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Binghnetty Logistic Regression 2

R Software Module: rwasp_logisticregression.wasp (opens new window with default values)
Title produced by software: Bias-Reduced Logistic Regression
Date of computation: Wed, 30 Jan 2008 01:56:09 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Jan/30/t120168343090cb6m99ccho5r4.htm/, Retrieved Wed, 30 Jan 2008 09:57:11 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1 1 7.8 1 1 6.0 1 1 6.0 1 1 7.1 1 1 5.9 1 1 3.6 1 1 6.9 1 1 8.0 1 1 5.6 1 1 6.1 1 1 5.1 1 1 5.0 1 1 5.2 1 1 2.9 1 1 4.9 1 1 4.7 1 1 6.5 1 1 7.5 1 1 3.9 1 1 3.2 1 1 4.5 1 1 6.5 1 1 7.4 1 1 3.3 1 1 5.9 1 1 4.8 1 1 4.4 1 1 5.4 1 1 5.9 1 1 6.1 1 1 5.4 1 1 6.0 1 1 4.9 1 1 5.3 1 1 6.0 1 1 3.2 1 1 6.5 1 1 3.6 1 1 5.9 1 1 5.2 1 1 7.3 1 1 8.9 1 1 1.8 1 1 6.5 1 1 3.0 1 1 7.0 1 1 7.0 1 1 5.9 1 1 6.3 1 1 3.8 1 1 7.6 1 1 6.3 1 1 5.6 1 1 6.4 1 1 7.5 1 1 7.0 1 1 1.1 1 1 6.0 1 1 6.5 1 1 5.7 1 1 5.5 1 1 6.4 1 1 6.5 1 1 1.9 1 1 3.4 1 1 6.4 1 1 1.6 1 1 6.8 1 1 6.1 1 1 6.3 1 0 5.1 1 0 4.7 1 0 4.1 1 0 3.0 1 0 6.5 1 0 5.3 1 0 6.4 1 0 6.8 0 1 12.0 0 1 7.0 0 0 6.0 0 1 5.0 0 1 7.0 0 1 8.0 0 0 5.0 0 1 8.0 0 1 5.0 0 1 6.0 0 1 9.0 0 0 7.0 0 1 6.0 0 0 6.0 0 0 7.0 0 0 6.0 0 0 6.0 0 0 8.0 0 0 7.0 0 0 5.0 0 0 7.0 0 0 7.0 0 1 6.0 0 1 5.0 0 1 7.0 0 0 8.0 0 1 8.0 0 0 9.0 0 0 99.0 0 0 8.0 0 0 6.0 0 1 5.0 0 1 9.0 0 1 7.0 0 1 6.0 0 1 7.0 0 0 6.0 0 0 6.0 0 1 7.0 0 1 7.0 0 0 6.0 0 1 6.0 0 0 6.0 0 0 8.0 0 1 6.0 0 0 7.0 0 1 7.0 0 1 5.0 0 0 8.0 0 1 4.0 0 1 7.0 0 1 8.0 0 1 10.0 0 1 6.0 0 0 7.0 0 1 5.0 0 0 6.0 0 0 6.0 0 0 10.0 0 0 7.0 0 0 6.0
 
Text written by user:
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Coefficients of Bias-Reduced Logistic Regression
VariableParameterS.E.t-stat2-sided p-value
(Intercept)2.646770194695181.076296657540132.459145604655470.0151824790131359
snoring2.044912031015590.4812905393686034.248809946894613.96266638371667e-05
sleep_time-0.6282096417324410.165475458149953-3.796391614538770.000220352198996299


Summary of Bias-Reduced Logistic Regression
Deviance141.784547049377
Penalized deviance133.528184042251
Residual Degrees of Freedom136
ROC Area0.805800756620429
Hosmer–Lemeshow test
Chi-square28.7664346279777
Degrees of Freedom8
P(>Chi)0.000348453628294165


