Machine Learning

Logistic Regression in VBA

July 6, 2015

In our previous post we showed a simplistic implementation of a logistic regression model in excel. In practice we need to be able to estimate a multivariate version of the model and also asses the quality of the model calibration. All the requirements make a spreadsheet implementation impractical and we need to rely on VBA. … More Logistic Regression in VBA

Logistic Regression in Excel

July 5, 2015

A logit model is a type of a binary choice model. We use a logistic equation to assign a probability to an event. We define a logistic cumulative density function as: which is equivalent to Another property of the logistic function is that: The first derivative of the logistic function, which we will need when … More Logistic Regression in Excel