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Type 'q()' to quit R. > x <- array(list(1 + ,18 + ,17 + ,15 + ,8 + ,8 + ,7 + ,23 + ,1 + ,21 + ,16 + ,12 + ,19 + ,6 + ,4 + ,24 + ,1 + ,23 + ,14 + ,13 + ,23 + ,9 + ,0 + ,18 + ,1 + ,19 + ,17 + ,11 + ,16 + ,11 + ,6 + ,22 + ,1 + ,21 + ,16 + ,15 + ,8 + ,7 + ,8 + ,16 + ,1 + ,19 + ,15 + ,17 + ,10 + ,9 + ,7 + ,16 + ,1 + ,20 + ,16 + ,18 + ,3 + ,11 + ,13 + ,18 + ,0 + ,23 + ,5 + ,12 + ,1 + ,10 + ,12 + ,12 + ,1 + ,24 + ,14 + ,16 + ,10 + ,10 + ,10 + ,16 + ,0 + ,17 + ,12 + ,19 + ,7 + ,6 + ,11 + ,11 + ,0 + ,21 + ,12 + ,14 + ,13 + ,6 + ,13 + ,8 + ,1 + ,16 + ,5 + ,15 + ,14 + ,7 + ,12 + ,20 + ,1 + ,19 + ,11 + ,18 + ,15 + ,8 + ,10 + ,22 + ,0 + ,19 + ,17 + ,16 + ,11 + ,7 + ,11 + ,17 + ,0 + ,18 + ,9 + ,19 + ,18 + ,6 + ,9 + ,9 + ,0 + ,17 + ,10 + ,20 + ,18 + ,8 + ,10 + ,10 + ,0 + ,17 + ,16 + ,19 + ,12 + ,10 + ,12 + ,11 + ,0 + ,18 + ,9 + ,12 + ,14 + ,11 + ,9 + ,16 + ,1 + ,20 + ,12 + ,13 + ,15 + ,9 + ,11 + ,17 + ,0 + ,18 + ,12 + ,14 + ,16 + ,9 + ,12 + ,11 + ,0 + ,35 + ,10 + ,25 + ,30 + ,17 + ,15 + ,20 + ,0 + ,32 + ,16 + ,25 + ,25 + ,14 + ,16 + ,20 + ,0 + ,30 + ,16 + ,20 + ,32 + ,14 + ,12 + ,25 + ,1 + ,29 + ,15 + ,28 + ,38 + ,13 + ,19 + ,30 + ,0 + ,34 + ,16 + ,23 + ,28 + ,17 + ,18 + ,35 + ,0 + ,25 + ,11 + ,14 + ,25 + ,10 + ,20 + ,33 + ,0 + ,37 + ,19 + ,15 + ,26 + ,10 + ,16 + ,39 + ,0 + ,28 + ,12 + ,23 + ,25 + ,15 + ,20 + ,38 + ,0 + ,29 + ,10 + ,18 + ,29 + ,20 + ,20 + ,50 + ,0 + ,32 + ,12 + ,23 + ,28 + ,14 + ,19 + ,35 + ,0 + ,32 + ,18 + ,21 + ,37 + ,15 + ,16 + ,40 + ,0 + ,31 + ,14 + ,16 + ,34 + ,19 + ,17 + ,36 + ,0 + ,34 + ,10 + ,16 + ,31 + ,13 + ,16 + ,49 + ,0 + ,29 + ,17 + ,23 + ,26 + ,16 + ,22 + ,35 + ,1 + ,34 + ,16 + ,25 + ,36 + ,18 + ,18 + ,39 + ,0 + ,28 + ,15 + ,23 + ,32 + ,16 + ,20 + ,30 + ,0 + ,29 + ,19 + ,22 + ,29 + ,17 + ,19 + ,32 + ,0 + ,31 + ,14 + ,24 + ,36 + ,16 + ,16 + ,35 + ,0 + ,31 + ,15 + ,18 + ,30 + ,13 + ,21 + ,32 + ,0 + ,26 + ,17 + ,16 + ,29 + ,14 + ,22 + ,43 + ,0 + ,38 + ,40 + ,46 + ,55 + ,27 + ,28 + ,83 + ,0 + ,35 + ,32 + ,52 + ,50 + ,24 + ,29 + ,65 + ,0 + ,35 + ,41 + ,48 + ,51 + ,23 + ,32 + ,85 + ,0 + ,36 + ,40 + ,37 + ,65 + ,26 + ,28 + ,100 + ,0 + ,36 + ,31 + ,47 + ,50 + ,25 + ,28 + ,60 + ,0 + ,32 + ,25 + ,54 + ,49 + ,28 + ,27 + ,76 + ,0 + ,35 + ,41 + ,37 + ,52 + ,26 + ,31 + ,67 + ,0 + ,38 + ,48 + ,37 + ,64 + ,19 + ,28 + ,60 + ,0 + ,30 + ,28 + ,41 + ,50 + ,19 + ,31 + ,66 + ,0 + ,36 + ,43 + ,30 + ,48 + ,20 + ,28 + ,56 + ,0 + ,35 + ,48 + ,34 + ,44 + ,24 + ,27 + ,64 + ,0 + ,33 + ,36 + ,55 + ,50 + ,20 + ,31 + ,77 + ,0 + ,35 + ,48 + ,30 + ,53 + ,20 + ,29 + ,65 + ,0 + ,30 + ,45 + ,33 + ,50 + ,23 + ,27 + ,100 + ,0 + ,35 + ,33 + ,48 + ,57 + ,25 + ,26 + ,93 + ,0 + ,38 + ,45 + ,47 + ,51 + ,25 + ,31 + ,81 + ,0 + ,34 + ,25 + ,36 + ,54 + ,25 + ,29 + ,76 + ,0 + ,33 + ,32 + ,24 + ,49 + ,20 + ,27 + ,62 + ,0 + ,32 + ,35 + ,31 + ,55 + ,19 + ,28 + ,60 + ,0 + ,35 + ,39 + ,31 + ,51 + ,18 + ,28 + ,74 + ,0 + ,50 + ,52 + ,57 + ,99 + ,38 + ,42 + ,106 + ,0 + ,47 + ,40 + ,45 + ,104 + ,31 + ,39 + ,85 + ,0 + ,47 + ,53 + ,48 + ,103 + ,27 + ,41 + ,80 + ,0 + ,60 + ,55 + ,35 + ,101 + ,30 + ,43 + ,83 + ,0 + ,45 + ,56 + ,35 + ,102 + ,47 + ,40 + ,80 + ,0 + ,48 + ,49 + ,52 + ,98 + ,34 + ,41 + ,80 + ,0 + ,47 + ,58 + ,49 + ,104 + ,34 + ,38 + ,82 + ,0 + ,46 + ,57 + ,54 + ,97 + ,32 + ,38 + ,82 + ,0 + ,62 + ,55 + ,42 + ,96 + ,34 + ,36 + ,87 + ,0 + ,69 + ,53 + ,40 + ,93 + ,40 + ,37 + ,84 + ,0 + ,59 + ,52 + ,34 + ,74 + ,36 + ,39 + ,100 + ,0 + ,65 + ,64 + ,54 + ,97 + ,50 + ,41 + ,110 + ,0 + ,57 + ,48 + ,38 + ,105 + ,47 + ,43 + ,99 + ,0 + ,58 + ,66 + ,41 + ,70 + ,45 + ,42 + ,111 + ,0 + ,56 + ,49 + ,54 + ,84 + ,31 + ,39 + ,123 + ,0 + ,68 + ,52 + ,37 + ,99 + ,21 + ,41 + ,105 + ,0 + ,50 + ,67 + ,35 + ,70 + ,28 + ,38 + ,104 + ,0 + ,70 + ,53 + ,41 + ,84 + ,31 + ,40 + ,72 + ,0 + ,69 + ,62 + ,47 + ,91 + ,40 + ,42 + ,90 + ,0 + ,71 + ,40 + ,45 + ,86 + ,36 + ,41 + ,91) + ,dim=c(8 + ,80) + ,dimnames=list(c('Y' + ,'X1' + ,'X2' + ,'X3' + ,'X4' + ,'X5' + ,'X6' + ,'X7') + ,1:80)) > y <- array(NA,dim=c(8,80),dimnames=list(c('Y','X1','X2','X3','X4','X5','X6','X7'),1:80)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > library(brglm) Loading required package: profileModel > roc.plot <- function (sd, sdc, newplot = TRUE, ...) + { + sall <- sort(c(sd, sdc)) + sens <- 0 + specc <- 0 + for (i in length(sall):1) { + sens <- c(sens, mean(sd >= sall[i], na.rm = T)) + specc <- c(specc, mean(sdc >= sall[i], na.rm = T)) + } + if (newplot) { + plot(specc, sens, xlim = c(0, 1), ylim = c(0, 1), type = 'l', + xlab = '1-specificity', ylab = 'sensitivity', main = 'ROC plot', ...) + abline(0, 1) + } + else lines(specc, sens, ...) + npoints <- length(sens) + area <- sum(0.5 * (sens[-1] + sens[-npoints]) * (specc[-1] - + specc[-npoints])) + lift <- (sens - specc)[-1] + cutoff <- sall[lift == max(lift)][1] + sensopt <- sens[-1][lift == max(lift)][1] + specopt <- 1 - specc[-1][lift == max(lift)][1] + list(area = area, cutoff = cutoff, sensopt = sensopt, specopt = specopt) + } > roc.analysis <- function (object, newdata = NULL, newplot = TRUE, ...) + { + if (is.null(newdata)) { + sd <- object$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$y == + 0] + } + roc.plot(sd, sdc, newplot, ...) + } > hosmerlem <- function (y, yhat, g = 10) + { + cutyhat <- cut(yhat, breaks = quantile(yhat, probs = seq(0, + 1, 1/g)), include.lowest = T) + obs <- xtabs(cbind(1 - y, y) ~ cutyhat) + expect <- xtabs(cbind(1 - yhat, yhat) ~ cutyhat) + chisq <- sum((obs - expect)^2/expect) + P <- 1 - pchisq(chisq, g - 2) + c('X^2' = chisq, Df = g - 2, 'P(>Chi)' = P) + } > x <- as.data.frame(t(y)) > r <- brglm(x) > summary(r) Call: brglm(formula = x) Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) 1.73227 1.83877 0.942 0.3462 X1 0.02132 0.10148 0.210 