[R] Logistic Regression

[Noah Silverman]

Thanks David,

My apologies for the HTML e-mail.  Its the default of my desktop client.

-N

On 8/4/09 4:03 PM, David Winsemius wrote:
>
> On Aug 4, 2009, at 6:52 PM, Noah Silverman wrote:
>
>> Hmmm..  I'll try that.
>>
>> I recall reading somewhere that the "group" variable had to be 
>> indicated in a special way.
>>
>
> I use lrm and cph all the time ... thank you, Frank Harrell....  and I 
> can assure you that a factor variable or one that has a small number 
> of values causes no problems in estimation. Of course, it helps to 
> have a statistical background so that you know what the output means 
> and can check the predictions against data. In the formula below 
> (assuming v1 and v2 are continuous) the parameter estimates would be 
> the incremental log odds of an event for a group value of <whatever> 
> versus the baseline level of group while controlling for v1 and v2. In 
> "statistical hyperspace" the estimate (on the log odds scale) for a 
> multinomial variable is the distance between hyper-planes of the 
> estimates for the continuous variables.
>
> (And can you stop sending HTML mail to the list, please?)
>
>
>> -N
>>
>> On 8/4/09 3:49 PM, David Winsemius wrote:
>>>
>>>
>>> On Aug 4, 2009, at 6:45 PM, Noah Silverman wrote:
>>>
>>>> I guess I didn't explain it well enough.
>>>>
>>>> I have a number of training examples.  They have 4 fields.
>>>> label, v1, v2, group
>>>>
>>>> The label is binary ("yes", "no")
>>>>
>>>> My  understanding (Quite possible wrong.) was that there was a way 
>>>> to train the LR to estimate probabilities "per group"
>>>>
>>>> In pseudo-code it would be:
>>>> lrm( label ~ v1 + v2, group_by(group)
>>>>
>>>
>>> Why not :
>>>
>>> lrm( label ~ v1 + v2 + group)
>>>
>>> ?
>>>
>>>>
>>>> On 8/4/09 3:41 PM, David Winsemius wrote:
>>>>>
>>>>>
>>>>> On Aug 4, 2009, at 6:38 PM, Noah Silverman wrote:
>>>>>
>>>>>> Thanks David,
>>>>>>
>>>>>> But HOW do I indicate the "grouping" variable in the formula?
>>>>>
>>>>> Hard to tell. You have told us absolutely nothing about the 
>>>>> problem. Discrete variables cause no problems in formulas. Perhaps 
>>>>> one of :
>>>>>
>>>>> ?factor
>>>>> ?cut
>>>>> ?quantile
>>>>>
>>>>>>
>>>>>> Thanks!
>>>>>>
>>>>>> -N
>>>>>>
>>>>>> On 8/4/09 3:37 PM, David Winsemius wrote:
>>>>>>>
>>>>>>>
>>>>>>> On Aug 4, 2009, at 6:33 PM, Noah Silverman wrote:
>>>>>>>
>>>>>>>> Hi,
>>>>>>>>
>>>>>>>> Trying to setup a logistic regression model.  (Something new to 
>>>>>>>> me. I
>>>>>>>> usually use SVM.)
>>>>>>>>
>>>>>>>> The person explaining the concept explained to me that I can 
>>>>>>>> include a
>>>>>>>> "group" variable so that the probabilities predicted by the 
>>>>>>>> model will
>>>>>>>> be "per group"
>>>>>>>>
>>>>>>>> Does this make sense to anyone?
>>>>>>>
>>>>>>> Yes.
>>>>>>>
>>>>>>>> If so, how would I implement this?
>>>>>>>> Using the glm or lrm function?
>>>>>>>
>>>>>>> Yes.
>>>
>>> David Winsemius, MD
>>> Heritage Laboratories
>>> West Hartford, CT
>>>
>
> David Winsemius, MD
> Heritage Laboratories
> West Hartford, CT
>