[R] More Logistic Regression Tools?

[Peter Dalgaard BSA]

Eric Rescorla <ekr at rtfm.com> writes:

> I've been using R to do logistic regresssion, and that's working
> well, but there are two things I haven't figured out how to do.
> 
> (1) Is there some pre-existing function that will let you compute the
>     odds ratios and confidence intervals for them for a specific fit. I know
>     how to do this manually or even write a function that I can call with
>     the coefficients and se, but extending the printing function was a
>     little more work than I expected.
> 
>     I.e. I'm looking for something where you'd type
>     odds.ratios(fit)
> 
>     and get:
> 
>     Coefficient		Odds ratio	95%	CI
>     XXX			5.2		1.5	7.2

My favourite version of this is

library(MASS)
example(glm)
exp(cbind(coef(glm.D93),confint(glm.D93)))

(OK, so that's a Poisson regression, not a logistic one, but you get
the picture.) Notice that rather than est.+-2SE it gives you
likelihood ratio profiling, which is hardly worth not doing these
days.
     
>     etc.
> 
> (2) I'd like to compute goodness-of-fit statistics for my fit
>     (Hosmer-Lemeshow, Pearson, etc.). I didn't see a package that
>     did this. Have I missed one?

As I understand it, some of these methods are rather unreliable. It
might be a good idea to hear if Frank Harrell has anything to say.
Last time someone requested a g-o-f statistic, he said that he
regretted ever implementing it in SAS....

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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