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Difference between revisions of "Logistic regression"
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ylabel('Probability of passing the exam (-)'); | ylabel('Probability of passing the exam (-)'); | ||
</pre> | </pre> | ||
==R example== | |||
<pre> | |||
noquote ("---------------------------------------------------------------------------------------------------") | |||
noquote ("A script in R to learn about logistic regression") | |||
noquote ("---------------------------------------------------------------------------------------------------") | |||
# Load library | |||
library(rms) | |||
# Data from example on 'Logistic regression' page of Wikipedia - https://en.wikipedia.org/wiki/Logistic_regression | |||
y=c( 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1 ) | |||
x=c( 0.50, 0.75, 1.00, 1.25, 1.50, 1.75, 1.75, 2.00, 2.25, 2.50, 2.75, 3.00, 3.25, 3.50, 4.00, 4.25, 4.50, 4.75, 5.00, 5.50 ) | |||
# Make dataframe | |||
mydata=data.frame(x,y) | |||
# Create logistic regression model | |||
mylrm=lrm(y~x, mydata) | |||
z=predict(mylrm) | |||
# Definite the logistic function | |||
# https://www.dataquest.io/blog/write-functions-in-r/ | |||
logit <- function(t) { | |||
sigma=1/(1+exp(-t)) | |||
return(sigma) | |||
} | |||
# Get p values from the z values | |||
logit(z) | |||
ypred=logit(z) | |||
# Get the coefficients from the LR model | |||
options(digits=20) | |||
coef(mylrm) | |||
# Calculating the p values using the equation | |||
beta0=-4.0777133660750397581 | |||
beta1=1.5046454013690906404 | |||
ycalc=1/(1+exp(-(beta0+beta1*x))) | |||
# Check the calculation | |||
noquote("The check...") | |||
ycalc-ypred | |||
# Add ycalc to dataframe | |||
mydata=data.frame(x,y,ypred) | |||
# Plot result | |||
plot(x,ypred, main="Probability of Passing versus Time Studied", ylab="Probability of Passing", xlab="Time Studied in Hours") | |||
# Show results | |||
options(digits=7) | |||
noquote("The model...") | |||
mylrm | |||
noquote("The input values and predicted values...") | |||
mydata | |||
noquote("Done calculation!") | |||
</pre> | |||
===Output=== | |||
<pre> | |||
[1] --------------------------------------------------------------------------------------------------- | |||
[1] A script in R to learn about logistic regression | |||
[1] --------------------------------------------------------------------------------------------------- | |||
[1] The check... | |||
[1] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 | |||
[1] The model... | |||
Logistic Regression Model | |||
lrm(formula = y ~ x, data = mydata) | |||
Model Likelihood Discrimination Rank Discrim. | |||
Ratio Test Indexes Indexes | |||
Obs 20 LR chi2 11.67 R2 0.589 C 0.895 | |||
0 10 d.f. 1 R2(1,20) 0.413 Dxy 0.790 | |||
1 10 Pr(> chi2) 0.0006 R2(1,15) 0.509 gamma 0.798 | |||
max |deriv| 1e-07 Brier 0.137 tau-a 0.416 | |||
Coef S.E. Wald Z Pr(>|Z|) | |||
Intercept -4.0777 1.7610 -2.32 0.0206 | |||
x 1.5046 0.6287 2.39 0.0167 | |||
[1] The input values and predicted values... | |||
x y ypred | |||
1 0.50 0 0.03471034 | |||
2 0.75 0 0.04977295 | |||
3 1.00 0 0.07089196 | |||
4 1.25 0 0.10002862 | |||
5 1.50 0 0.13934447 | |||
6 1.75 0 0.19083651 | |||
7 1.75 1 0.19083651 | |||
8 2.00 0 0.25570318 | |||
9 2.25 1 0.33353024 | |||
10 2.50 0 0.42162653 | |||
11 2.75 1 0.51501086 | |||
12 3.00 0 0.60735864 | |||
13 3.25 1 0.69261733 | |||
14 3.50 0 0.76648083 | |||
15 4.00 1 0.87444750 | |||
16 4.25 1 0.91027764 | |||
17 4.50 1 0.93662366 | |||
18 4.75 1 0.95561071 | |||
19 5.00 1 0.96909707 | |||
20 5.50 1 0.98519444 | |||
[1] Done calculation! | |||
</pre> | |||
==See also== | ==See also== | ||