没错,R 的输出通常只包含基本信息,更多信息需要单独计算。
N  <- 100               # generate some data
X1 <- rnorm(N, 175, 7)
X2 <- rnorm(N,  30, 8)
X3 <- abs(rnorm(N, 60, 30))
Y  <- 0.5*X1 - 0.3*X2 - 0.4*X3 + 10 + rnorm(N, 0, 12)
# dichotomize Y and do logistic regression
Yfac   <- cut(Y, breaks=c(-Inf, median(Y), Inf), labels=c("lo", "hi"))
glmFit <- glm(Yfac ~ X1 + X2 + X3, family=binomial(link="logit"))
coefficients()为您提供估计的回归参数bj. 更容易解释exp(bj)虽然(拦截除外)。
> exp(coefficients(glmFit))
 (Intercept)           X1           X2           X3 
5.811655e-06 1.098665e+00 9.511785e-01 9.528930e-01
为了得到优势比,我们需要原始二分DV的分类交叉表和根据需要首先选择的某个概率阈值的预测分类。您还可以查看ClassLog()包中的功能(如相关问题QuantPsyc中提到的 chl )。
# predicted probabilities or: predict(glmFit, type="response")
> Yhat    <- fitted(glmFit)
> thresh  <- 0.5  # threshold for dichotomizing according to predicted probability
> YhatFac <- cut(Yhat, breaks=c(-Inf, thresh, Inf), labels=c("lo", "hi"))
> cTab    <- table(Yfac, YhatFac)    # contingency table
> addmargins(cTab)                   # marginal sums
     YhatFac
Yfac   lo  hi Sum
  lo   41   9  50
  hi   14  36  50
  Sum  55  45 100
> sum(diag(cTab)) / sum(cTab)        # percentage correct for training data
[1] 0.77
对于优势比,您可以使用包vcd或手动进行计算。
> library(vcd)                       # for oddsratio()
> (OR <- oddsratio(cTab, log=FALSE)) # odds ratio
[1] 11.71429
> (cTab[1, 1] / cTab[1, 2]) / (cTab[2, 1] / cTab[2, 2])
[1] 11.71429
> summary(glmFit)  # test for regression parameters ...
# test for the full model against the 0-model
> glm0 <- glm(Yfac ~ 1, family=binomial(link="logit"))
> anova(glm0, glmFit, test="Chisq")
Analysis of Deviance Table
Model 1: Yfac ~ 1
Model 2: Yfac ~ X1 + X2 + X3
  Resid. Df Resid. Dev Df Deviance P(>|Chi|)    
1        99     138.63                          
2        96     110.58  3   28.045 3.554e-06 ***