如何运行将在所有独立变量,对和三元组中运行的逻辑回归循环

时间:2014-05-13 07:04:58

标签: r loops logistic-regression p-value auc

我想运行逻辑回归的因变量(在我的数据集中它是:dat $ admit)包含所有可用变量,对和三元组(3个独立变量),每个回归具有不同的独立变量vs因变量。我想回来的结果是连续的每个回归总结的列表:coeff,p值,AUC,CI 95%。使用下面提交的数据集应该有7个回归:

dat$admit vs dat$female
dat$admit vs dat$apcalc
dat$admit vs dat$num
dat$admit vs dat$female + dat$apcalc
dat$admit vs dat$female + dat$num
dat$admit vs dat$apcalc + dat$num
dat$admit vs dat$female + dat$apcalc + dat$num

以下是一个示例数据集(其中dat $ admit是逻辑回归因变量):

dat <- read.table(text = " female  apcalc    admit       num
0        0        0         7
0        0        1         1
0        1        0         3
0        1        1         7
1        0        0         5
1        0        1         1
1        1        0         0
1        1        1         6",header = TRUE)

根据@marek评论,输出应该是这样的(仅限女性,女性和apcalc):  #Crintercept估计P值(截距)P值(估计值)AUC      #female 0.000000e + 00 0.000000e + 00 1 1 0.5

女性+ apcalc 0.000000e + 00 0.000000e + 00 1 1 0.5

有一个很好的代码@David Arenburg写的产生统计数据,但没有模型对和三重奏的创建,所以我想知道如何添加模型创建。 这是David Arenburg的代码吗?

library(caTools)
ResFunc <- function(x) {
  temp <- glm(reformulate(x,response="admit"), data=dat,family=binomial)
  c(summary(temp)$coefficients[,1], 
    summary(temp)$coefficients[,4],
    colAUC(predict(temp, type = "response"), dat$admit))
}

temp <- as.data.frame(t(sapply(setdiff(names(dat),"admit"), ResFunc)))
colnames(temp) <- c("Intercept", "Estimate", "P-Value (Intercept)", "P-Value (Estimate)", "AUC")
temp

#          Intercept      Estimate P-Value (Intercept) P-Value (Estimate) AUC
# female 0.000000e+00  0.000000e+00                   1                  1 0.5
# apcalc 0.000000e+00  0.000000e+00                   1                  1 0.5
# num    5.177403e-16 -1.171295e-16                   1                  1 0.5

知道如何创建此列表吗?谢谢,罗恩

1 个答案:

答案 0 :(得分:1)

简单的解决方案是手动制作模型列表:

results <- list(
    "female"           = glm(admit~female         , family=binomial, dat)
    ,"apcalc"          = glm(admit~apcalc         , family=binomial, dat)
    ,"num"             = glm(admit~num            , family=binomial, dat)
    ,"female + apcalc" = glm(admit~female + apcalc, family=binomial, dat)
    ,"female + num"    = glm(admit~female + num   , family=binomial, dat)
    ,"apcalc + num"    = glm(admit~apcalc + num   , family=binomial, dat)
    ,"all"             = glm(admit~female + apcalc + num, family=binomial, dat)
)

然后你可以通过lapply模型列表检查模型:

lapply(results, summary)

或更高级(系数统计):

require(plyr)
ldply(results, function(m) {
    name_rows(as.data.frame(summary(m)$coefficients))
})

以类似的方式,您可以提取所需的所有信息。只需编写函数来提取所需的统计信息,将glm模型作为参数:

get_everything_i_want <- function(model) {
    #... do what i want ...
    # eg:
    list(AIC = AIC(model))
}

然后应用于每个模型:

lapply(results, get_everything_i_want)
# $female
# $female$AIC
# [1] 15.0904
# $apcalc
# $apcalc$AIC
# [1] 15.0904
# $num
# $num$AIC
# [1] 15.0904
# $`female + apcalc`
# $`female + apcalc`$AIC
# [1] 17.0904
# $`female + num`
# $`female + num`$AIC
# [1] 17.0904
# $`apcalc + num`
# $`apcalc + num`$AIC
# [1] 17.0904
# $all
# $all$AIC
# [1] 19.0904