[R] Possible bug with lrm.fit in Design Library
Frank E Harrell Jr
f.harrell at vanderbilt.edu
Fri Aug 21 14:59:04 CEST 2009
Noah to use predict, nomogram, summary, anova, etc. you need the fit
object to be from the high level function (e.g., lrm).
Frank
Noah Silverman wrote:
> Hi,
>
> I've come across a strange error when using the lrm.fit function and the
> subsequent predict function.
>
> The model is created very quickly and can be verified by printing it on
> the console. Everything looks good. (In fact, the performance measures
> are rather nice.)
>
> Then, I want to use the model to predict some values. I get the
> following error: "fit was not created by a Design library fitting function"
>
> This is the exact same data and process I'm using with the lrm
> function. I thought I'd try lrm.fit to see if the results where better.
>
> Since the model WAS created by a function of the Design library, I can't
> see how it would then be rejected.
>
> Below is the session transcript:
>
> --------------------------------------------------------------------------------
>
> > fmodel <- lrm.fit(cbind(trainlogdata$v1, trainlogdata$v2),
> trainlogdata$label)
> > fmodel
>
> Logistic Regression Model
>
> lrm.fit(x = cbind(trainlogdata$v1, trainlogdata$v2), y =
> trainlogdata$label)
>
>
> Frequencies of Responses
> 0 1
> 20988 6684
>
> Obs Max Deriv Model L.R. d.f. P C
> Dxy
> 27672 8e-13 3876.12 2 0 0.744
> 0.488
> Gamma Tau-a R2 Brier
> 0.49 0.179 0.195 0.157
>
> Coef S.E. Wald Z P
> Intercept -2.890 0.04318 -66.92 0
> x[1] 5.864 0.23341 25.12 0
> x[2] 4.479 0.17256 25.95 0
>
> > predictions <- predict(fmodel, trainlogdata, type="fitted");
> Error in getOldDesign(fit) :
>
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--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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