[Rd] using predict method with an offset
Heather Turner
Heather.Turner at warwick.ac.uk
Fri Feb 27 10:57:38 CET 2009
Hi Ken,
First of all, whether you specify the offset by the argument or in the
formula, your code requires that q25 is the same length as the variable
Contr. You can set this up by defining your new data as follows:
nd <- data.frame( Contr = cc , q25 = qlogis(0.25))
This sorts out the problem of the warnings/errors. Secondly your two
calls to predict give different results because you have not specified
the same type - the first is predicting on the response scale and the
second is predicting on the link scale. If you use
predict(c1.glm, newdata = nd, type = "response")
predict(c1f.glm, newdata = nd, type = "response")
you get the same result. This does seem to go against the documentation
however, so it would seem that the paragraph you quoted should be taken
out of the help file for predict.lm.
Best wishes,
Heather
Kenneth Knoblauch wrote:
> Hi,
>
> I have run into another problem using offsets, this time with
> the predict function, where there seems to be a contradiction
> again between the behavior and the help page.
>
> On the man page for predict.lm, it says
>
> Offsets specified by offset in the fit by lm will not be included in
> predictions, whereas those specified by an offset term in the formula
> will be.
>
> While it indicates nothings about offsets under ?predict.glm, predict.glm
> calls predict.lm. when there is a newdata argument.
>
> In the example below, the behavior is the opposite of the help
> page, if I am understanding it correctly, and a warning is thrown
> when it does seem to work as desired.
>
> c1 <- structure(list(Contr = c(0.028, 0.043, 0.064, 0.097, 0.146, 0.219
> ), Correct = c(34L, 57L, 94L, 152L, 160L, 160L), Incorrect = c(126L,
> 103L, 66L, 8L, 0L, 0L)), .Names = c("Contr", "Correct", "Incorrect"
> ), row.names = c("13", "15", "17", "19", "21", "23"), class = "data.frame")
>
> q25 <- rep( qlogis( 0.25 ), nrow(c1) )
>
> # offset defined in arguments
> c1.glm <- glm( cbind(Correct, Incorrect) ~ Contr - 1, binomial,
> c1, offset = q25 )
> # offset defined in formula
> c1f.glm <- glm( cbind(Correct, Incorrect) ~ Contr + offset(q25) -1,
> binomial, c1 )
> cc <- seq( 0, 1, len = 10 )
> nd <- data.frame( Contr = cc )
>
> When predict used with model for which offset was defined in
> the arguments, offset is taken into account and a warning
> is emitted.
>
> predict(c1.glm, newdata = nd, type = "response")
>
> 1 2 3 4 5 6 7
> 0.2500000 0.8859251 0.9945037 0.9997628 0.9999898 0.9999996 1.0000000
> 8 9 10
> 1.0000000 1.0000000 1.0000000
> Warning message:
> In predictor + offset :
> longer object length is not a multiple of shorter object length
>
> When predict used with model for which offset was defined in
> the formula, an error occurs
>
> predict( c1f.glm, newdata = nd )
>
> Error in model.frame.default(Terms, newdata, na.action = na.action, xlev
> = object$xlevels) :
> variable lengths differ (found for 'offset(q25)')
>
> even if a column for offset is included in newdata,
>
> ndf <- cbind( nd, "offset(q25)" = rep( qlogis(0.25), length(cc) ) )
> predict( c1f.glm, newdata = ndf )
>
> Error in model.frame.default(Terms, newdata, na.action = na.action, xlev
> = object$xlevels) :
> variable lengths differ (found for 'offset(q25)')
>
> unless there is a special way to specify the offset to predict
> that I haven't been able to figure out.
>
> traceback indicates the problem, again, with model.frame.default
>
> Thank you for any clarification.
>
> best,
>
> Ken
>
>
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