Binomial regression

In statistics, binomial regression is a regression analysis technique in which the response (often referred to as Y) has a binomial distribution: it is the number of successes in a series of n independent Bernoulli trials, where each trial has probability of success p. In binomial regression, the probability of a success is related to explanatory variables: the corresponding concept in ordinary regression is to relate the mean value of the unobserved response to explanatory variables. Binomial regression is closely related to binary regression: a binary regression can be considered a binomial regression with , or a regression on ungrouped binary data, while a binomial regression can be considered a regression on grouped binary data (see comparison). Binomial regression models are essentially the same as binary choice models, one type of discrete choice model: the primary difference is in the theoretical motivation (see comparison). In machine learning, binomial regression is considered a special case of probabilistic classification, and thus a generalization of binary classification. In one published example of an application of binomial regression, the details were as follows. The observed outcome variable was whether or not a fault occurred in an industrial process. There were two explanatory variables: the first was a simple two-case factor representing whether or not a modified version of the process was used and the second was an ordinary quantitative variable measuring the purity of the material being supplied for the process. The response variable Y is assumed to be binomially distributed conditional on the explanatory variables X. The number of trials n is known, and the probability of success for each trial p is specified as a function θ(X). This implies that the conditional expectation and conditional variance of the observed fraction of successes, Y/n, are The goal of binomial regression is to estimate the function θ(X). Typically the statistician assumes , for a known function m, and estimates β.