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

Michal Figurski figurski at mail.med.upenn.edu
Mon Jul 21 17:04:14 CEST 2008


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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