Question

当我尝试为自己的逻辑回归的对象运行dffits（）函数时遇到问题。运行dffits(log)时收到错误消息： if（model $ rank == 0）{中的错误：参数长度为0

但是，当我使用内置的健身功能（家庭=二项式）时，dffits(glm)可以正常工作。

这是我进行逻辑回归的函数，也是我遇到的问题的简短示例：

mydata <- read.csv("https://stats.idre.ucla.edu/stat/data/binary.csv")
mydata$rank <- factor(mydata$rank)
mydata$admit <- factor(mydata$admit)

logRegEst <- function(x, y, threshold = 1e-10, maxIter = 100)
{
  calcPi <- function(x, beta)
  {
    beta <- as.vector(beta)
    return(exp(x %*% beta) / (1 + exp(x %*% beta)))
  }

  beta <- rep(0, ncol(x))   # initial guess for beta

  diff <- 1000
  # initial value bigger than threshold so that we can enter our while loop

  iterCount = 0
  # counter to ensure we're not stuck in an infinite loop

  while(diff > threshold) # tests for convergence
  {
    pi <- as.vector(calcPi(x, beta))
    # calculate pi by using the current estimate of beta

    W <-  diag(pi * (1 - pi)) # calculate matrix of weights W

    beta_change <- solve(t(x) %*% W %*% x) %*% t(x) %*% (y - pi)
    # calculate the change in beta

    beta <- beta + beta_change   # new beta
    diff <- sum(beta_change^2)
    # calculate how much we changed beta by in this iteration
    # if this is less than threshold, we'll break the while loop

    iterCount <- iterCount + 1
    # see if we've hit the maximum number of iterations
    if(iterCount > maxIter){
      stop("This isn't converging.")
    }
    # stop if we have hit the maximum number of iterations
  }
  df <- length(y) - ncol(x)
  # calculating the degrees of freedom by taking the length of y minus
  # the number of x columns
  vcov <- solve(t(x) %*% W %*% x)
  list(coefficients = beta, vcov = vcov, df = df)
  # returning results
}

logReg <- function(formula, data)
{
  mf <- model.frame(formula = formula, data = data)
  # model.frame() returns us a data.frame with the variables needed to use the
  # formula.
  x <- model.matrix(attr(mf, "terms"), data = mf)
  # model.matrix() creates a disign matrix. That means that for example the
  #"Sex"-variable is given as a dummy variable with ones and zeros.
  y <- as.numeric(model.response(mf)) - 1
  # model.response gives us the response variable.
  est <- logRegEst(x, y)
  # Now we have the starting position to apply our function from above.
  est$formula <- formula
  est$call <- match.call()
  est$data <- data
  # We add the formular and the call to the list.
  est$x <- x
  est$y <- y
  # We add x and y to the list.
  class(est) <- "logReg"
  # defining the class
  est
}


log <- logReg(admit ~ gre + gpa, data= mydata) 
glm <- glm(admit ~ gre + gpa, data= mydata, family = binomial)
dffits(glm)
dffits(log)

log$data
glm$data

我不明白为什么mydata $ rank == 0，因为当我查看log$data时，我发现排名只是按照glm$data中定义的。

非常感谢您的帮助！

为什么我会收到错误消息：dffits的参数长度为0？

0 个答案: