[R] probability values ?

orkun temiz at deprem.gov.tr
Tue Jun 17 14:19:38 CEST 2003


Sundar Dorai-Raj wrote:

>
>
> orkun wrote:
>
>> Hello
>>
>> I try to find probability values of some predictor combinations using 
>> logistic reg. in response level.
>> Firstly I found coefficients by glm function.
>> Then I followed two ways to get probability values:
>> 1- probility <- exp(X0+bX1+cX2+...)/((1+exp(X0+bX1+cX2+...))
>> 2- probility <- predict(glm.obj,type="resp")
>>
>> Should have these two given same result ?
>> if so, I did not have. Why ?
>>
>> Does anyone have any idea ?
>>
>
> This works for me. Are you sure you're getting the correct linear 
> predictor in (1). Here's an example:
>
> R> x = glm(y ~ trt + I(week > 2), data = bacteria, family = binomial)
> R> str(predict(x, type = "resp"))
>  Named num [1:220] 0.944 0.944 0.823 0.823 0.900 ...
>  - attr(*, "names")= chr [1:220] "1" "2" "3" "4" ...
> R> coef(x)
>     (Intercept)         trtdrug        trtdrug+ I(week > 2)TRUE
>       2.8332455      -1.1186847      -0.6372255      -1.2948522
> R> lp = model.matrix(x) %*% coef(x)
> R> str(exp(lp)/(1 + exp(lp)))
>  num [1:220, 1] 0.944 0.944 0.823 0.823 0.900 ...
>  - attr(*, "dimnames")=List of 2
>   ..$ : chr [1:220] "1" "2" "3" "4" ...
>   ..$ : NULL
> R>
>
>
>
thank you for your help

Now one thing is  clear to me:
predict(x, type = "resp") gives probability values.
For the sake of simplicity, I can choose it, instead of using first way.

cordially




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