logit_analysis
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logit analysis
mydata <- read.csv("https://stats.idre.ucla.edu/stat/data/binary.csv") ## view the first few rows of the data head(mydata)
admit gre gpa rank 1 0 380 3.61 3 2 1 660 3.67 3 3 1 800 4.00 1 4 1 640 3.19 4 5 0 520 2.93 4 6 1 760 3.00 2
summary(mydata)
admit gre gpa rank Min. :0.0000 Min. :220.0 Min. :2.260 Min. :1.000 1st Qu.:0.0000 1st Qu.:520.0 1st Qu.:3.130 1st Qu.:2.000 Median :0.0000 Median :580.0 Median :3.395 Median :2.000 Mean :0.3175 Mean :587.7 Mean :3.390 Mean :2.485 3rd Qu.:1.0000 3rd Qu.:660.0 3rd Qu.:3.670 3rd Qu.:3.000 Max. :1.0000 Max. :800.0 Max. :4.000 Max. :4.000
sapply(mydata, mean) sapply(mydata, sd)
> sapply(mydata, mean) admit gre gpa rank 0.3175 587.7000 3.3899 2.4850 > sapply(mydata, sd) admit gre gpa rank 0.4660867 115.5165364 0.3805668 0.9444602 >
xtabs(~admit + rank, data = mydata)
> xtabs(~admit + rank, data = mydata) rank admit 1 2 3 4 0 28 97 93 55 1 33 54 28 12
mydata$rank <- factor(mydata$rank) mylogit <- glm(admit ~ gre + gpa + rank, data = mydata, family = "binomial") summary(mylogit)
Call: glm(formula = admit ~ gre + gpa + rank, family = "binomial", data = mydata) Deviance Residuals: Min 1Q Median 3Q Max -1.6268 -0.8662 -0.6388 1.1490 2.0790 Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) -3.989979 1.139951 -3.500 0.000465 *** gre 0.002264 0.001094 2.070 0.038465 * gpa 0.804038 0.331819 2.423 0.015388 * rank2 -0.675443 0.316490 -2.134 0.032829 * rank3 -1.340204 0.345306 -3.881 0.000104 *** rank4 -1.551464 0.417832 -3.713 0.000205 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 (Dispersion parameter for binomial family taken to be 1) Null deviance: 499.98 on 399 degrees of freedom Residual deviance: 458.52 on 394 degrees of freedom AIC: 470.52 Number of Fisher Scoring iterations: 4 >
> confint(mylogit) Waiting for profiling to be done... 2.5 % 97.5 % (Intercept) -6.2716202334 -1.792547080 gre 0.0001375921 0.004435874 gpa 0.1602959439 1.464142727 rank2 -1.3008888002 -0.056745722 rank3 -2.0276713127 -0.670372346 rank4 -2.4000265384 -0.753542605 >
> ## CIs using standard errors > confint.default(mylogit) 2.5 % 97.5 % (Intercept) -6.2242418514 -1.755716295 gre 0.0001202298 0.004408622 gpa 0.1536836760 1.454391423 rank2 -1.2957512650 -0.055134591 rank3 -2.0169920597 -0.663415773 rank4 -2.3703986294 -0.732528724
l <- cbind(0, 0, 0, 1, -1, 0) wald.test(b = coef(mylogit), Sigma = vcov(mylogit), L = l)
wald.test(b = coef(mylogit), Sigma = vcov(mylogit), Terms = 4:6)
logit_analysis.1568483362.txt.gz · Last modified: 2019/09/15 02:49 by hkimscil