Hello
in logistic regression,
I want to know that it is possible to get probability values of each
predictors by
using following formula for each predictor one by one (keeping constant
the others)
<<< exp(coef)/(1+exp(coef)) >>>
thanks in advance
Ahmet Temiz
______________________________________
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The views and opinions expressed in this e-mail message are the ... {{dropped}}
coefficient of logistic regression
8 messages · orkun, John Fox, Thomas W Blackwell
At 11:54 AM 6/3/2003 +0300, orkun wrote:
in logistic regression, I want to know that it is possible to get probability values of each predictors by using following formula for each predictor one by one (keeping constant the others) <<< exp(coef)/(1+exp(coef)) >>>
Dear Ahmet, This will almost surely give you nonsense, since it produces a fitted probability ignoring the constant in the model (assuming that there is one), setting other predictors to 0 and the predictor in question to 1. What is it that you want to do? I hope that this helps, John ----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: jfox at mcmaster.ca phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox
John Fox wrote:
At 11:54 AM 6/3/2003 +0300, orkun wrote:
in logistic regression, I want to know that it is possible to get probability values of each predictors by using following formula for each predictor one by one (keeping constant the others) <<< exp(coef)/(1+exp(coef)) >>>
Dear Ahmet, This will almost surely give you nonsense, since it produces a fitted probability ignoring the constant in the model (assuming that there is one), setting other predictors to 0 and the predictor in question to 1. What is it that you want to do? I hope that this helps, John ----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: jfox at mcmaster.ca phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox -----------------------------------------------------
thank you
Say, I just want to find each predictor's particular effect on dependent
variables.
Actual model is to prepare landslide susceptibility map on GIS. So I
want to know
what the effect as probability value comes from each predictor. For
instane what is the effect
of slope on landslide susceptibility. Should I keep others constant ?
kind regards
______________________________________
______________________________________
The views and opinions expressed in this e-mail message are the ... {{dropped}}
Ahmet - In a logistic regression model, fitted probabilities make sense for individual cases (rows in the data set), as well as for future cases (predictions) for which no outcome (success or failure) has been observed yet. Fitted probabilities are calculated from the matrix formula: Pr[success] = exp( X %*% beta) / (1 + exp( X %*% beta) where X is an [n x (p+1)] matrix, containing all p predictor variables as columns, preceded by a column of 1s for the intercept, and beta is the [(p+1) x 1] vector of logistic regression coefficients. One can interpret the sign and the magnitude of an individual regression coeffient by saying that an increase of 1 unit in predictor variable [i] will increase or decrease the odds of success by a multiplier of exp(beta[i]). When beta[i] > 0 the odds increase, because exp(beta[i]) > 1, and when beta[i] < 0 the odds decrease, because exp(beta[i]) < 1. I hope this explanation helps. - tom blackwell - u michigan medical school - ann arbor -
On Tue, 3 Jun 2003, orkun wrote:
Hello in logistic regression, I want to know that it is possible to get probability values of each predictors by using following formula for each predictor one by one (keeping constant the others) <<< exp(coef)/(1+exp(coef)) >>> thanks in advance Ahmet Temiz
Dear Ahmet, Sorry for the slow response, but I've been busy all today, coincidentally teaching a workshop on logistic regression. Tom Blackwell sent you a useful suggestion for interpreting coefficients on the odds scale. If you want to trace out the partial relationship of the fitted probability of response to a particular predictor holding others constant, you can set the other predictors to typical values and let the predictor in question vary over its range, transforming the fitted log-odds to the probability scale. You may be interested in my effects package (on CRAN or at <http://socserv.socsci.mcmaster.ca/jfox/Misc/effects/index.html>), which makes these kinds of displays for linear and generalized-linear models, including those with interactions. Regards, John
At 03:06 PM 6/3/2003 +0300, orkun wrote:
John Fox wrote:
At 11:54 AM 6/3/2003 +0300, orkun wrote:
in logistic regression, I want to know that it is possible to get probability values of each predictors by using following formula for each predictor one by one (keeping constant the others) <<< exp(coef)/(1+exp(coef)) >>>
Dear Ahmet, This will almost surely give you nonsense, since it produces a fitted probability ignoring the constant in the model (assuming that there is one), setting other predictors to 0 and the predictor in question to 1. What is it that you want to do? I hope that this helps, John
thank you Say, I just want to find each predictor's particular effect on dependent variables. Actual model is to prepare landslide susceptibility map on GIS. So I want to know what the effect as probability value comes from each predictor. For instane what is the effect of slope on landslide susceptibility. Should I keep others constant ? kind regards
----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: jfox at mcmaster.ca phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox
John Fox wrote:
