[R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-21 Thread Michal Figurski
Hello all, I am trying to optimize my logistic regression model by using bootstrap. I was previously using SAS for this kind of tasks, but I am now switching to R. My data frame consists of 5 columns and has 109 rows. Each row is a single record composed of the following values: Subject_name

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-21 Thread Frank E Harrell Jr
Michal Figurski wrote: Hello all, I am trying to optimize my logistic regression model by using bootstrap. I was previously using SAS for this kind of tasks, but I am now switching to R. My data frame consists of 5 columns and has 109 rows. Each row is a single record composed of the follow

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-21 Thread Michal Figurski
Frank, "How does bootstrap improve on that?" I don't know, but I have an idea. Since the data in my set are just a small sample of a big population, then if I use my whole dataset to obtain max likelihood estimates, these estimates may be best for this dataset, but far from ideal for the whol

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-21 Thread Doran, Harold
> I used bootstrap to virtually increase the size of my > dataset, it should result in estimates more close to that > from the population - isn't it the purpose of bootstrap? No, not really. The bootstrap is a resampling method for variance estimation. It is often used when there is not an easy

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-21 Thread 刘杰
Hi Doran, Maybe I am wrong, but I think bootstrap is a general resampling method which can be used for different purposes...Usually it works well when you do not have a presentative sample set (maybe with limited number of samples). Therefore, I am positive with Michal... P.S., overfitting, in my

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-21 Thread Doran, Harold
; r-help@r-project.org Subject: Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them? Hi Doran, Maybe I am wrong, but I think bootstrap is a general resampling method which can be used for different purposes...Usually it

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-21 Thread Frank E Harrell Jr
Michal Figurski wrote: Frank, "How does bootstrap improve on that?" I don't know, but I have an idea. Since the data in my set are just a small sample of a big population, then if I use my whole dataset to obtain max likelihood estimates, these estimates may be best for this dataset, but far

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Michal Figurski
Dear all, I don't want to argue with anybody about words or about what bootstrap is suitable for - I know too little for that. All I need is help to get the *equation coefficients* optimized by bootstrap - either by one of the functions or by simple median. Please help, -- Michal J. Figurs

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Doran, Harold
; [mailto:[EMAIL PROTECTED] On Behalf Of Michal Figurski > Sent: Tuesday, July 22, 2008 9:52 AM > To: r-help@r-project.org > Subject: Re: [R] Coefficients of Logistic Regression from > bootstrap - how to get them? > > Dear all, > > I don't want to argue with anybody

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Michal Figurski
08 9:52 AM To: r-help@r-project.org Subject: Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them? Dear all, I don't want to argue with anybody about words or about what bootstrap is suitable for - I know too little for that. All I need is help to get the *equati

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Doran, Harold
rg > Subject: Re: [R] Coefficients of Logistic Regression from > bootstrap - how to get them? > > Hmm... > > It sounds like ideology to me. I was asking for technical > help. I know what I want to do, just don't know how to do it > in R. I'll go back to SAS

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread N. Lapidus
Hi Michal, This paper by John Fox may help you to precise what you are looking for and to perform your analyses http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-bootstrapping.pdf Nael On Tue, Jul 22, 2008 at 3:51 PM, Michal Figurski < [EMAIL PROTECTED]> wrote: > Dear all, > > I don't

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Bert Gunter
lto:[EMAIL PROTECTED] On Behalf Of Michal Figurski >> Sent: Tuesday, July 22, 2008 9:52 AM >> To: r-help@r-project.org >> Subject: Re: [R] Coefficients of Logistic Regression from >> bootstrap - how to get them? >> >> Dear all, >> >> I don't

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Marc Schwartz
properties of those estimates (which is what bootstrap is for) then you are on your own. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michal Figurski Sent: Tuesday, July 22, 2008 9:52 AM To: r-help@r-project.org Subject: Re: [R] Coefficients of Logi

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Doran, Harold
l Jr; > Bert Gunter > Subject: Re: [R] Coefficients of Logistic Regression from > bootstrap - how to get them? > > Michal, > > With all due respect, you have openly acknowledged that you > don't know enough about the subject at hand. > > If that is the cas

