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Plotting the probability curve from a logit model with 10 predictors
7 messages · Abraham Mathew, Bert Gunter, Greg Snow +2 more
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Look at the Predict.Plot and TkPredict functions in the TeachingDemos package. These will not plot all 11 dimensions at once, but will plot 2 of the dimensions conditioned on the others. You can then change the conditioning to see relationships. These use base rather than ggplot graphics.
On Thu, Jul 5, 2012 at 3:39 PM, Abraham Mathew <abmathewks at gmail.com> wrote:
I have a logit model with about 10 predictors and I am trying to plot the
probability curve for the model.
Y=1 = 1 / 1+e^-z where z=B0 + B1X1 + ... + BnXi
If the model had only one predictor, I know to do something like below.
mod1 = glm(factor(won) ~ as.numeric(bid), data=mydat,
family=binomial(link="logit"))
all.x <- expand.grid(won=unique(won), bid=unique(bid))
y.hat.new <- predict(mod1, newdata=all.x, type="response")
plot(bid<-000:250,predict(mod1,newdata=data.frame(bid<-c(000:250)),type="response"),
lwd=5, col="blue", type="l")
I'm not sure how to proceed when I have 10 or so predictors in the logit
model. Do I simply expand the
expand.grid() function to include all the variables?
So my question is how do I form a plot of a logit probability curve when I
have 10 predictors?
would be nice to do this in ggplot2.
Thanks!
--
*Abraham Mathew
Statistical Analyst
www.amathew.com
720-648-0108
@abmathewks*
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Gregory (Greg) L. Snow Ph.D. 538280 at gmail.com
On Jul 6, 2012, at 4:30 PM, Abraham Mathew wrote:
Ok, so let's say I have a logit equation outlined as Y= 2.5 + 3X1 + 2.3X2 + 4X3 + 3.6X4 + 2.2X5 So a one unit increase in X2 is associated with a 2.3 increase in Y,
Assuming, that is, you also understand what Y is. From you comments so far, I have some nagging worries regarding your understanding of that point.
David. > regardless of what the other > predictor values are. So I guess instead of trying to plot of curve > with > all the predictors accounted > for, I should plot each curve by itself. > > I'm still not sure how to do that with so many predictors. > > Any help would be appreciated. > > > > > On Thu, Jul 5, 2012 at 4:23 PM, Bert Gunter <gunter.berton at gene.com> > wrote: > >> You have an about 11-D response surface, not a curve! >> >> -- Bert >> >> On Thu, Jul 5, 2012 at 2:39 PM, Abraham Mathew >> <abmathewks at gmail.com>wrote: >> >>> I have a logit model with about 10 predictors and I am trying to >>> plot the >>> probability curve for the model. >>> >>> Y=1 = 1 / 1+e^-z where z=B0 + B1X1 + ... + BnXi >>> >>> If the model had only one predictor, I know to do something like >>> below. >>> >>> mod1 = glm(factor(won) ~ as.numeric(bid), data=mydat, >>> family=binomial(link="logit")) >>> >>> all.x <- expand.grid(won=unique(won), bid=unique(bid)) >>> y.hat.new <- predict(mod1, newdata=all.x, type="response") >>> >>> plot(bid<-000:250,predict(mod1,newdata=data.frame(bid<- >>> c(000:250)),type="response"), >>> lwd=5, col="blue", type="l") >>> >>> >>> I'm not sure how to proceed when I have 10 or so predictors in the >>> logit >>> model. Do I simply expand the >>> expand.grid() function to include all the variables? >>> >>> So my question is how do I form a plot of a logit probability >>> curve when I >>> have 10 predictors? >>> >>> would be nice to do this in ggplot2. >>> >>> Thanks! >>> >>> >>> -- >>> *Abraham Mathew >>> Statistical Analyst >>> www.amathew.com >>> 720-648-0108 >>> @abmathewks* >>> David Winsemius, MD West Hartford, CT
Try the following:
library(TeachingDemos)
?TkPredict
fit.glm1 <- glm( Species=='virginica' ~ Sepal.Width+Sepal.Length,
data=iris, family=binomial)
TkPredict(fit.glm1)
(you may need to install the TeachingDemos package first if you don't
already have it installed)
You will now see a plot that shows the predicted probability compared
to one of the predictor variables, there are controls that you can
then change which variable is shown on the x axis and what the value
of the other variables are. Play with the controls to see the effects
of the different variables. You can now do the same thing with other
logistic regression models. This also works to show nonlinear
(polynomial, spline, etc.) fits of the variables and interactions.
There is a button that you can click that will show the command to
create the same plot in regular R graphics, and you can then use that
command (and change add=TRUE to overlay multiple ones) to create a
static plot showing the relationship.