Fit of Logistic Regression
IndexActualFittedError
110.4480993740307840.551900625969216
210.7155358312402590.284464168759741
310.7155358312402590.284464168759741
410.5575917016358610.442408298364139
510.7281477655922210.271852234407779
610.919096015154480.08090398484552
710.588322671152940.41167732884706
810.4172689191382580.582731080861742
910.7638146419033680.236185358096632
1010.7025777889075150.297422211092485
1110.8157497968625380.184250203137462
1210.8250052847316550.174994715268345
1310.8061198257172230.193880174282777
1410.946336963095090.05366303690491
1510.8338905127286040.166109487271396
1610.8505723198706260.149427680129374
1710.6475573745002530.352442625499747
1810.4950276421068050.504972357893195
1910.9039291134941060.0960708865058936
2010.935920819967530.0640791800324692
2110.8658483426381960.134151657361804
2210.6475573745002530.352442625499747
2310.5107310711058080.489268928894192
2410.9320484855246230.0679515144753774
2510.7281477655922210.271852234407779
2610.842410774949360.157589225050640
2710.8729790807964780.127020919203522
2810.7857255957800420.214274404219958
2910.7281477655922210.271852234407779
3010.7025777889075150.297422211092485
3110.7857255957800420.214274404219958
3210.7155358312402590.284464168759741
3310.8338905127286040.166109487271396
3410.796112335759540.203887664240460
3510.7155358312402590.284464168759741
3610.935920819967530.0640791800324692
3710.6475573745002530.352442625499747
3810.919096015154480.08090398484552
3910.7281477655922210.271852234407779
4010.8061198257172230.193880174282777
4110.5264133488183290.473586651181671
4210.2891771871712160.710822812828784
4310.9723718972296380.027628102770362
4410.6475573745002530.352442625499747
4510.9430557832323440.056944216767656
4610.5730276549587880.426972345041212
4710.5730276549587880.426972345041212
4810.7281477655922210.271852234407779
4910.6756739900012720.324326009998728
5010.9092478526548580.0907521473451425
5110.4793340173285210.520665982671479
5210.6756739900012720.324326009998728
5310.7638146419033680.236185358096632
5410.6617584933435080.338241506656492
5510.4950276421068050.504972357893195
5610.5730276549587880.426972345041212
5710.9820252957928420.0179747042071580
5810.7155358312402590.284464168759741
5910.6475573745002530.352442625499747
6010.752294488583940.247705511416060
6110.7749592928622540.225040707137746
6210.6617584933435080.338241506656492
6310.6475573745002530.352442625499747
6410.9706332013951720.0293667986048278
6510.9279601561432350.0720398438567647
6610.6617584933435080.338241506656492
6710.9755541881043370.0244458118956632
6810.603448949814840.39655105018516
6910.7025777889075150.297422211092485
7010.6756739900012720.324326009998728
7110.3642189655452320.635781034454768
7210.4241365475332820.575863452466718
7310.5177701782848160.482229821715184
7410.6818184459345520.318181554065448
7510.1920735777764780.807926422223522
7610.3356498354710530.664350164528947
7710.2020111852439020.797988814756098
7810.1645088525130490.835491147486951
7900.0548452299114503-0.0548452299114503
8000.573027654958788-0.573027654958788
8100.245550140567029-0.245550140567029
8200.825005284731655-0.825005284731655
8300.573027654958788-0.573027654958788
8400.417268919138258-0.417268919138258
8500.378886295980825-0.378886295980825
8600.417268919138258-0.417268919138258
8700.825005284731655-0.825005284731655
8800.715535831240259-0.715535831240259
8900.276437024444399-0.276437024444399
9000.147959270029361-0.147959270029361
9100.715535831240259-0.715535831240259
9200.245550140567029-0.245550140567029
9300.147959270029361-0.147959270029361
9400.245550140567029-0.245550140567029
9500.245550140567029-0.245550140567029
9600.0847953543393836-0.0847953543393836
9700.147959270029361-0.147959270029361
9800.378886295980825-0.378886295980825
9900.147959270029361-0.147959270029361
10000.147959270029361-0.147959270029361
10100.715535831240259-0.715535831240259
10200.825005284731655-0.825005284731655
10300.573027654958788-0.573027654958788
10400.0847953543393836-0.0847953543393836
10500.417268919138258-0.417268919138258
10600.0471054033394483-0.0471054033394483
10701.37882002772302e-26-1.37882002772302e-26
10800.0847953543393836-0.0847953543393836
10900.245550140567029-0.245550140567029
11000.825005284731655-0.825005284731655
11100.276437024444399-0.276437024444399
11200.573027654958788-0.573027654958788
11300.715535831240259-0.715535831240259
11400.573027654958788-0.573027654958788
11500.245550140567029-0.245550140567029
11600.245550140567029-0.245550140567029
11700.573027654958788-0.573027654958788
11800.573027654958788-0.573027654958788
11900.245550140567029-0.245550140567029
12000.715535831240259-0.715535831240259
12100.245550140567029-0.245550140567029
12200.0847953543393836-0.0847953543393836
12300.715535831240259-0.715535831240259
12400.147959270029361-0.147959270029361
12500.573027654958788-0.573027654958788
12600.825005284731655-0.825005284731655
12700.0847953543393836-0.0847953543393836
12800.898333511614579-0.898333511614579
12900.573027654958788-0.573027654958788
13000.417268919138258-0.417268919138258
13100.169325631056143-0.169325631056143
13200.715535831240259-0.715535831240259
13300.147959270029361-0.147959270029361
13400.825005284731655-0.825005284731655
13500.245550140567029-0.245550140567029
13600.245550140567029-0.245550140567029
13700.0256975474914539-0.0256975474914539
13800.147959270029361-0.147959270029361
13900.245550140567029-0.245550140567029