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Michal Figurski
ap is for) then you are on your own. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michal Figurski Sent: Tuesday, July 22, 2008 9:52 AM To: r-help@r-project.org Subject: Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them? Dear all,

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Frank E Harrell Jr
-- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michal Figurski Sent: Tuesday, July 22, 2008 9:52 AM To: r-help@r-project.org Subject: Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them? Dear all, I don't want to argue with anybody about words or a

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Frank E Harrell Jr
Logistic Regression from bootstrap - how to get them? Dear all, I don't want to argue with anybody about words or about what bootstrap is suitable for - I know too little for that. All I need is help to get the *equation coefficients* optimized by bootstrap - either by one of the func

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Rolf Turner
On 23/07/2008, at 1:17 PM, Frank E Harrell Jr wrote: Michal Figurski wrote: Hmm... It sounds like ideology to me. I was asking for technical help. I know what I want to do, just don't know how to do it in R. I'll go back to SAS then. Thank you. -- Michal J. Figurski You don't understand

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-22 Thread Michal J. Figurski
bootstrap is for) then you > >> are on your own. > >>> -Original Message- > >>> From: [EMAIL PROTECTED] > >>> [mailto:[EMAIL PROTECTED] On Behalf Of Michal Figurski > >>> Sent: Tuesday, July 22, 2008 9:52 AM > >>> To: r-help@r

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-23 Thread Mark Difford
Hi All, It really comes down to a question of attitude: you either want to learn something fundamental or core and so bootstrap yourself to a "better" place (at least away from where you are), or you don't. As Marc said, Michal seems to have erected a wall around his thinking. I don't think it's

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-23 Thread Gustaf Rydevik
On Wed, Jul 23, 2008 at 4:54 AM, Michal J. Figurski <[EMAIL PROTECTED]> wrote: > Dear all, > > Since you guys are frank, let me be frank as well. I did not ask anyone to > impose on me their point of view on bootstrap. It's my impression that this is > what you guys are trying to do - that's sad. S

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-23 Thread Michal Figurski
Thank you Gustaf, I apologize for not including an example data in my first email. Nevertheless, your code worked for me excellently - I only added "55" as the size of sample. I must admit this code looks so much simpler, compared to SAS. I am beginning to love R, despite some disrespectful

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-23 Thread Johannes Huesing
It seems you have accidentally hit a surgeons' mailing list where all you wanted was some advice how to use this scalpel on your body. Sorry if we can't be of any help without intimidating you with unrelated and pompous terms -- like coagulation. Michal J. Figurski <[EMAIL PROTECTED]> [Wed, Jul 23

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-23 Thread Gustaf Rydevik
On Wed, Jul 23, 2008 at 4:08 PM, Michal Figurski <[EMAIL PROTECTED]> wrote: > Gustaf, > > I am sorry, but I don't get the point. Let's just focus on predictive > performance from the cited passage, that is the number of values predicted > within 15% of the original value. > So, the predictive perfo

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-23 Thread Michal Figurski
Thank you all for your words of wisdom. I start getting into what you mean by bootstrap. Not surprisingly, it seems to be something else than I do. The bootstrap is a tool, and I would rather compare it to a hammer than to a gun. People say that hammer is for driving nails. This situation is a

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-23 Thread Greg Snow
> -Original Message- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Michal Figurski > Sent: Wednesday, July 23, 2008 10:22 AM > To: r-help@r-project.org > Subject: Re: [R] Coefficients of Logistic Regression from > bootstrap - how to get them? >

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-23 Thread Frank E Harrell Jr
Gustaf Rydevik wrote: On Wed, Jul 23, 2008 at 4:08 PM, Michal Figurski <[EMAIL PROTECTED]> wrote: Gustaf, I am sorry, but I don't get the point. Let's just focus on predictive performance from the cited passage, that is the number of values predicted within 15% of the original value. So, the pr