On Fri, Jul 6, 2012 at 2:30 PM, Abraham Mathew <abmathewks at gmail.com> wrote:
Ok, so let's say I have a logit equation outlined as Y= 2.5 + 3X1 + 2.3X2 + 4X3 + 3.6X4 + 2.2X5 So a one unit increase in X2 is associated with a 2.3 increase in Y, regardless of what the other predictor values are. So I guess instead of trying to plot of curve with all the predictors accounted for, I should plot each curve by itself. I'm still not sure how to do that with so many predictors. Any help would be appreciated. On Thu, Jul 5, 2012 at 4:23 PM, Bert Gunter <gunter.berton at gene.com> wrote:
You have an about 11-D response surface, not a curve! -- Bert On Thu, Jul 5, 2012 at 2:39 PM, Abraham Mathew <abmathewks at gmail.com>wrote:
I have a logit model with about 10 predictors and I am trying to plot the
probability curve for the model.
Y=1 = 1 / 1+e^-z where z=B0 + B1X1 + ... + BnXi
If the model had only one predictor, I know to do something like below.
mod1 = glm(factor(won) ~ as.numeric(bid), data=mydat,
family=binomial(link="logit"))
all.x <- expand.grid(won=unique(won), bid=unique(bid))
y.hat.new <- predict(mod1, newdata=all.x, type="response")
plot(bid<-000:250,predict(mod1,newdata=data.frame(bid<-c(000:250)),type="response"),
lwd=5, col="blue", type="l")
I'm not sure how to proceed when I have 10 or so predictors in the logit
model. Do I simply expand the
expand.grid() function to include all the variables?
So my question is how do I form a plot of a logit probability curve when I
have 10 predictors?
would be nice to do this in ggplot2.
Thanks!
--
*Abraham Mathew
Statistical Analyst
www.amathew.com
720-648-0108
@abmathewks*
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
--
*Abraham Mathew
Statistical Analyst
www.amathew.com
720-648-0108
@abmathewks*
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Gregory (Greg) L. Snow Ph.D. 538280 at gmail.com
1 day later
Also: require(rms); ?plot.Predict Frank Greg Snow wrote
Try the following:
library(TeachingDemos)
?TkPredict
fit.glm1 <- glm( Species=='virginica' ~ Sepal.Width+Sepal.Length,
data=iris, family=binomial)
TkPredict(fit.glm1)
(you may need to install the TeachingDemos package first if you don't
already have it installed)
You will now see a plot that shows the predicted probability compared
to one of the predictor variables, there are controls that you can
then change which variable is shown on the x axis and what the value
of the other variables are. Play with the controls to see the effects
of the different variables. You can now do the same thing with other
logistic regression models. This also works to show nonlinear
(polynomial, spline, etc.) fits of the variables and interactions.
There is a button that you can click that will show the command to
create the same plot in regular R graphics, and you can then use that
command (and change add=TRUE to overlay multiple ones) to create a
static plot showing the relationship.
On Fri, Jul 6, 2012 at 2:30 PM, Abraham Mathew <abmathewks@> wrote:
Ok, so let's say I have a logit equation outlined as Y= 2.5 + 3X1 + 2.3X2 + 4X3 + 3.6X4 + 2.2X5 So a one unit increase in X2 is associated with a 2.3 increase in Y, regardless of what the other predictor values are. So I guess instead of trying to plot of curve with all the predictors accounted for, I should plot each curve by itself. I'm still not sure how to do that with so many predictors. Any help would be appreciated. On Thu, Jul 5, 2012 at 4:23 PM, Bert Gunter <gunter.berton@> wrote:
You have an about 11-D response surface, not a curve! -- Bert On Thu, Jul 5, 2012 at 2:39 PM, Abraham Mathew <abmathewks@>wrote:
I have a logit model with about 10 predictors and I am trying to plot
the
probability curve for the model.
Y=1 = 1 / 1+e^-z where z=B0 + B1X1 + ... + BnXi
If the model had only one predictor, I know to do something like below.
mod1 = glm(factor(won) ~ as.numeric(bid), data=mydat,
family=binomial(link="logit"))
all.x <- expand.grid(won=unique(won), bid=unique(bid))
y.hat.new <- predict(mod1, newdata=all.x, type="response")
plot(bid<-000:250,predict(mod1,newdata=data.frame(bid<-c(000:250)),type="response"),
lwd=5, col="blue", type="l")
I'm not sure how to proceed when I have 10 or so predictors in the
logit
model. Do I simply expand the
expand.grid() function to include all the variables?
So my question is how do I form a plot of a logit probability curve
when I
have 10 predictors?
would be nice to do this in ggplot2.
Thanks!
--
*Abraham Mathew
Statistical Analyst
www.amathew.com
720-648-0108
@abmathewks*
[[alternative HTML version deleted]]
______________________________________________ R-help@ mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
--
*Abraham Mathew
Statistical Analyst
www.amathew.com
720-648-0108
@abmathewks*
[[alternative HTML version deleted]]
______________________________________________ R-help@ mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
-- Gregory (Greg) L. Snow Ph.D. 538280@
______________________________________________ R-help@ mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/Plotting-the-probability-curve-from-a-logit-model-with-10-predictors-tp4635563p4635846.html Sent from the R help mailing list archive at Nabble.com.