Type I & II errors for various threshold values
ThresholdType IType II
0.0100.98360655737705
0.0200.98360655737705
0.0300.967213114754098
0.0400.967213114754098
0.0500.950819672131147
0.0600.934426229508197
0.0700.934426229508197
0.0800.934426229508197
0.0900.852459016393443
0.100.852459016393443
0.1100.852459016393443
0.1200.852459016393443
0.1300.852459016393443
0.1400.852459016393443
0.1500.721311475409836
0.1600.721311475409836
0.170.01282051282051280.704918032786885
0.180.01282051282051280.704918032786885
0.190.01282051282051280.704918032786885
0.20.02564102564102560.704918032786885
0.210.03846153846153850.704918032786885
0.220.03846153846153850.704918032786885
0.230.03846153846153850.704918032786885
0.240.03846153846153850.704918032786885
0.250.03846153846153850.508196721311475
0.260.03846153846153850.508196721311475
0.270.03846153846153850.508196721311475
0.280.03846153846153850.475409836065574
0.290.05128205128205130.475409836065574
0.30.05128205128205130.475409836065574
0.310.05128205128205130.475409836065574
0.320.05128205128205130.475409836065574
0.330.05128205128205130.475409836065574
0.340.06410256410256410.475409836065574
0.350.06410256410256410.475409836065574
0.360.06410256410256410.475409836065574
0.370.0769230769230770.475409836065574
0.380.0769230769230770.442622950819672
0.390.0769230769230770.442622950819672
0.40.0769230769230770.442622950819672
0.410.0769230769230770.442622950819672
0.420.08974358974358970.377049180327869
0.430.1025641025641030.377049180327869
0.440.1025641025641030.377049180327869
0.450.1153846153846150.377049180327869
0.460.1153846153846150.377049180327869
0.470.1153846153846150.377049180327869
0.480.1282051282051280.377049180327869
0.490.1282051282051280.377049180327869
0.50.1538461538461540.377049180327869
0.510.1538461538461540.377049180327869
0.520.1794871794871790.377049180327869
0.530.1923076923076920.377049180327869
0.540.1923076923076920.377049180327869
0.550.1923076923076920.377049180327869
0.560.2051282051282050.377049180327869
0.570.2051282051282050.377049180327869
0.580.2435897435897440.229508196721311
0.590.2564102564102560.229508196721311
0.60.2564102564102560.229508196721311
0.610.2692307692307690.229508196721311
0.620.2692307692307690.229508196721311
0.630.2692307692307690.229508196721311
0.640.2692307692307690.229508196721311
0.650.3461538461538460.229508196721311
0.660.3461538461538460.229508196721311
0.670.3846153846153850.229508196721311
0.680.4230769230769230.229508196721311
0.690.4358974358974360.229508196721311
0.70.4358974358974360.229508196721311
0.710.4743589743589740.229508196721311
0.720.5384615384615380.114754098360656
0.730.6025641025641030.114754098360656
0.740.6025641025641030.114754098360656
0.750.6025641025641030.114754098360656
0.760.6153846153846150.114754098360656
0.770.6410256410256410.114754098360656
0.780.6538461538461540.114754098360656
0.790.679487179487180.114754098360656
0.80.6923076923076920.114754098360656
0.810.7179487179487180.114754098360656
0.820.730769230769230.114754098360656
0.830.7435897435897440.0163934426229508
0.840.769230769230770.0163934426229508
0.850.7820512820512820.0163934426229508
0.860.7948717948717950.0163934426229508
0.870.8076923076923080.0163934426229508
0.880.820512820512820.0163934426229508
0.890.820512820512820.0163934426229508
0.90.820512820512820
0.910.8461538461538460
0.920.8717948717948720
0.930.8846153846153850
0.940.9230769230769230
0.950.9487179487179490
0.960.9487179487179490
0.970.9487179487179490
0.980.9871794871794870
0.9910
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/30/t120168343090cb6m99ccho5r4/1skdn1201683362.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/30/t120168343090cb6m99ccho5r4/1skdn1201683362.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/30/t120168343090cb6m99ccho5r4/286dh1201683362.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/30/t120168343090cb6m99ccho5r4/286dh1201683362.ps (open in new window)


