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

Date: Wed 04 May 2005 - 18:37:54 EST

Date: Wed 04 May 2005 - 18:37:54 EST

On Wed, 4 May 2005, Maciej [iso-8859-2] BliziDski wrote:

> I'd like to create a model with a factor-type response variable. This is

*> an example:
*

What you have done here is to fit a logistic regression. The interpretation of that is covered in many good books: for example there are plots of the predicted values in MASS4.

I do wonder if that is what you intended, though. You have fitted a model of 'two or three' vs 'one'. You may have intended a multinomial logistic model: again MASS4 has details of such models.

>> mydata <- data.frame(factor_var = as.factor(c(rep('one', 100), rep('two', 100), rep('three', 100))), real_var = c(rnorm(150), rnorm(150) + 5))

*>> summary(mydata)
**> factor_var real_var
**> one :100 Min. :-2.742877
**> three:100 1st Qu.:-0.009493
**> two :100 Median : 2.361669
**> Mean : 2.490411
**> 3rd Qu.: 4.822394
**> Max. : 6.924588
**>> mymodel = glm(factor_var ~ real_var, family = 'binomial', data = mydata)
**>> summary(mymodel)
**>
**> Call:
**> glm(formula = factor_var ~ real_var, family = "binomial", data = mydata)
**>
**> Deviance Residuals:
**> Min 1Q Median 3Q Max
**> -1.7442 -0.6774 0.1849 0.3133 2.1187
**>
**> Coefficients:
**> Estimate Std. Error z value Pr(>|z|)
**> (Intercept) -0.6798 0.1882 -3.613 0.000303 ***
**> real_var 0.8971 0.1066 8.417 < 2e-16 ***
**> ---
**> Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
**>
**> (Dispersion parameter for binomial family taken to be 1)
**>
**> Null deviance: 381.91 on 299 degrees of freedom
**> Residual deviance: 213.31 on 298 degrees of freedom
**> AIC: 217.31
**>
**> Number of Fisher Scoring iterations: 6
**>
**> ---------------------------------------------------------------------
**>
**> For models with real-type response variable it's easy to figure out,
**> what's the equation for the response variable (in the model). But here
**> - how do I interpret the model?
*

-- 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 Wed May 04 18:45:10 2005

*
This archive was generated by hypermail 2.1.8
: Fri 03 Mar 2006 - 03:31:33 EST
*