Skip to content

GLM: Classification problem. Help!

3 messages · Jay, Max Kuhn, David Winsemius

Jay
#
Hello,
I need help with this. Let's say that I have n features that I want to use
to predict which class an observation belongs to. Using training data I try
to do the following:
However, when I run the model on my test data I receive predictions that
have continuous values. I.e. if I have the classes 0 and 1 in "results" I
get predictions of 0.234235 and so on.
How do I force the output to be just 0 or 1? What am I missing?


Thanks!
John
#
A trip to the help page. predict.glm has details on the "type"
argument specific to this situation:

"the type of prediction required. The default is on the scale of the
linear predictors; the alternative "response" is on the scale of the
response variable. Thus for a default binomial model the default
predictions are of log-odds (probabilities on logit scale) and type =
"response" gives the predicted probabilities. The "terms" option
returns a matrix giving the fitted values of each term in the model
formula on the linear predictor scale."

You will have to do the conversion to the class estimate.
#
On Nov 18, 2009, at 5:12 PM, J_Laberga wrote:

            
The fact that predict gives you probabilities? If you want a decision,  
then you need to specify a decision rule, i.e. a threshold.
David Winsemius, MD
Heritage Laboratories
West Hartford, CT