English

The sign of the logistic regression coefficient

Statistics Theory 2014-02-05 v1 Statistics Theory

Abstract

Let Y be a binary random variable and X a scalar. Let β^\hat\beta be the maximum likelihood estimate of the slope in a logistic regression of Y on X with intercept. Further let xˉ0\bar x_0 and xˉ1\bar x_1 be the average of sample x values for cases with y=0 and y=1, respectively. Then under a condition that rules out separable predictors, we show that sign(β^\hat\beta) = sign(xˉ1xˉ0\bar x_1-\bar x_0). More generally, if xix_i are vector valued then we show that β^=0\hat\beta=0 if and only if xˉ1=xˉ0\bar x_1=\bar x_0. This holds for logistic regression and also for more general binary regressions with inverse link functions satisfying a log-concavity condition. Finally, when xˉ1xˉ0\bar x_1\ne \bar x_0 then the angle between β^\hat\beta and xˉ1xˉ0\bar x_1-\bar x_0 is less than ninety degrees in binary regressions satisfying the log-concavity condition and the separation condition, when the design matrix has full rank.

Cite

@article{arxiv.1402.0845,
  title  = {The sign of the logistic regression coefficient},
  author = {Art B. Owen and Paul A. Roediger},
  journal= {arXiv preprint arXiv:1402.0845},
  year   = {2014}
}

Comments

9 pages, 0 figures

R2 v1 2026-06-22T03:01:21.303Z