[R] Coefficients of Logistic Regression from bootstrap - how to get them?

From: Michal Figurski <figurski_at_mail.med.upenn.edu>
Date: Mon, 21 Jul 2008 11:04:14 -0400


Hello all,

I am trying to optimize my logistic regression model by using bootstrap. I was previously using SAS for this kind of tasks, but I am now switching to R.

My data frame consists of 5 columns and has 109 rows. Each row is a single record composed of the following values: Subject_name, numeric1, numeric2, numeric3 and outcome (yes or no). All three numerics are used to predict outcome using LR.

In SAS I have written a macro, that was splitting the dataset, running LR on one half of data and making predictions on second half. Then it was collecting the equation coefficients from each iteration of bootstrap. Later I was just taking medians of these coefficients from all iterations, and used them as an optimal model - it really worked well!

Now I want to do the same in R. I tried to use the 'validate' or
'calibrate' functions from package "Design", and I also experimented
with function 'sm.binomial.bootstrap' from package "sm". I tried also the function 'boot' from package "boot", though without success - in my
case it randomly selected _columns_ from my data frame, while I wanted it to select _rows_.

Though the main point here is the optimized LR equation. I would appreciate any help on how to extract the LR equation coefficients from any of these bootstrap functions, in the same form as given by 'glm' or
'lrm'.

Many thanks in advance!

-- 
Michal J. Figurski
HUP, Pathology & Laboratory Medicine
Xenobiotics Toxicokinetics Research Laboratory
3400 Spruce St. 7 Maloney
Philadelphia, PA 19104
tel. (215) 662-3413

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Received on Mon 21 Jul 2008 - 15:10:55 GMT

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