Tagged Questions

65 views

Logistic regression prediction validation

I am try to evaluate a logistic regression with new data using R. I have created the logistic regression using the old data and evaluated that using chi^2 etc. i.e. ...
219 views

Comparing nested binary logistic regression models when $n$ is large

To better ask my question, I have provided some of the outputs from both a 16 variable model (fit) and a 17 variable model (...
27 views

Cost function in cv. glm for a fitted logistic model when cutoff value of the model is not 0.5

I have a logistic model fitted with the following R function: glmfit<-glm(formula, data, family=binomial) A reasonable cutoff value in order to get a good ...
54 views

How to do mixed logistic regression with multiple repeated measures in R?

I have data from a psychology experiment in which participants were assigned to one of 3 training conditions and then gave responses for 16 trials for each combination of two within-subjects factors, ...
30 views

Multinomial Logisitic Regression in Mlogit For Dummies - Building a Model and Extracting its Coefficients

I am trying to do a multinomial logistic regression on some data that I generated. I am using R and the package mlogit. My data looks like the following: ...
24 views

glmnet converges extremely slowly for multinomial with mass function concentrated at one point

If I have a response vector that is mostly one class label, convergence of Lasso in glmnet will be extremely slow, for example: ...
20 views

Estimation parameters using Generalized Method of Moments and Generalized Empirical Likelihood with R

I have two density functions: $h_{1}(x)$, $h_{2}(x)$. I want to estimate parameters from one dataset using $h_{1}$ and $h_{2}$ andthe GMM estimator or the GEL : from the article "Computing ...
33 views

Handling Infrequently Occurring Categorical Variables

I'm dealing with some data where there are some infrequently occuring categorical variables related to a binary prediction target. For example marketing partners... some send 1000s of leads but many ...
28 views

Fit statistics and log-likelihood after multiple imputation estimation

I am working with four survey datasets, two of them without a certain variable which I impute using multiple imputation techniques. Afterwards, I use the complete data to estimate a set of logit ...
63 views

Large coefficients in logistic regression [duplicate]

This is from the book The statistical sleuth--A course in methods of Data analysis Chapter 20, Exercise 12(c)-(e). I am using logistic regression to predict carrier with possible predictors ...
87 views

Fitting a “sigmoid” function: Why is my fit so bad?

I tried to fit a curve to the black points using the following code. Why is the fit so bad? Do I need to fit another type of function? ...
42 views

May I validate a model after shrinkage?

I am doing a logistic regression using Frank Harrell's rms package. I went through the steps shown in his book and the rms ...
28 views

Comparing different types of losses as functions of lambda?

The usual pictures we see when dealing with different loss functions look similar to this: Here we see y*f(x) on the x-axis with an error associated with it. Suppose I have a logistic regression ...
28 views

Aggregating or Pooling Multinomial Logistic Model Coefficients

I'm trying to recreate the MNL analysis like this paper or this one. In Excel I have a sheet with my choice column which contains the market share on each itinerary. Alternatively I also have the ...
72 views

Prediction with not significant covariate in logistic regression

I have a logistic regression model with several variables and one of those variables (called x3 in my example below) is not significant. However, x3 should remain in the model because it is ...
53 views

How to interpret the significance of logistic regression variable? Something analogous to a partial F test in logistic regression

For ordinary linear regression with Gaussian noise, it is easy to interpret the significance of a variable. This is consistent with a partial F test. The square of the t-test for the second variable ...
353 views

Logistic regression: maximizing true positives - false positives

I have a logistic regression model (fit via glmnet in R with elastic net regularization), and I would like to maximize the difference between true positives and false positives. In order to do this, ...
51 views

Calculate goodness-of-fit (with deviance) to compare averaged models?

I need to compare the goodness of fit of several averaged logistic regression models by calculating the deviance explained. I'm using the MuMIn package in R to ...
58 views

Numerical properties of the logistic growth model for non-linear regression

I am using the nls procedure in R to fit a logistic growth model. In their SSlogis function, JosÃ© Pinheiro and Douglas Bates chose the formulation ...
91 views

Multinomial logit regression with ordinal independent variables

I've got some ordinal variables b and a and a categorized variable c. I would like to fit a multinomial logit regression from the library car. I tried to ignore the ordinal scale. I have the ...
123 views

Predicted probabilities for multinomial logistic regression

I have three variables, a factor (c) as the dependent variable and two ordinal independent variables (a, b). Each variable has ...
109 views

Prediction using multinomial logit regression in R

I've got three variables, a factored (c) and two ordinal independent (a,b). Every variable has five categories (1,2,3,4,5). Thus, I fitted a multinomial logit regression (testus, see below) with the ...
116 views

Convert SAS Logistic Regression to R

Here's my issue of the day: At the moment I'm teaching myself Econometrics and making use of logistic regression. I have some SAS code and I want to be sure I understand it well first before trying ...
85 views

