A logistic regression fitted to ungrouped Bernoulli observations has residual deviance . Comparing it automatically with is generally invalid: the saturated dimension grows with , with one observation per fitted probability. If the true model has only an intercept and success probability , then , whereas . Fixed-dimensional nested-model likelihood-ratio tests can still use Wilks theorem under regularity. For absolute fit, use meaningful grouping, residual diagnostics, or a fitted-model parametric bootstrap.
Null deviance 2026-10-14
The null deviance is the unscaled deviance of the intercept-only mean model relative to the saturated model at a common dispersion parameter , retaining any known generalized linear model offset. It supplies a baseline against which predictor terms improve the fit. Its difference from a fitted model's residual deviance, divided by , is the statistic for a likelihood-ratio test of those added terms, with nuisance parameters handled consistently in both fits. In Poisson and binomial families, .
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 36 2 ii Solution Created 2026-10-03 Updated 2026-10-14
The family-history table contains men, of whom have the response present, giving an overall observed fraction . The unadjusted fractions are with a positive family history and without one. Their crude odds ratio is ; this is not the covariate-adjusted effect from the fitted logistic regression.
The full model has an intercept and nine slopes, hence residual degrees of freedom. The binomial distribution dispersion is fixed at one. Although the software labels coefficient-to-standard-error ratios as t values, here they are asymptotic normal Wald statistics, not statistics with an estimated Gaussian residual variance and an exact Student reference. The full conditional coefficients provide evidence for tobacco, cholesterol, family history, behaviour score and age: their absolute Wald ratios are approximately . The other four ratios are smaller in magnitude, especially alcohol at about . These are conditional associations; a weak adjusted coefficient does not by itself establish absence of an underlying association, and multicollinearity can affect the estimates.
The null deviance is on degrees of freedom and the full residual deviance is on . Their difference has a nominal nine-degree-of-freedom likelihood-ratio test reference for the nine slopes jointly. The absolute residual deviance should not automatically be compared with for the reasons in part (i).
The shown stepwise selection by the Akaike information criterion follows a backward path. For individual binary observations the saturated log-likelihood is zero, sowhere includes the intercept. Removing a one-parameter term improves AIC exactly when the increased deviance is less than two. The successive deletions are alcohol, adiposity, blood pressure and obesity. The corresponding values areAt the final step, every remaining single-term deletion increases AIC. This is a local stopping condition of the search, not a proof that it found the best subset among all possible models. Obesity is retained for several steps because its successive deletion costs differ after the other terms are removed; the procedure does not simply sort the initial Wald ratios.
For the selected fit, write for positive family history and otherwise. The fitted linear predictor isHolding the other predictors fixed, a unit increase multiplies the odds by . In the same variable order, the unit odds ratios areA ten-year age difference multiplies the fitted odds by , and ten behaviour-score points by . Family history has adjusted odds ratio about , with ordinary fitted-model confidence interval . The intercept is the log odds at zero numerical covariates and absent family history; that extrapolated baseline is not a typical man's risk. Odds ratios are not risk ratios.
The selected model's residual degrees of freedom are , consistent with its six coefficients. All five retained slopes have nominal normal-Wald values below in that model, but these tests and confidence intervals do not incorporate the prior model selection. Its improvement over the intercept-only fit is on five nominal degrees of freedom; it loses only deviance units relative to the nine-slope fit while using four fewer parameters. Selection optimism remains relevant to predictive performance. Check possible nonlinear continuous-predictor effects, influential observations and clinically motivated interactions; assess out-of-sample discrimination and agreement of predicted probabilities with observed frequencies by cross-validation or external data. The printed output alone does not supply those diagnostics, and the selected high-risk male population limits extrapolation to other populations. Nothing here establishes causal effects of these observational predictors.
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 36 2 i Solution Created 2026-10-03 Updated 2026-10-14
For logistic regression, set and . Its Bernoulli log-likelihood, score function and Fisher information arewhere . Solve by Fisher scoring or iteratively reweighted least squares. One scoring step isEquivalently regress the working response on using weights . Iterate until the likelihood and coefficients stabilize, with rank and convergence checks. Separation in logistic regression can prevent a finite maximum: if a predictor direction strictly separates the zeros and ones, moving indefinitely along it improves the likelihood rather than producing a finite root.
Under the unrestricted model, each individual probability is estimated independently as . Every observed binary outcome then has probability one, so, using boundary limits,The resulting residual deviance is . It is a legitimate likelihood contrast and can be used to compare fitted models. However, individual Bernoulli deviance need not have a chi-squared calibration: the saturated model has one boundary-valued parameter for each single observation, and its dimension grows with . The fixed-dimensional regularity behind Wilks theorem does not justify a reference here.
