如何在R

时间:2016-02-06 00:45:48

标签: r plot logistic-regression predict confidence-interval

我有一个存在/不存在响应变量的二项式glm和一个9个级别的因子变量,如下所示:

data$y<-factor(data$y,levels=c(0,1),labels=c("absent","present"))
table(data$y,data$site_name)

          Andulay Antulang Basak Dauin Poblacion District 1 Guinsuan Kookoo's Nest Lutoban Pier Lutoban South Malatapay Pier
  absent        4        4     1                          0        3             1            5             5              2
  present       2        2     5                          6        3             5            1             1              4

model <- glm(y~site_name,data=data,binomial)

为了简洁起见,只是跳过模型推理和验证,我如何绘制每个网站获得&#34;存在的概率&#34;在具有置信区间的箱线图中?我想要的是Plot predicted probabilities and confidence intervals in R中显示的内容,但我想用箱线图显示它,因为我的回归变量site_name是一个有9个级别的因子,而不是连续变量。

我想我可以按如下方式计算必要的值(但不是100%肯定正确性):

将模型系数转换回成功概率的函数:

calc_val <- function(x){return(round(1/(1+1/(exp(x))),3))}

基于模型的预测概率:

prob <- tapply(predict(model,type="response"),data$site_name,function(x){round(mean(x),3)})
means <- as.data.frame(prob)

预测概率的75%和95%置信区间:

ci <- cbind(confint(model,level=0.9),confint(model,level=0.5))
rownames(ci) <- gsub("site_name","",rownames(ci))
ci <- t(apply(ci,1,calc_val))

将它们全部加在一个表中

ci<-cbind(means,ci)
ci
                            prob   5 %  95 %  25 %  75 %   Pr(>|z|) stderr
Andulay                    0.333 0.091 0.663 0.214 0.469 0.42349216  0.192
Antulang                   0.333 0.112 0.888 0.304 0.696 1.00000000  0.192
Basak                      0.833 0.548 0.993 0.802 0.964 0.09916496  0.152
Dauin Poblacion District 1 1.000 0.000    NA 0.000 1.000 0.99097988  0.000
Guinsuan                   0.500 0.223 0.940 0.474 0.819 0.56032414  0.204
Kookoo's Nest              0.833 0.548 0.993 0.802 0.964 0.09916496  0.152
Lutoban Pier               0.167 0.028 0.788 0.130 0.501 0.51171512  0.152
Lutoban South              0.167 0.028 0.788 0.130 0.501 0.51171512  0.152
Malatapay Pier             0.667 0.364 0.972 0.640 0.903 0.25767454  0.192

所以我的问题有两个:

  1. 概率和置信区间的计算是否正确?
  2. 如何在bloxplot中绘制此图(盒子和胡须图)?
  3. 编辑以下是dput的一些示例数据(它还修改了上面的表格以匹配数据):

    # dput(data[c("y", "site_name")])
    data <- structure(list(y = structure(c(1L, 1L, 1L, 1L, 2L, 2L, 1L, 2L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 1L, 1L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 1L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 1L, 2L, 2L, 2L, 2L, 2L), .Label = c("absent", "present"), class = "factor"), site_name = structure(c(2L, 2L, 2L, 2L, 2L, 2L, 9L, 9L, 9L, 9L, 9L, 9L, 4L, 4L, 4L, 4L, 4L, 4L, 8L, 8L, 8L, 8L, 8L, 8L, 7L, 7L, 7L, 7L, 7L, 7L, 5L, 5L, 5L, 5L, 5L, 5L, 1L, 1L, 1L, 1L, 1L, 1L, 3L, 3L, 3L, 3L, 3L, 3L, 6L, 6L, 6L, 6L, 6L, 6L), .Label = c("Andulay", "Antulang", "Basak", "Dauin Poblacion District 1", "Guinsuan", "Kookoo's Nest", "Lutoban Pier", "Lutoban South", "Malatapay Pier"), class = "factor")), .Names = c("y", "site_name"), row.names = c(125L, 123L, 126L, 124L, 128L, 127L, 154L, 159L, 157L, 158L, 156L, 155L, 111L, 114L, 116L, 115L, 112L, 113L, 152L, 151L, 148L, 150L, 153L, 149L, 143L, 146L, 144L, 147L, 142L, 145L, 164L, 165L, 161L, 163L, 160L, 162L, 120L, 122L, 121L, 117L, 118L, 119L, 137L, 136L, 139L, 141L, 140L, 138L, 129L, 134L, 131L, 135L, 133L, 130L), class = "data.frame")
    #
    

1 个答案:

答案 0 :(得分:5)

这是一种最低通用分母,仅基于包的解决方案。

适合模特:

mm <- glm(y~site_name,data=dd,family=binomial)

使用站点名称构建预测框架:

pframe <- data.frame(site_name=unique(dd$site_name))

预测(在logit /线性预测标度上),标准误差

pp <- predict(mm,newdata=pframe,se.fit=TRUE)
linkinv <- family(mm)$linkinv ## inverse-link function

将预测,下限和上限以及反向变换放在概率标度上:

pframe$pred0 <- pp$fit
pframe$pred <- linkinv(pp$fit)
alpha <- 0.95
sc <- abs(qnorm((1-alpha)/2))  ## Normal approx. to likelihood
alpha2 <- 0.5
sc2 <- abs(qnorm((1-alpha2)/2))  ## Normal approx. to likelihood
pframe <- transform(pframe,
                    lwr=linkinv(pred0-sc*pp$se.fit),
                    upr=linkinv(pred0+sc*pp$se.fit),
                    lwr2=linkinv(pred0-sc2*pp$se.fit),
                    upr2=linkinv(pred0+sc2*pp$se.fit))

剧情。

with(pframe,
{
    plot(site_name,pred,ylim=c(0,1))
    arrows(as.numeric(site_name),lwr,as.numeric(site_name),upr,
           angle=90,code=3,length=0.1)
})

作为箱线图:

with(pframe,
{
    bxp(list(stats=rbind(lwr,lwr2,pred,upr2,upr),
             n = rep(1,nrow(pframe)),
             conf = NA,
             out = NULL,
             group = NULL,
             names=as.character(site_name)))
})

还有很多其他方法可以做到这一点;我会推荐

library("ggplot2")
ggplot(pframe,aes(site_name,pred))+
     geom_pointrange(aes(ymin=lwr,ymax=upr))+
     geom_linerange(aes(ymin=lwr2,ymax=upr2),lwd=1.5)+
     coord_flip()

另一种解决方案是通过y~site_name-1来拟合模型,在这种情况下会为每个网站的概率分配一个单独的参数,并使用profile() / confint()来查找置信区间;这将比依赖上面答案中所做的参数/预测的采样分布的正态性稍微准确一些。