[R] Logistic regression: At times correlation matrix of coefficients gets messed up
Pankaj Choudhary
pankaj at utdallas.edu
Tue Jan 21 03:29:03 CET 2003
Hi,
When I include a categorical variable (RACE with 3 levels - "white",
"black" and "other") in my logistic regression model, the correlation
matrix of the coefficients gets messed up. I get something like:
-----------------------------------------
Correlation of Coefficients:
( A L RACEb
AGE , 1
LWT , 1
RACEblack 1
RACEother . .
attr(,"legend")
[1] 0 ` ' 0.3 `.' 0.6 `,' 0.8 `+' 0.9 `*' 0.95 `B' 1
-------------------------------------
I couldn't figure out how to interpret it. Here is the sequence of
commands and the complete output. (I am using R 1.6.2)
-----------------------------------------
> lowbwt.alr <- glm(LOW~AGE+LWT+RACE, family=binomial, data=lowbwt)
> summary(lowbwt.alr, correlation=TRUE)
Call:
glm(formula = LOW ~ AGE + LWT + RACE, family = binomial, data = lowbwt)
Deviance Residuals:
Min 1Q Median 3Q Max
-1.4052 -0.8946 -0.7209 1.2484 2.0982
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) 1.306741 1.069558 1.222 0.2218
AGE -0.025524 0.033244 -0.768 0.4426
LWT -0.014353 0.006521 -2.201 0.0277 *
RACEblack 1.003821 0.497957 2.016 0.0438 *
RACEother 0.443460 0.360184 1.231 0.2182
---
Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
(Dispersion parameter for binomial family taken to be 1)
Null deviance: 234.67 on 188 degrees of freedom
Residual deviance: 222.66 on 184 degrees of freedom
AIC: 232.66
Number of Fisher Scoring iterations: 3
Correlation of Coefficients:
( A L RACEb
AGE , 1
LWT , 1
RACEblack 1
RACEother . .
attr(,"legend")
[1] 0 ` ' 0.3 `.' 0.6 `,' 0.8 `+' 0.9 `*' 0.95 `B' 1
---------------------------------------------------------------------
Strangely enough, when I just use (AGE and RACE) or (LWT and RACE) or
(AGE and LWT) or just RACE as the explanatory variable(s), there is no
problem.
Am I doing something wrong? I will greatly appreciate any help.
With best wishes,
Pankaj Choudhary
U. of Texas at Dallas
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