For a concrete demonstration, let the true model contain only an intercept and have success probability . Its fitted probability is , andwhereas a variable divided by converges to one. Thus treating the raw Bernoulli residual deviance as an ordinary absolute goodness-of-fit statistic can reject a correct model systematically. In contrast, deviance differences between fixed-dimensional nested logistic models have their usual asymptotic chi-squared reference under the relevant regularity assumptions. For absolute fit use meaningful replicated covariate groups and grouped-binomial logistic regression, or assess residual patterns and prediction on held-out data; a model-specific parametric bootstrap can calibrate a chosen statistic.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 38 2 Solution Created 2026-10-03 Updated 2026-10-14
The prose names a second year that differs from the table label. The calculations use the four supplied counts, interpreting the first and second rows as the two displayed periods; no numerical conclusion depends on resolving that label discrepancy.
The first generalized linear model treats the four counts as independent Poisson random variables, with a log link and both row and column regression factors. The row-by-column interaction makes the log-linear model saturated. With , writeIts four maximum-likelihood fitted values equal the observed counts. Thus , , , andThe interaction is the log odds ratio measuring association of row and column. Under independent Poisson sampling, the delta-method variances are for the intercept, for the row contrast, for the column contrast, and for the interaction. Their square roots reproduce the printed standard errors. Although the software labels the standardized ratios as t values, these are asymptotic normal Wald statistics, with known Poisson dispersion one, not exact finite-df Student tests.
The statistical saturated model has zero residual deviance and zero residual degrees of freedom; this is a perfect interpolation, not evidence of predictive adequacy. The null deviance compares the four observed counts with an intercept-only model, whose four fitted means are . Fisher scoring is the numerical score/information iteration used to fit the model; the iteration count is a convergence report, not a test statistic.
Dropping the interaction gives the independence log-linear model for a two-way contingency table, . Its Poisson regression margin-matching score equations match the row and column totals, soHere and denote the observed row and column totals. In particular the fitted row multiplier is , the column multiplier is , and the intercept is . These produce the second coefficient table. Their standard errors follow from the inverse Fisher information matrix; for the row and column contrasts their squared values are and , while the intercept variance is .
The Poisson deviance relative to the saturated fit isThe linear terms cancel because fitted and observed totals agree. The additive model has three coefficients, leaving one degree of freedom. Wilks theorem calibrates this likelihood-ratio test approximately by , giving . The interaction Wald test instead gives ; the two are only asymptotically equivalent.
Fisher's exact test conditions on both margins under independence. If is the upper-left count, thenIts usual two-sided p-value sums the probabilities of all tables no more probable than the observed . That sum is , reproducing the output without an asymptotic approximation. It tests the same absence of row-column association, but conditioning and discreteness explain the numerical difference from the likelihood-ratio test.
In ordinary language, the male proportion among the cases is in the first row and in the second. The estimated case-sex odds ratio is , but its approximate 95-percent confidence interval is wide, . These small samples do not give convincing evidence that the sex composition of cases changed between the two periods. Failure to reject is not evidence that the compositions are exactly equal. Nor do these counts establish a male-to-female disease-incidence ratio or an incidence trend: population denominators and comparable ascertainment would be needed for those interpretations.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 38 3 b Solution Created 2026-10-03 Updated 2026-10-14
The first fit is a Bernoulli logistic-regression model for the probability of a positive response. Its fitted linear predictor isand its fitted probability is . There are eight coefficients. The null degrees of freedom identify , and the residual degrees of freedom are .
Each slope is a change in the log odds per unit of its covariate, holding the others fixed. Exponentiating gives conditional odds ratios; for example a ten-unit glucose increase multiplies fitted odds by , and a ten-year age increase by . These are changes in odds, not multiplicative changes in probability, and the observational associations are not automatically causal effects. The intercept corresponds to all numerical covariates being zero, generally an extrapolation beyond meaningful subjects.
The standard errors come from the inverse Fisher information matrix of the logistic regression. With binomial dispersion parameter fixed at one, the displayed t ratios are asymptotic normal Wald statistics. In the full fit, glucose and the pedigree measure have clear individual evidence of nonzero slopes, with two-sided and . The body-mass and age terms are borderline, with and ; pregnancy count is weaker, . Blood pressure and skinfold have little individual evidence after adjustment. These labels should not be converted into a claim that the weaker predictors have no effect, or used as automatic model-selection rules.
A deviance residual here isIts square is the observation's contribution to binomial deviance, so the squared residuals sum to the printed residual deviance. The five-number summaries describe the distribution of these signed residuals. The null deviance belongs to an intercept-only logistic regression; the full fitted deviance is . Four Fisher scoring iterations record convergence of the numerical likelihood fit.
The second model uses only glucose:Its two coefficients leave residual degrees of freedom. A ten-unit glucose increase multiplies its fitted odds by . This differs from the adjusted multiplier , because the models condition on different covariates; both adjustment and noncollapsibility of the odds ratio can change logistic coefficients. The glucose-only model has deviance , so its maximized log-likelihood is lower than the full model's.
For these fixed-dimensional nested models, analysis of deviance and Wilks theorem giveThus the additional six predictors collectively improve the glucose-only model, even though several individual Wald tests are not significant. These comparisons assume independent subjects, an appropriate logistic mean structure, full rank, and regular finite parameter estimates without separation.