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-23 Thread Gad Abraham
Michal Figurski wrote: Thank you all for your words of wisdom. I start getting into what you mean by bootstrap. Not surprisingly, it seems to be something else than I do. The bootstrap is a tool, and I would rather compare it to a hammer than to a gun. People say that hammer is for driving na

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-24 Thread Michal Figurski
riginal Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michal Figurski Sent: Wednesday, July 23, 2008 10:22 AM To: r-help@r-project.org Subject: Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them? Thank you all for your words of wisdom. I sta

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-24 Thread Bert Gunter
Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michal Figurski Sent: Thursday, July 24, 2008 8:03 AM Cc: r-help@r-project.org Subject: Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them? Greg and all, Just another thought on bias and varia

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-24 Thread Michal Figurski
TED] On Behalf Of Michal Figurski Sent: Thursday, July 24, 2008 8:03 AM Cc: r-help@r-project.org Subject: Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them? Greg and all, Just another thought on bias and variability. As I tried to explain, I perceive this problem as a

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-24 Thread Frank E Harrell Jr
Michal Figurski wrote: Thank you all for your words of wisdom. I start getting into what you mean by bootstrap. Not surprisingly, it seems to be something else than I do. The bootstrap is a tool, and I would rather compare it to a hammer than to a gun. People say that hammer is for driving na

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-24 Thread John Kane
--- On Thu, 7/24/08, Michal Figurski <[EMAIL PROTECTED]> wrote: > From: Michal Figurski <[EMAIL PROTECTED]> > Subject: Re: [R] Coefficients of Logistic Regression from bootstrap - how to > get them? > To: > Cc: "r-help@r-project.org" > Received: Thur

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-27 Thread Tim Hesterberg
I'll address the question of whether you can use the bootstrap to improve estimates, and whether you can use the bootstrap to "virtually increase the size of the sample". Short answer - no, with some exceptions (bumping / Random Forests). Longer answer: Suppose you have data (x1, ..., xn) and a s

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-30 Thread Michal Figurski
Tim, If I understand correctly, you are saying that one can't improve on estimating a mean by doing bootstrap and summarizing means of many such steps. As far as I understand (again), you're saying that this way one can only add bias without any improvement... Well, this is in contradiction

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-30 Thread Frank E Harrell Jr
Michal Figurski wrote: Tim, If I understand correctly, you are saying that one can't improve on estimating a mean by doing bootstrap and summarizing means of many such steps. As far as I understand (again), you're saying that this way one can only add bias without any improvement... Well, t

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-31 Thread Michal Figurski
Frank and all, The point you were looking for was in a page that was linked from the referenced page - I apologize for confusion. Please take a look at the two last paragraphs here: http://people.revoledu.com/kardi/tutorial/Bootstrap/examples.htm Though, possibly it's my ignorance, maybe it'

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-31 Thread Gustaf Rydevik
On Thu, Jul 31, 2008 at 4:30 PM, Michal Figurski <[EMAIL PROTECTED]> wrote: > Frank and all, > > The point you were looking for was in a page that was linked from the > referenced page - I apologize for confusion. Please take a look at the two > last paragraphs here: > http://people.revoledu.com/ka

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-31 Thread Mark Difford
Hi Michal, >> It is that you just don't estimate mean, or CI, or variance on PK profile >> data! >> It is as if you were trying to estimate mean, CI and variance of a >> "Toccata_&_Fugue_in_D_minor.wav" file. What for? The point is in the >> music! >> Would the mean or CI or variance tell you

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-07-31 Thread Michal Figurski
Gustaf, Summarizing things I don't understand: - Honestly, I was thinking I can use bootstrap to obtain better estimate of a mean - provided that I want it. So, I can't? - If I can't obtain reliable estimates of CI and variance from a small dataset, but I can do it with bootstrap - isn't it a "

Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

2008-08-01 Thread Michal Figurski
Dear all, Your constant talking about what bootstrap is and is not suitable for made me finally verify the findings in the Pawinski et al paper. Here is the procedure and the findings: - First of all I took the raw data (that was posted earlier on this list) and estimated the AUC values usin