0.8336 X2 0.01425 0.07162 0.199 0.8423 X3 0.05615 0.07869 0.714 0.4755 X4 -0.05133 0.06793 -0.756 0.4499 X5 -0.01003 0.17260 -0.058 0.9537 X6 -0.33396 0.14179 -2.355 0.0185 * X7 0.05546 0.04526 1.225 0.2204 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 (Dispersion parameter for binomial family taken to be 1) Null deviance: 56.659 on 79 degrees of freedom Residual deviance: 36.779 on 72 degrees of freedom Penalized deviance: -2.56945 AIC: 52.779 > rc <- summary(r)$coeff > try(hm <- hosmerlem(y[1,],r$fitted.values),silent=T) > try(hm,silent=T) X^2 Df P(>Chi) 5.4676632 8.0000000 0.7066199 > postscript(file="/var/fisher/rcomp/tmp/1pcls1378206085.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > ra <- roc.analysis(r) > dev.off() null device 1 > te <- array(0,dim=c(2,99)) > for (i in 1:99) { + threshold <- i / 100 + numcorr1 <- 0 + numfaul1 <- 0 + numcorr0 <- 0 + numfaul0 <- 0 + for (j in 1:length(r$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) + } > postscript(file="/var/fisher/rcomp/tmp/2pm1j1378206085.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > 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() null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/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$df.residual))) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/3f27k1378206085.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Summary of Bias-Reduced Logistic Regression',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Deviance',1,TRUE) > a<-table.element(a,r$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$area) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Hosmer–Lemeshow test',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Chi-square',1,TRUE) > phm <- array('NA',dim=3) > for (i in 1:3) { try(phm[i] <- hm[i],silent=T) } > a<-table.element(a,phm[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Degrees of Freedom',1,TRUE) > a<-table.element(a,phm[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'P(>Chi)',1,TRUE) > a<-table.element(a,phm[3]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/4ywkf1378206085.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Fit of Logistic Regression',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Index',1,TRUE) > a<-table.element(a,'Actual',1,TRUE) > a<-table.element(a,'Fitted',1,TRUE) > a<-table.element(a,'Error',1,TRUE) > a<-table.row.end(a) > for (i in 1:length(r$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="/var/fisher/rcomp/tmp/5irn61378206086.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="/var/fisher/rcomp/tmp/61l6u1378206086.tab") > > try(system("convert tmp/1pcls1378206085.ps tmp/1pcls1378206085.png",intern=TRUE)) character(0) > try(system("convert tmp/2pm1j1378206085.ps tmp/2pm1j1378206085.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.088 0.475 2.543