means that an increase of $1000 in land value, with all other things remaining constant, will increase the log odds of responding "yes" to the groundwater protection plan by 0.04; b2=-0.03 means that an increase of 1 year in age, with all other things remaining constant, will decrease the log odds of responding "yes" by 0.03.

In terms of odds, b1=0.04 represents that, with a $1000 increase in land value, the odds of saying "yes" are multiplied by exp{0.04}, which is 1.0408; b2=-0.03 says that, with an increase in 1 year, the odds of saying "yes" are multiplied by exp{-0.03}, which is 0.9704.

4) By plugging into the regression equation with the means of all the variables except for INCOME, we get the following equation:

L( i )=-2.3032 + 0.00002 X(i3)

By choosing different values of X3, we get different corresponding L; then transform the log likelihoods L into probabilities with :

P = 1/(1+exp{-L})

Then graph the probabilities against incomes. Form the graph you could see that the willingness to pay increases as income increases.

5)In a similar way, you could get the graphs easily. You should write down the functions used in getting the loglikelihoods, and point out in the interpretations of the graph that :

1. The willingness to pay decreases as the bid increases regardless of income levels.

2. At all bid sizes, the probability of saying "yes" to the plan is greater for people at $80,000 income level than those at $50,000 income level.