• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Need Tutorial On Logistic Regression

Joined
1/27/10
Messages
1,035
Points
173
Hey, folks. I need someone to give me a quick tutorial on interpreting the results of logistic regressions.

I'm an ex-Wall Street guy with an MS in Stat/OR, but even though I've run hundreds of thousands of regressions, my experience is limited to OLS.
We never got to it in logistic regression in my classes at NYU (they has an MS in stat program before they set up their MSCF program). We spent most of our time there examining
1606917992325.png

I'm a professor at Baruch now, and I need to expand my toolset.

I've run LOGIT models just to see the output, but I never encountered one in the wild. Would someone be willing to FaceTime or Zoom with me to review the Wald est, the various goodness-of-fit tests, deviance, ROC, and the pseudo-R2s that are generated? I'd be very grateful. PM me if you are willing to help.
 
Back
Top