# [R] gam - Y axis probability scale with confidence/error lines

ONKELINX, Thierry Thierry.ONKELINX at inbo.be
Thu Mar 15 12:17:03 CET 2012

```I find plogis() is easier to remember

all.equal(binomial()\$linkinv(seq(-2, 2, length = 101)), plogis(seq(-2, 2, length = 101)))

ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
Kliniekstraat 25
1070 Anderlecht
Belgium
+ 32 2 525 02 51
+ 32 54 43 61 85
Thierry.Onkelinx op inbo.be
www.inbo.be

To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of.
~ Sir Ronald Aylmer Fisher

The plural of anecdote is not data.
~ Roger Brinner

The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey

-----Oorspronkelijk bericht-----
Van: r-help-bounces op r-project.org [mailto:r-help-bounces op r-project.org] Namens Ben quant
Verzonden: woensdag 14 maart 2012 19:48
Aan: Patrick Breheny
CC: r-help op r-project.org
Onderwerp: Re: [R] gam - Y axis probability scale with confidence/error lines

Thank you. The binomial()\$linkinv() is good to know.

Ben

On Wed, Mar 14, 2012 at 12:23 PM, Patrick Breheny
<patrick.breheny op uky.edu>wrote:

> Actually, I responded a bit too quickly last time, without really
> reading through your example carefully.  You're fitting a logistic
> regression model and plotting the results on the probability scale.
> The better way to do what you propose is to obtain the confidence
> interval on the scale of the linear predictor and then transform to the probability scale, as in:
>
> x <- seq(0,1,by=.01)
> y <- rbinom(length(x),size=1,p=x)
> require(gam)
> fit <- gam(y~s(x),family=binomial)
> pred <- predict(fit,se.fit=TRUE)
> yy <- binomial()\$linkinv(pred\$fit)
> l <- binomial()\$linkinv(pred\$fit-1.**96*pred\$se.fit)
> u <- binomial()\$linkinv(pred\$fit+1.**96*pred\$se.fit)
> plot(x,yy,type="l")
> lines(x,l,lty=2)
> lines(x,u,lty=2)
>
>
> --
> Patrick Breheny
> Assistant Professor
> Department of Biostatistics
> Department of Statistics
> University of Kentucky
>
>
>
>
> On 03/14/2012 01:49 PM, Ben quant wrote:
>
>> That was embarrassingly easy. Thanks again Patrick! Just correcting a
>> little typo to his reply. this is probably what he meant:
>>
>> pred = predict(fit,data.frame(x=xx),**type="response",se.fit=TRUE)
>> upper = pred\$fit + 1.96 * pred\$se.fit lower = pred\$fit - 1.96 *
>> pred\$se.fit
>>
>> # For people who are interested this is how you plot it line by line:
>>
>> plot(xx,pred\$fit,type="l",**xlab=fd\$getFactorName(),ylab=**ylab,ylim=
>> c(min(down),max(up)))
>> lines(xx,upper,type="l",lty='**dashed')
>> lines(xx,lower,type="l",lty='**dashed')
>>
>> In my opinion this is only important if the desired y axis is
>> different than what plot(fit) gives you for a gam fit (i.e fit <-
>> gam(...stuff...)) and you want to plot the confidence intervals.
>>
>> thanks again!
>>
>> Ben
>>
>> On Wed, Mar 14, 2012 at 10:39 AM, Patrick Breheny
>> <patrick.breheny op uky.edu
>> <mailto:patrick.breheny op uky.**edu<patrick.breheny op uky.edu>>>
>> wrote:
>>
>>    The predict() function has an option 'se.fit' that returns what you
>>    are asking for.  If you set this equal to TRUE in your code:
>>
>>    pred <-
>> predict(fit,data.frame(x=xx),_**_type="response",se.fit=TRUE)
>>
>>
>>    will return a list with two elements, 'fit' and 'se.fit'.  The
>>    pointwise confidence intervals will then be
>>
>>    pred\$fit + 1.96*se.fit
>>    pred\$fit - 1.96*se.fit
>>
>>    for 95% confidence intervals (replace 1.96 with the appropriate
>>    quantile of the normal distribution for other confidence levels).
>>
>>    You can then do whatever "stuff" you want to do with them, including
>>    plot them.
>>
>>    --Patrick
>>
>>
>>    On 03/14/2012 10:48 AM, Ben quant wrote:
>>
>>        Hello,
>>
>>        How do I plot a gam fit object on probability (Y axis) vs raw
>>        values (X
>>        axis) axis and include the confidence plot lines?
>>
>>        Details...
>>
>>        I'm using the gam function like this:
>>        l_yx[,2] = log(l_yx[,2] + .0004)
>>        fit<- gam(y~s(x),data=as.data.frame(**__l_yx),family=binomial)
>>
>>
>>        And I want to plot it so that probability is on the Y axis and
>>        values are
>>        on the X axis (i.e. I don't want log likelihood on the Y axis or
>>        the log of
>>        my values on my X axis):
>>
>>        xx<- seq(min(l_yx[,2]),max(l_yx[,2]**__),len=101)
>>        plot(xx,predict(fit,data.__**frame(x=xx),type="response"),_**
>> _type="l",xaxt="n",xlab="**Churn"__,ylab="P(Top
>>
>>        Performer)")
>>        at<- c(.001,.01,.1,1,10)  #<-------------- I'd also like to
>>        generalize
>>        this rather than hard code the numbers
>>        axis(1,at=log(at+ .0004),label=at)
>>
>>        So far, using the code above, everything looks the way I want.
>>        But that
>>        does not give me anything information on
>>        variability/confidence/__**certainty.
>>
>>        How do I get the dash plots from this:
>>        plot(fit)
>>        ...on the same scales as above?
>>
>>        Related question: how do get the dashed values out of the fit
>>        object so I
>>        can do 'stuff' with it?
>>
>>        Thanks,
>>
>>        Ben
>>
>>        PS - thank you Patrick for your help previously.
>>
>>                [[alternative HTML version deleted]]
>>
>>        ______________________________**__________________
>>        R-help op r-project.org <mailto:R-help op r-project.org> mailing list
>>
>> https://stat.ethz.ch/mailman/_**_listinfo/r-help<https://stat.ethz.ch
>> /mailman/__listinfo/r-help>
>>
>>
>> <https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/
>> mailman/listinfo/r-help>
>> >
>>        PLEASE do read the posting guide
>>
>> http://www.R-project.org/__**posting-guide.html<http://www.R-project.
>> org/__posting-guide.html>
>>
>>
>> <http://www.R-project.org/**posting-guide.html<http://www.R-project.o
>> rg/posting-guide.html>
>> >
>>        and provide commented, minimal, self-contained, reproducible code.
>>
>>
>>

[[alternative HTML version deleted]]

______________________________________________
R-help op r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

```

More information about the R-help mailing list