Hi
 
I did leave-one-out cross validation in R for prediction error of logistic regression by cv.glm. But I don't know what are the produced data? does delta show me error estimation?
 
please help me
 
 Thanks alot
 
 


--- On Wed, 5/26/10, Joris Meys <jorismeys@gmail.com> wrote:


From: Joris Meys <jorismeys@gmail.com>
Subject: Re: [R] validation logistic regression
To: "azam jaafari" <azamjaafari@yahoo.com>
Cc: r-help@r-project.org
Date: Wednesday, May 26, 2010, 5:00 AM


Hi,

first of all, you shouldn't backtransform your prediction, use the option type=response instead :

salichpred<-predict(salic.lr, newdata=profilevalidation,type="response")

limit <- 0.5
salichpredcat <- ifelse(salichpred<limit,0,1) # prediction of categories.

Read in on sensitivity, specificity and ROC-curves. With changing the limit, you can calculate sensitivity and specificity, and you can construct a ROC curve that will tell you how well your predictions are. It all depends on how much error you allow on the predictions.

Cheers
Joris



On Wed, May 26, 2010 at 10:04 AM, azam jaafari <azamjaafari@yahoo.com> wrote:

Hi
 
I did validation for prediction by logistic regression according to following:
 
validationsize <- 23
set.seed(1)
random<-runif(123)
order(random)
nrprofilesinsample<-sort(order(random)[1:100])
profilesample <- data[nrprofilesinsample,]
profilevalidation <- data[-nrprofilesinsample,]
salich<-profilesample$SALIC.H.1
salic.lr<-glm(salich~wetnessindex, profilesample, family=binomial('logit'))
summary(salic.lr)
salichpred<-predict(salic.lr, newdata=profilevalidation)
expsalichpred<-exp(salichpred)
salichprediction<-(expsalichpred/(1+expsalichpred))

So,
 table(salichprediction, profilevalidation$SALIC.H.1)

in result:
salichprediction            0 1
  0.0408806327422231 1 0
  0.094509645033899  1 0
  0.118665480273383  1 0
  0.129685441514168  1 0
  0.13545295569511    1 0
  0.137580612201769  1 0
  0.197265822234215  1 0
  0.199278585548248  0 1
  0.202436276322278  1 0
  0.211278767985746  1 0
  0.261036846823867  1 0
  0.283792703256058  1 0
  0.362229486187581  0 1
  0.362795636267779  1 0
  0.409067386115694  1 0
  0.410860613509484  0 1
  0.423960962956254  1 0
  0.428164288793652  1 0
  0.448509687866763  0 1
  0.538401659478058  0 1
  0.557282539294224  1 0
  0.603881788227797  0 1
  0.63633478460736   0 1

So, I have salichprediction between 0 to 1 and binary variable(observed values) 0 or 1. I want to compare these data together and I want to know is ok this model(logistic regression) for prediction or no?
 
please help me?
 
Thanks alot
 
Azam




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