[R] Possible bug with lrm.fit in Design Library
Noah Silverman
noah at smartmediacorp.com
Fri Aug 21 07:24:11 CEST 2009
Hi,
I've come across a strange error when using the lrm.fit function and the
subsequent predict function.
The model is created very quickly and can be verified by printing it on
the console. Everything looks good. (In fact, the performance measures
are rather nice.)
Then, I want to use the model to predict some values. I get the
following error: "fit was not created by a Design library fitting function"
This is the exact same data and process I'm using with the lrm
function. I thought I'd try lrm.fit to see if the results where better.
Since the model WAS created by a function of the Design library, I can't
see how it would then be rejected.
Below is the session transcript:
--------------------------------------------------------------------------------
> fmodel <- lrm.fit(cbind(trainlogdata$v1, trainlogdata$v2),
trainlogdata$label)
> fmodel
Logistic Regression Model
lrm.fit(x = cbind(trainlogdata$v1, trainlogdata$v2), y = trainlogdata$label)
Frequencies of Responses
0 1
20988 6684
Obs Max Deriv Model L.R. d.f. P
C Dxy
27672 8e-13 3876.12 2 0 0.744
0.488
Gamma Tau-a R2 Brier
0.49 0.179 0.195 0.157
Coef S.E. Wald Z P
Intercept -2.890 0.04318 -66.92 0
x[1] 5.864 0.23341 25.12 0
x[2] 4.479 0.17256 25.95 0
> predictions <- predict(fmodel, trainlogdata, type="fitted");
Error in getOldDesign(fit) :
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