It would be incorrect to infer that absolute fit is good merely because . Individual Bernoulli deviance need not have a chi-squared calibration: there is just one binary observation per saturated probability, and the saturated dimension increases with sample size. A simple counterexample is an intercept-only model with true probability , for which , not one. For absolute adequacy, inspect residual patterns and predicted-risk calibration, use meaningful grouped comparisons when appropriate, or calibrate a chosen fit statistic by parametric bootstrap. The regular nested-model tests above are not subject to that saturated-model dimensionality problem. Only the displayed summaries and a few example rows are supplied, so patient-level diagnostics or complete numerical refitting cannot be reconstructed from this page alone.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 37 3 c Solution Created 2026-10-03 Updated 2026-10-14
For separate binary observations, the saturated model fits each outcome exactly and has maximized log-likelihood zero. With , the residual deviance is thereforeUse the identity in part (b) to replace by in its first term:Thus the deviance is twice the sum of the fitted binary information entropies. A deviance goodness-of-fit test against is unreliable for individual ungrouped binary observations: there is only one trial per saturated-model parameter, so the usual large-cell-count approximation fails. Deviance differences between fixed-dimensional nested logistic regression models can still support a likelihood-ratio test, subject to its usual regularity assumptions.
The three tree models are respectively , , and , with independent Bernoulli random variables conditional on the covariates. Testing the additional severity effect givesUnder , its reference distribution is asymptotically . The -value is approximately , giving overwhelming evidence that severity improves the fitted model. Holding severity fixed, doubling increases by one and multiplies the odds byThis is an odds ratio, not a multiplication of the event probability itself.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 37 3 b Solution Created 2026-10-03 Updated 2026-10-07
There are 23 independent vial responses. The intercept-only fit has 22 residual statistical degrees of freedom and deviance 33.631. Adding two day indicators removes two statistical degrees of freedom and reduces the residual deviance by . Adding the two species indicators then reduces it by . Thus the six replacements, in their printed order, are .
The residual deviance statistical degrees of freedom are , , and . These sequential analysis-of-deviance rows compare nested generalized linear models in the displayed order. In an unbalanced design, the first day row does not test day after controlling for species.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 37 3 c Solution Created 2026-10-03 Updated 2026-10-07
Compare the species-only model against the additive day-and-species model. The null hypothesis is , with the alternative that at least one is nonzero. The likelihood-ratio statistic is the reduction in residual deviance,Under the null hypothesis, regular binomial likelihood asymptotics give , because the larger model has two additional parameters. For this chi-squared distribution the upper-tail probability is . There is no evidence of a day effect after controlling for species, and the species-only model is a reasonable simpler choice. The sequential day-only statistic 0.273 from the preceding table answers a different question and must not replace this comparison.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 30 3 d Solution Created 2026-10-03 Updated 2026-10-07
The Quasi-Poisson regression retains the same conditional mean but permitsThis is a mean–variance function specification through quasi-likelihood; it does not assign a full probability distribution to each count. For independent observations, the quasi-score equation is proportional to , so the mean statistical parameter estimates equal those from Poisson regression. The output estimates through the Pearson dispersion estimator, and inflates the standard errors by approximately .
The large residual deviance relative to 728 residual statistical degrees of freedom also signals substantial overdispersion. Daily weather, traffic and other omitted conditions may produce greater count variation than a homogeneous Poisson distribution allows. The Quasi-Poisson regression accounts for that extra marginal variance. It still requires a correct conditional mean and an appropriate independence assumption; a common dispersion parameter alone does not repair serial correlation.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 33 4 c Solution 2026-10-06
The residual deviance is on residual degrees of freedom. Under a suitable Poisson deviance goodness-of-fit test approximation it is compared with , whose supplied 95th percentile is . Since is much larger, the chosen Poisson model does not provide a satisfactory absolute fit, despite being preferred among the three candidates.
The ratio suggests substantial overdispersion or mean-model misspecification. It is a deviance ratio, not the exact Pearson dispersion estimator, which cannot be computed from the excerpt. Check residual patterns, nonlinear effects, unusual rivers and dependence. A Quasi-Poisson regression could adjust uncertainty under an estimated dispersion, and a negative binomial regression could model extra count variation; a more adequate mean model may also be needed. The nominal Poisson tests in part (a) should be interpreted in light of this failure, rather than treated as a validated final analysis.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 33 5 b ii Solution Created 2026-10-03 Updated 2026-10-06
The first model's residual deviance is on residual degrees of freedom, a ratio of about . This is far above the scale expected from a well-fitting dispersion-one grouped binomial regression. It suggests an inadequate mean function, overdispersion, or both. The linear age and exposure restrictions may miss nonlinear associations; the generalized additive model allows those shapes to be estimated through penalized cubic regression splines rather than assumed.
The very small exposure Wald p-value in the first fit suggests an association, but does not establish that a linear logit effect is adequate. Nor does the nonsignificant linear age term exclude every possible nonlinear age effect. Allowing estimated scale also addresses the excessive residual variation, which can arise from clustered data because several births belong to the same woman. The second model's estimated scale confirms that permitting smooth means has not removed all extra variation. The reason to proceed is poor initial fit and possible nonlinear effects, with dispersion-aware inference, not merely the wish to obtain more significant tests. These observational fits alone do not establish causation by the disaster.