 
Parameters (Session):
 
Parameters (R input):
 
R code (references can be found in the software module):
library(brlr)
roc.plot <- function (sd, sdc, newplot = TRUE, ...)
{
sall <- sort(c(sd, sdc))
sens <- 0
specc <- 0
for (i in length(sall):1) {
sens <- c(sens, mean(sd >= sall[i], na.rm = T))
specc <- c(specc, mean(sdc >= sall[i], na.rm = T))
}
if (newplot) {
plot(specc, sens, xlim = c(0, 1), ylim = c(0, 1), type = 'l',
xlab = '1-specificity', ylab = 'sensitivity', main = 'ROC plot', ...)
abline(0, 1)
}
else lines(specc, sens, ...)
npoints <- length(sens)
area <- sum(0.5 * (sens[-1] + sens[-npoints]) * (specc[-1] -
specc[-npoints]))
lift <- (sens - specc)[-1]
cutoff <- sall[lift == max(lift)][1]
sensopt <- sens[-1][lift == max(lift)][1]
specopt <- 1 - specc[-1][lift == max(lift)][1]
list(area = area, cutoff = cutoff, sensopt = sensopt, specopt = specopt)
}
roc.analysis <- function (object, newdata = NULL, newplot = TRUE, ...)
{
if (is.null(newdata)) {
sd <- object$fitted[object$y == 1]
sdc <- object$fitted[object$y == 0]
}
else {
sd <- predict(object, newdata, type = 'response')[newdata$y ==
1]
sdc <- predict(object, newdata, type = 'response')[newdata$y ==
0]
}
roc.plot(sd, sdc, newplot, ...)
}
hosmerlem <- function (y, yhat, g = 10)
{
cutyhat <- cut(yhat, breaks = quantile(yhat, probs = seq(0,
1, 1/g)), include.lowest = T)
obs <- xtabs(cbind(1 - y, y) ~ cutyhat)
expect <- xtabs(cbind(1 - yhat, yhat) ~ cutyhat)
chisq <- sum((obs - expect)^2/expect)
P <- 1 - pchisq(chisq, g - 2)
c('X^2' = chisq, Df = g - 2, 'P(>Chi)' = P)
}
x <- as.data.frame(t(y))
r <- brlr(x)
summary(r)
rc <- summary(r)$coeff
hm <- hosmerlem(y[1,],r$fitted.values)
hm
bitmap(file='test0.png')
ra <- roc.analysis(r)
dev.off()
te <- array(0,dim=c(2,99))
for (i in 1:99) {
threshold <- i / 100
numcorr1 <- 0
numfaul1 <- 0
numcorr0 <- 0
numfaul0 <- 0
for (j in 1:length(r$fitted.values)) {
if (y[1,j] > 0.99) {
if (r$fitted.values[j] >= threshold) numcorr1 = numcorr1 + 1 else numfaul1 = numfaul1 + 1
} else {
if (r$fitted.values[j] < threshold) numcorr0 = numcorr0 + 1 else numfaul0 = numfaul0 + 1
}
}
te[1,i] <- numfaul1 / (numfaul1 + numcorr1)
te[2,i] <- numfaul0 / (numfaul0 + numcorr0)
}
bitmap(file='test1.png')
op <- par(mfrow=c(2,2))
plot((1:99)/100,te[1,],xlab='Threshold',ylab='Type I error', main='1 - Specificity')
plot((1:99)/100,te[2,],xlab='Threshold',ylab='Type II error', main='1 - Sensitivity')
plot(te[1,],te[2,],xlab='Type I error',ylab='Type II error', main='(1-Sens.) vs (1-Spec.)')
