Hello colleagues,

 

This is a follow up to a question I posed in November regarding an analysis
I was working on.  Thank you to Dr. Brian Ripley and Dr. John Fox for
helping me out during that time.

 

I am conducting logistic regression on data set on psi (ESP) ganzfeld
trials.  The response variable is binary (correct/incorrect), with a 25%
guessing base rate.  Dr. Ripley suggested that I modify a maximum likelihood
fitting of a binomial logistic regression presented in MASS$ (p. 445):

 

logitreg <- function(x, y, wt=rep(1, length(y)), intercept = T,
start=rep(0,p), ...) 

{

   fmin <- function (beta, X, y, w){

       p <- plogis(X %*% beta)

       -sum(2 * w * ifelse(y, log(p), log(1-p)))

       

   }

   gmin <- function (beta, X, y, w) {

       eta <- X %*% beta; p <- plogis(eta)

       -2 * (w *dlogis(eta) * ifelse(y, 1/p, -1/(1-p))) %*% X

   }

   if(is.null(dim(x))) dim(x) <- c(length(x), 1)

       dn <- dimnames(x)[[2]]

       if(!length(dn)) dn <- paste("Var", 1:ncol(x), sep="")

          p <- ncol(x) + intercept

          if(intercept) {x <- cbind(1,x); dn <- c("(Intercept)", dn)}

              if(is.factor(y)) y <- (unclass(y) !=1)

                 fit <- nlminb(start, fmin, gmin, X=x, y=y, w=wt, method =
"BFGS", ...)

                 names(fit$par) <- dn

                 cat("\nCoefficients:\n"); print(fit$par)

                 # R: use fit$value and fit$convergence

                 cat("\nResidual Deviance:", format(fit$objective), "\n")

                 cat("\nConvergence message:", fit$message, "\n")

                 invisible(fit)

}

 

I have been using "lower=.25" in the call for logitreg:

 

options(contrasts = c("contr.treatment", "contr.poly"))

X <- model.matrix(longhit ~ age*gender, data=data)[,-1]

logitreg(X, data$longhit, lower =.25)

However, this is giving me .25 as the value for intercepts and all the
regression weights.  Am I correcting for the guessing base rate correctly?  

Any suggestions or pointers would be greatly appreciated.  Thank you in
advance.

Mike Lau

 

__________________________________ 
Michael Y. Lau, M.A. 
118 Haggar Hall 
Department of Psychology 
University of Notre Dame 
Notre Dame, IN 46556 
(574) 631-1904 
mlau@nd.edu 
  

 


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