[R] About logistic regression
David Winsemius
dwinsemius at comcast.net
Thu Apr 1 14:39:48 CEST 2010
On Apr 1, 2010, at 8:19 AM, Silvano wrote:
> Hi,
>
> I have a dichotomous variable (Q1) whose answers are Yes or No.
> Also I have 2 categorical explanatory variables (V1 and V2) with two
> levels each.
>
> I used logistic regression to determine whether there is an effect
> of V1, V2 or an interaction between them.
>
> I used the R and SAS, just for the conference. It happens that there
> is disagreement about the effect of the explanatory variables
> between the two softwares.
Not really. You are incorrectly interpreting what SAS is reporting to
you, although in your defense I think it is SAS's fault, and that what
SA is reproting is nonsensical.
>
> R:
> q1 = glm(Q1~grau*genero, family=binomial, data=dados)
> anova(q1, test="Chisq")
>
> Df Deviance Resid. Df Resid. Dev P(>|Chi|)
> NULL 202 277.82
> grau 1 4.3537 201 273.46 0.03693 *
> genero 1 1.4775 200 271.99 0.22417
> grau:genero 1 0.0001 199 271.99 0.99031
>
> SAS:
> proc logistic data=psico;
> class genero (param=ref ref='0') grau (param=ref ref='0');
> model Q1 = grau genero grau*genero / expb;
> run;
> Type 3 Analysis of Effects
> Wald
> Effect DF Chi-Square Pr > ChiSq
>
> grau 1 1.6835 0.1945
> genero 1 0.7789 0.3775
> genero*grau 1 0.0002 0.9902
I'm having difficulty figuring our how "type 3" analysis makes any
sense in this situation. Remember that "type 3" analysis supposedly
gives you an estimate for a covariate that is independent of its order
of entry. How could you sensible be adding either of those "main
effects" terms to a model that already had the interaction and the
other covariate in it already? The nested model perspective offered by
R seems much more sensible.
--
David
>
> The parameters estimates are the same for both.
> Coefficients:
> Estimate Std. Error z value Pr(>|z|)
> (Intercept) 0.191055 0.310016 0.616 0.538
> grau 0.562717 0.433615 1.298 0.194
> genero -0.355358 0.402650 -0.883 0.377
> grau:genero 0.007052 0.580837 0.012 0.990
>
> What am I doing wrong?
>
> Thanks,
>
> --------------------------------------
> Silvano Cesar da Costa
> Departamento de Estatística
> Universidade Estadual de Londrina
> Fone: 3371-4346
>
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