[R] Logistic regression problem: propensity score matching
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Jun 4 08:45:18 CEST 2003
1) Why are you using multinom when this is not a multinomial logistic
regression? You could just use a binomial glm.
2) The second argument to predict() is `newdata'. `sample' is an R
function, so what did you mean to have there? I think the predictions
should be a named vector if `sample' is a data frame.
3) There are many more examples of such things (and more explanation) in
Venables & Ripley's MASS (the book).
On Wed, 4 Jun 2003, Paul Bivand wrote:
> I am doing one part of an evaluation of a mandatory welfare-to-work
> programme in the UK.
> As with all evaluations, the problem is to determine what would have
> happened if the initiative had not taken place.
> In our case, we have a number of pilot areas and no possibility of
> random assignment.
> Therefore we have been given control areas.
> My problem is to select for survey individuals in the control areas who
> match as closely as possible the randomly selected sample of action area
> participants.
> As I understand the methodology, the procedure is to run a logistic
> regression to determine the odds of a case being in the sample, across
> both action and control areas, and then choose for control sample the
> control area individual whose odds of being in the sample are closest to
> an actual sample member.
>
> So far, I have following the multinomial logistic regression example in
> Fox's Companion to Applied Regression.
> Firstly, I would like to know if the predict() is producing odds ratios
> (or probabilities) for being in the sample, which is what I am aiming
> for.
You asked for `probs', so you got probabilities.
> Secondly, how do I get rownames (my unique identifier) into the
> output from predict() - my input may be faulty somehow and the wrong
> rownames being picked up - as I need to export back to database to sort
> and match in names, addresses and phone numbers for my selected samples.
>
> My code is as follows:
> londonpsm <- sqlFetch(channel, "London_NW_london_pilots_elig",
> rownames=ORCID)
> attach(londonpsm)
> mod.multinom <- multinom(sample ~ AGE + DISABLED + GENDER + ETHCODE +
> NDYPTOT + NDLTUTOT + LOPTYPE)
> lonoutput <- predict(mod.multinom, sample, type='probs')
> london2 <- data.frame(lonoutput)
>
> The Logistic regression seems to work, although summary() says the it is
> not a matrix.
what is `it'?
> The output looks like odds ratios, but I would like to know whether this
> is so.
No.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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