[R] Predicting probabilities from a logistic regression by hand (in code)
David Winsemius
dwinsemius at comcast.net
Sat Jan 18 07:49:17 CET 2014
On Jan 16, 2014, at 6:53 PM, erikpukinskis wrote:
> Thanks for looking at this, I've been tearing my hair out for a day or so
> now.
>
> I have done a multiple variable logistic regression in R, and obtained my
> coefficients. I am able to make predictions for the training data in R
> without problem. But now I would like to create a prediction model in Ruby
> (that was the original point of doing the regression) and I'm having some
> trouble.
>
> Basically, my equation is:
>
> predicted_logit = K + v1*c1 + v2*c2 + ... vn*cn
> odds_ratio = e^predicted_logit/(1+e^predicted_logit)
>
> But it always seems to either give 1.0 or 0.0! The output of predict() in R
> is generally something nice and soft like 0.5578460!
>
> I realize not everyone knows Ruby, but I'll include my code here for
> reference:
>
> # These are the coefficients that R gives me from my logistic regression:
> intercept = 0.2700309
>
> coefficients = {
> high: 1.0136028,
> low: 1.0016712,
> germ_mean: 1.0233327,
> gdds: 0.9990283,
> early_gdds: 0.9986464,
> mid_gdds: 1.0002979,
> late_gdds: 0
> }
If you are going to write ruby code, then why post to an R mailing list?
--
David.
>
> # And this is what R predicts for one datum:
> #
> # outcome high low germ_mean gdds early_gdds mid_gdds late_gdds p_success
> # 1 1 73 28 40 119 0 91 28 0.5578460
> # ...
>
> # So to get my own p_success, first I multiply each coefficient by it's
> input data
> period = {:high=>73, :low=>28, :germ_mean=>40, :gdds=>119, :early_gdds=>0,
> :mid_gdds=>91, :late_gdds=>28}
> products = coefficients.map {|name,value| period[name]*value }
>
> # Then I add those together and add that to the intercept
> predicted_logit = intercept + products.sum
>
> # Then my probability should be e^predicted_logit over 1 +
> e^predicted_logit:
> odds_ratio = Math.exp(predicted_logit) / (1 + Math.exp(predicted_logit))
>
> # But the odds ratio comes out as 1.0, not 0.5578460 like R predicts.
>
>
>
> --
> View this message in context: http://r.789695.n4.nabble.com/Predicting-probabilities-from-a-logistic-regression-by-hand-in-code-tp4683713.html
> Sent from the R help mailing list archive at Nabble.com.
>
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> and provide commented, minimal, self-contained, reproducible code.
David Winsemius
Alameda, CA, USA
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