[R-sig-Geo] To validate logistic regression

[Dylan Beaudette]

Another approach:

See ?lrm, ?validate, and ?calibrate from the rms package. 

Dylan

On Tuesday, April 26, 2011, Bram Van Moorter wrote:
> Dear Komine,
> Not sure whether this is the easiest way, but it has worked for me:
> 
> set.seed(0)
> head(tab <- data.frame(Y=as.numeric(runif(100)>0.5), X=rnorm(100)))
> subs <- sample(c(1:nrow(tab)), round(nrow(tab)*0.66), replace=F)  #the
> 66% of data you want in one sample
> tab1 <- tab[subs, ] #the one sample
> tab2 <- tab[!c(1:nrow(tab)) %in% subs, ] #the other sample, which are
> the data that do not fall in the first sample
> 
> rlog1 <- glm(Y~X,family=binomial,data=tab1)
> summary(rlog1)
> tab2$pred <-predict(rlog1, newdata=tab2, type="response")
> hist(tab2$pred)
> 
> library(ROCR) #allows you to make easily ROC's which allows the
> assessment of your prediction
> pred <- prediction(tab2$pred, tab2$Y)
> perf <- performance(pred,"tpr","fpr")
> plot(perf); abline(0, 1, col="red")  #the proportional line shows that
> the prediction is as good as random, which you would expect in this
> example
> 
> Best,
> Bram
> 
> 
> > Hi,
> > I would like your help to validate my logistic regression. I know how to 
do
> > logistic regression.
> >
> > rlog<-glm(Y~X,family=binomial,data=tab)
> > summary(rlog)
> > HLgof.test(fit = fitted(rlog), obs=Y)
> >
> > However, I would like to validate my model. For example to divise my data 
in
> > a sample for training (66%) and a sample for validation (34%).
> > e.g for ma table
> > Area   Y     X
> > 1       1     135
> > 1       0     200
> > 1       1      97
> > 1       1     160
> > 1       0     201
> > 1       1     144
> > 1       0     100
> >
> > But I don't know how to validate it.
> > 1- My first problem: How to create my 2 samples from my variables Y and X
> > using pourcentage 66 ang 34 %?
> >
> > - How to have the pourcentage of good prediction and bad prediction?
> >
> > Thanks for your Help
> > Komine
> >
> 
> 
> -- 
> Bram Van Moorter
> Centre for Conservation Biology (NTNU),
> Norwegian Institute for Nature Research (NINA)
> Trondheim (Norway)
> email:  Bram.Van.Moorter at gmail.com
> website: http://ase-research.org/moorter
> phone: +47 73596060
> 
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-- 
Dylan E. Beaudette
USDA-NRCS Soil Scientist
California Soil Resource Lab
http://casoilresource.lawr.ucdavis.edu/