plot((1:99)/100,te[1,]+te[2,],xlab='Threshold',ylab='Sum of Type I & II error', main='(1-Sens.) + (1-Spec.)')
par(op)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Coefficients of Bias-Reduced Logistic Regression',5,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.E.',header=TRUE)
a<-table.element(a,'t-stat',header=TRUE)
a<-table.element(a,'2-sided p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:length(rc[,1])) {
a<-table.row.start(a)
a<-table.element(a,labels(rc)[[1]][i],header=TRUE)
a<-table.element(a,rc[i,1])
a<-table.element(a,rc[i,2])
a<-table.element(a,rc[i,3])
a<-table.element(a,2*(1-pt(abs(rc[i,3]),r$df.residual)))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Summary of Bias-Reduced Logistic Regression',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Deviance',1,TRUE)
a<-table.element(a,r$deviance)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Penalized deviance',1,TRUE)
a<-table.element(a,r$penalized.deviance)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Residual Degrees of Freedom',1,TRUE)
a<-table.element(a,r$df.residual)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'ROC Area',1,TRUE)
a<-table.element(a,ra$area)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Hosmer–Lemeshow test',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Chi-square',1,TRUE)
a<-table.element(a,hm[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Degrees of Freedom',1,TRUE)
a<-table.element(a,hm[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'P(>Chi)',1,TRUE)
a<-table.element(a,hm[3])
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Fit of Logistic Regression',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Index',1,TRUE)
a<-table.element(a,'Actual',1,TRUE)
a<-table.element(a,'Fitted',1,TRUE)
a<-table.element(a,'Error',1,TRUE)
a<-table.row.end(a)
for (i in 1:length(r$fitted.values)) {
a<-table.row.start(a)
a<-table.element(a,i,1,TRUE)
a<-table.element(a,y[1,i])
a<-table.element(a,r$fitted.values[i])
a<-table.element(a,y[1,i]-r$fitted.values[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Type I & II errors for various threshold values',3,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Threshold',1,TRUE)
a<-table.element(a,'Type I',1,TRUE)
a<-table.element(a,'Type II',1,TRUE)
a<-table.row.end(a)
for (i in 1:99) {
a<-table.row.start(a)
a<-table.element(a,i/100,1,TRUE)
a<-table.element(a,te[1,i])
a<-table.element(a,te[2,i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable3.tab')
 





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