Re: [R] Nagelkerke R square for Prediction data
Hello
I found some small postings dated to 22 Oct 2008 on the message subject.
Recently, I have been working with binary logistic regressions. I didn't use
the design package. Yet, I needed the fit indices. Therefore, I wrote a small
function to output the Nagelkerke's R, and the Cox--Snell R from a fitted
model. I am no professional programmer by far, yet, I hope, that the code is
okay and that it may be of some use to others -- or subject to useful
improvement. Please let me know, if you find errors.
Regards,
Sören
Rcsnagel - function(mod) {
llnull - mod$null.deviance
llmod - mod$deviance
n - length(mod$fitted.values)
Rcs - 1 - exp( (mod$deviance - mod$null.deviance) / n )
Rnagel - Rcs / (1 - exp(-llnull/n))
out - list('Rcs'=Rcs, 'Rnagel'=Rnagel)
class(out) - c(list, table)
return(out)
}
y - sample(c(T, F), 50, repl=T)
x - sample(1:7, 50, repl=T)
mod - glm(y ~ x, family=binomial(logit))
Rcsnagel(mod)
--
Sören Vogel, Dipl.-Psych. (Univ.), PhD-Student, Eawag, Dept. SIAM
http://www.eawag.ch, http://sozmod.eawag.ch
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[R] Nagelkerke R square for Prediction data
Dear Helpers, I tries to find an Package or script which deals with Nagelkerke R square. I got Prediction data from Habitatmodels for an animal. Some researchers use the the Nagelkerke R Square to confirm the Goodness of model. I would like to do this as well. Data: 1 0.9847 1 0,7653 ... 0 0,2456 0 0,0457 ... THanks a lot -- Tobias Erik Reiners Justus Liebig University IFZ - Department of Animal Ecology Heinrich-Buff-Ring 26-32 D-35392 Giessen Germany __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Nagelkerke R square for Prediction data
On 10/22/2008 6:05 AM, Tobias Erik Reiners wrote: Dear Helpers, I tries to find an Package or script which deals with Nagelkerke R square. I got Prediction data from Habitatmodels for an animal. Some researchers use the the Nagelkerke R Square to confirm the Goodness of model. I would like to do this as well. Data: 1 0.9847 1 0,7653 ... 0 0,2456 0 0,0457 ... THanks a lot RSiteSearch(Nagelkerke, restrict=function) suggests lrm() in the Design package by Frank Harrell. -- Chuck Cleland, Ph.D. NDRI, Inc. (www.ndri.org) 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Nagelkerke R square for Prediction data
Chuck Cleland wrote: On 10/22/2008 6:05 AM, Tobias Erik Reiners wrote: Dear Helpers, I tries to find an Package or script which deals with Nagelkerke R square. I got Prediction data from Habitatmodels for an animal. Some researchers use the the Nagelkerke R Square to confirm the Goodness of model. I would like to do this as well. Data: 1 0.9847 1 0,7653 ... 0 0,2456 0 0,0457 ... THanks a lot RSiteSearch(Nagelkerke, restrict=function) suggests lrm() in the Design package by Frank Harrell. Thanks Chuck, and note Tobias that no R^2 measures goodness of fit but rather explained variation or predictive discrimination. R^2 can be high and there be a major misspecification in the model (e.g., omitting an interaction or nonlinearity term or omitting an important variable). Frank -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