Mixed effect logistic regression: defining random effect for repeated measure design with replications

I measured a binary response for each subject in 5 different conditions. For each subject and condition, I replicated the experiment 36 times. I thus have 36 binary values per condition per subject. ...
142 views

Logistic Regression on very rare events - R

I am trying to run a logistic regression analysis in R using the speedglm package. The data is CNVs (a type of genetic variant), whether that CNV occurred in a case or control and wether genes in a ...
103 views

Exploratory Factor Analysis for Binary Logistic Regression Variable Selection

I have a great interest in learning new methods(at least to me) of variable selection in regards to binary logistic regression when I am working with over 500 potential predictor variables and have ...
40 views

Given an interaction how to find the region of var1 at which var2 has significant effect on response Y?

I have run a binomial glm in R using proportional data in the form y <- cbind. I have two continuous explanatory variables, ...
149 views

Using Mutual Information for Binary Logistic Regression Variable Selection

In addition to proc varclus, randomForest, and assessing multicollinearity among potential predictor variables, I am seeking ...
78 views

Inference for between group differences (with non-linear time component, outliers and mixed effects)

TLDR: How can I perform inference for the between group differences in a possibly logistic growth with time in the presence of outliers, unequal measurement times and frequency, bounded measurements ...
28 views

Is there an R package that implement the proportional odds assumpion?

is there an R package/function to implement the parallel slope test given a clm (ordinal package) or polr (MASS) package?
60 views

Confidence interval for predicted probabilities

I fitted the following multinomial regression: ...
224 views

How are the standard errors computed for the fitted values from a logistic regression?

When you predict a fitted value from a logistic regression model, how are standard errors computed? I mean for the fitted values, not for the coefficients (which involves Fishers information matrix). ...
43 views

Has anyone written a package in R to calculate diagnostic plots after clogit (conditional logistic regression)? e.g. leverage

Has anyone written a package in R to calculate diagnostic plots after clogit, conditional logistic regression? e.g. leverage. Or ...
139 views

What causes perfect prediction but no significant predictors in logistic regression?

I want to do a logistic regression with R. I have 18 continuous covariates and a sample consisting of 100 observations. When I enter all of the covariates into the ...
131 views

Interpretation of insignificant predictors in logistic regression model

First I should explain what I did, and it might not be right. I have a variable that represents a test outcome, it might be positive or negative. I have a set of observations of one important ...
391 views

Logistic predict.glm() function error: factor has new levels

I fit a logistic on three numeric continuous variables, followed by a categorical factor [Y, N]. ...
138 views

Which model should I use to fit my data ? ordinal and non-ordinal, not normal and not homoscedastic

Here is the kind of data I have: I have two predictor variables: 1) discrete non-ordinal --> c('a','b','c') 2) discrete ordinal --> c(10,100,200,500) Response variable: Proportion of TRUE over a ...
94 views

How do you predict probabilities for specific data in logistic regressions using R?

Consider the Challenger-Disaster: ...
108 views

Probability of what is being predicted in glm

In documentation to glm I read: "For binomial and quasibinomial families the response can also be specified as a factor (when the first level denotes failure and ...
347 views

Interpreting a logistic regression model with multiple predictors

I performed multivariate logistic regression with the dependent variable Y being death at a nursing home within a certain period of entry and got the following ...
189 views

How do you report percentage accuracy for glmnet logistic regression?

I am using glmnet where my dependent variable is binary (class 0, class 1). I want to report percentage accuracy of the model. So I use ...
132 views

Logistic regression with categorical predictor

I'm facing a problem with a binomial glmer model. I want to find if differences in flower presence in pine trees is due to procedence of the tree. My model is as ...
123 views

How to fit a logistic regression for 1 dependent variable and 1 qualitative variable measured twice

I am struggling to fit a simple logistic regression for one dependent value (group) by one independent qualitative variable (dilat) measured twice independently (rater). I try many solutions and ...
99 views

Interpreting Intercept when doing logistic regression with categorical data in R

In R I have a categorical variable that I performed logistic regression on and got the following result: ...
72 views

Overlap between robust glm and weighted glm in R

I sometimes have to vectorise the Huber weights from a robust regression and use them in a lm. Recently I've had to do something similar for a logistic model but I'm slightly worried because I don't ...
134 views

Best subsets with logistic regression in R? [closed]

@Dmitrij Celov posted an answer to the question How to do logistic regression subset selection saying that this paper was a good reference. I was wondering if anyone knows if any of these authors ever ...
28 views

Regression for categorical y and proportional and discrete xs

I have a model with a categorical dependent variable and independent variables that contain a proportional variable also. It appears that multinomial would be an ideal fit, but am not certain on how ...
103 views

Less significant findings using conditional logistic regression

I used regular logistic regression on my dataset and got a few significant hits. However, since the data is 1:1 case-control matched data I decided to try using conditional logistic regression (...