Dear Ahmet, Sorry for the slow response, but I've been busy all today, coincidentally teaching a workshop on logistic regression. Tom Blackwell sent you a useful suggestion for interpreting coefficients on the odds scale. If you want to trace out the partial relationship of the fitted probability of response to a particular predictor holding others constant, you can set the other predictors to typical values and let the predictor in question vary over its range, transforming the fitted log-odds to the probability scale. You may be interested in my effects package (on CRAN or at <http://socserv.socsci.mcmaster.ca/jfox/Misc/effects/index.html>), which makes these kinds of displays for linear and generalized-linear models, including those with interactions. Regards, John At 03:06 PM 6/3/2003 +0300, orkun wrote:
John Fox wrote:
At 11:54 AM 6/3/2003 +0300, orkun wrote:
in logistic regression, I want to know that it is possible to get probability values of each predictors by using following formula for each predictor one by one (keeping constant the others) <<< exp(coef)/(1+exp(coef)) >>>
Dear Ahmet, This will almost surely give you nonsense, since it produces a fitted probability ignoring the constant in the model (assuming that there is one), setting other predictors to 0 and the predictor in question to 1. What is it that you want to do? I hope that this helps, John
thank you Say, I just want to find each predictor's particular effect on dependent variables. Actual model is to prepare landslide susceptibility map on GIS. So I want to know what the effect as probability value comes from each predictor. For instane what is the effect of slope on landslide susceptibility. Should I keep others constant ? kind regards
----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: jfox at mcmaster.ca phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox -----------------------------------------------------
Dear Mr. Fox
thank you very much all.
Because of related to your answer. I ask you directly if you don't mind
I studied several ways after my email.
I wonder whether pgeo<-predict.glm(glm.ob,type="terms")
gives same result with probability value I asked before.
I tried on it. But it gives "Error in rep(1/n,n) %*%
model.matrix(object): non conformable
arguments" .
By the way , your teaching notes is available on the internet ?
cordially
can y
______________________________________
______________________________________
The views and opinions expressed in this e-mail message are the ... {{dropped}}
Thomas W Blackwell wrote:
Ahmet - In a logistic regression model, fitted probabilities make sense for individual cases (rows in the data set), as well as for future cases (predictions) for which no outcome (success or failure) has been observed yet. Fitted probabilities are calculated from the matrix formula: Pr[success] = exp( X %*% beta) / (1 + exp( X %*% beta) where X is an [n x (p+1)] matrix, containing all p predictor variables as columns, preceded by a column of 1s for the intercept, and beta is the [(p+1) x 1] vector of logistic regression coefficients. One can interpret the sign and the magnitude of an individual regression coeffient by saying that an increase of 1 unit in predictor variable [i] will increase or decrease the odds of success by a multiplier of exp(beta[i]). When beta[i] > 0 the odds increase, because exp(beta[i]) > 1, and when beta[i] < 0 the odds decrease, because exp(beta[i]) < 1. I hope this explanation helps. - tom blackwell - u michigan medical school - ann arbor - On Tue, 3 Jun 2003, orkun wrote:
Hello in logistic regression, I want to know that it is possible to get probability values of each predictors by using following formula for each predictor one by one (keeping constant the others) <<< exp(coef)/(1+exp(coef)) >>> thanks in advance Ahmet Temiz
Dear Mr. Fox
thank you very much all.
So, using the formula -exp(coef)/(1+exp(coef))- for getting probability
of each predictor is correct.
Because of related to your answer. I ask you directly if you don't mind
I studied several ways after my email.
I wonder whether pgeo<-predict.glm(glm.ob,type="terms")
gives same result with probability value I asked before.
I tried on it. But it gives "Error in rep(1/n,n) %*%
model.matrix(object): non conformable
arguments" .
could you tell me why ?
cordially
______________________________________
______________________________________
The views and opinions expressed in this e-mail message are the ... {{dropped}}
1 day later
Dear can y,
At 03:04 PM 6/4/2003 +0300, orkun wrote:
[previous messages deleted]
Dear Mr. Fox thank you very much all. Because of related to your answer. I ask you directly if you don't mind I studied several ways after my email. I wonder whether pgeo<-predict.glm(glm.ob,type="terms") gives same result with probability value I asked before. I tried on it. But it gives "Error in rep(1/n,n) %*% model.matrix(object): non conformable arguments" .
I don't know why this doesn't work for you -- it works for me. I don't think that this will give you what you want, however: setting type="terms" produces the (centred) term-wise components of the fitted values on the scale of the linear predictor (i.e., the logit scale). I think that the responses that you got previously from Tom Blackwell and from me answer your question.
By the way , your teaching notes is available on the internet ?
They are, along with other course materials, at <http://www.math.yorku.ca/SCS/spida/glm/>. Unfortunately, these workshops were taught using SAS rather than R (not my choice). John ----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: jfox at mcmaster.ca phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox