[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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