[R] More Logistic Regression Tools?
Peter Dalgaard BSA
p.dalgaard at biostat.ku.dk
Mon Oct 21 19:53:30 CEST 2002
Eric Rescorla <ekr at rtfm.com> writes:
> I've been using R to do logistic regresssion, and that's working
> well, but there are two things I haven't figured out how to do.
>
> (1) Is there some pre-existing function that will let you compute the
> odds ratios and confidence intervals for them for a specific fit. I know
> how to do this manually or even write a function that I can call with
> the coefficients and se, but extending the printing function was a
> little more work than I expected.
>
> I.e. I'm looking for something where you'd type
> odds.ratios(fit)
>
> and get:
>
> Coefficient Odds ratio 95% CI
> XXX 5.2 1.5 7.2
My favourite version of this is
library(MASS)
example(glm)
exp(cbind(coef(glm.D93),confint(glm.D93)))
(OK, so that's a Poisson regression, not a logistic one, but you get
the picture.) Notice that rather than est.+-2SE it gives you
likelihood ratio profiling, which is hardly worth not doing these
days.
> etc.
>
> (2) I'd like to compute goodness-of-fit statistics for my fit
> (Hosmer-Lemeshow, Pearson, etc.). I didn't see a package that
> did this. Have I missed one?
As I understand it, some of these methods are rather unreliable. It
might be a good idea to hear if Frank Harrell has anything to say.
Last time someone requested a g-o-f statistic, he said that he
regretted ever implementing it in SAS....
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
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