我正在使用插入符号包中的train函数对多项逻辑模型执行10次交叉验证。 E.g:
library(caret)
data(iris)
logmodel <- train(iris[,-5], iris[,5], method = "multinom", maxit=500, tuneLength=1, trControl = trainControl(method = "cv", number=10, savePredictions=TRUE))
logmodel$finalModel
Call:
multinom(formula = .outcome ~ ., data = dat, decay = param$decay,
maxit = 500)
Coefficients:
(Intercept) Sepal.Length Sepal.Width Petal.Length Petal.Width
versicolor 18.40821 -6.082250 -9.396625 16.17037 -2.058115
virginica -24.23006 -8.547304 -16.077164 25.59963 16.227474
Residual Deviance: 11.89873
AIC: 31.89873
我想知道是否有办法访问finalModel系数的标准错误才能执行Wald Tests?
非常感谢。
答案 0 :(得分:1)
尝试:
summary(logmodel$finalModel)$standard.errors
# (Intercept) Sepal.Length Sepal.Width Petal.Length Petal.Width
#versicolor 22.60423 38.59757 40.37292 109.0394 60.45127
#virginica 23.61509 38.61528 40.53559 109.1778 60.76815