Use an analysis of deviance test for the term color:width. Probably most
clearly by (untested)
crabs.glm2 - update(crabs.glm, . ~ . - color:width)
anova(crabs.glm2, crabs.glm, test=Chisq)
This is covered with several examples in MASS.
On Fri, 24 Jun 2005, Wuming Gong wrote:
I have a question about interpret the results from logistic regression
model.
Not really: this is about comparing two such models.
I used a dataset from the book Categorical Data Analysis (2nd
Edition) by Alan Agresti.
summary(crabs)
color spine width satell weightpsat
2:12 1: 37 Min. :21.0 Min. : 0.000 Min. :1200 Mode :logical
3:95 2: 15 1st Qu.:24.9 1st Qu.: 0.000 1st Qu.:2000 FALSE:62
4:44 3:121 Median :26.1 Median : 2.000 Median :2350 TRUE :111
5:22 Mean :26.3 Mean : 2.919 Mean :2437
3rd Qu.:27.7 3rd Qu.: 5.000 3rd Qu.:2850
Max. :33.5 Max. :15.000 Max. :5200
crabs.glm - glm(psat ~ color*width, family=binomial(), data=crabs)
summary(crabs.glm)
Call:
glm(formula = psat ~ color * width, family = binomial(), data = crabs)
Deviance Residuals:
Min 1Q Median 3Q Max
-2.0546 -0.9129 0.5285 0.8140 1.9657
Coefficients:
Estimate Std. Error z value Pr(|z|)
(Intercept) -1.75261 11.46409 -0.1530.878
color3-8.28735 12.00363 -0.6900.490
color4 -19.76545 13.34251 -1.4810.139
color5-4.10122 13.27532 -0.3090.757
width 0.106000.42656 0.2480.804
color3:width 0.312870.44794 0.6980.485
color4:width 0.752370.50435 1.4920.136
color5:width 0.094430.50042 0.1890.850
(Dispersion parameter for binomial family taken to be 1)
Null deviance: 225.76 on 172 degrees of freedom
Residual deviance: 183.08 on 165 degrees of freedom
AIC: 199.08
Number of Fisher Scoring iterations: 5
Note the predictors are mixture of continuous data and categorical
data. Here, I wonder whether there is *significant difference* among
the four interactions of color and width (say, to get a p-value). In a
two-way ANOVA, we may do a F-test. But is there an equivalent method
for logit model?
--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UKFax: +44 1865 272595
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