From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>

Date: Thu 14 Apr 2005 - 02:42:25 EST

Date: Thu 14 Apr 2005 - 02:42:25 EST

On Wed, 13 Apr 2005, Federico Calboli wrote:

> I have a problem with weighted logistic regression. I have a number of

*> SNPs and a case/control scenario, but not all genotypes are as
**> "guaranteed" as others, so I am using weights to downsample the
**> importance of individuals whose genotype has been heavily "inferred".
**>
**> My data is quite big, but with a dummy example:
**>
**>> status <- c(1,1,1,0,0)
**>> SNPs <- matrix( c(1,0,1,0,0,0,0,1,0,1,0,1,0,1,1), ncol =3)
**>> weight <- c(0.2, 0.1, 1, 0.8, 0.7)
**>> glm(status ~ SNPs, weights = weight, family = binomial)
**>
**> Call: glm(formula = status ~ SNPs, family = binomial, weights = weight)
**>
**> Coefficients:
**> (Intercept) SNPs1 SNPs2 SNPs3
**> -2.079 42.282 -18.964 NA
**>
**> Degrees of Freedom: 4 Total (i.e. Null); 2 Residual
**> Null Deviance: 3.867
**> Residual Deviance: 0.6279 AIC: 6.236
**> Warning messages:
**> 1: non-integer #successes in a binomial glm! in: eval(expr, envir,
**> enclos)
**> 2: fitted probabilities numerically 0 or 1 occurred in: glm.fit(x = X, y
**> = Y, weights = weights, start = start, etastart = etastart,
**>
**> NB I do not get warning (2) for my data so I'll completely disregard it.
**>
**> Warning (1) looks suspiciously like a multiplication of my C/C status by
**> the weights... what exacly is glm doing with the weight vector?
*

Using it in the GLM definition. If you specify 0<=y_i<=1 and weights a_i, this is how you specify Binomial(a_i, a_iy_i). Look up any book on GLMs and see what it says about the binomial. E.g. MASS4 pp. 184, 190.

> In any case, how would I go about weighting my individuals in a logistic

*> regression?
*

-- Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.htmlReceived on Thu Apr 14 02:46:23 2005

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