On 3/26/2008 8:10 PM, [EMAIL PROTECTED] wrote: >> From: "Wang, Xiaojing" <[EMAIL PROTECTED]> >> Date: 2008/03/26 Wed AM 10:08:01 CDT >> To: "'r-help@r-project.org'" <r-help@r-project.org> >> Subject: [R] pseudo R square and/or C statistic in R logistic regression > > The analogue to the regression R rsquared in a GLM > is the deviance. I don't know what C is but hopefully someone else does and > will reply.
See lrm() in the Design package by Frank Harrell. That provides both the c index (area under ROC curve) and the Nagelkerke R^2 index. library(Design) ?lrm > Also, John Fox's text, "Applied Regression Analysis, Linear Models and > Related Methods" and Modern > Applied Statistics with S, by Bill Venables and Brian Ripley, both do a very > nice job of covering GLM's so I would look at one of those tests for the > technical details. Agresti is the supposed bible but I think those are quite > sufficient. > > > > > >> Dear all, >> >> I am now doing the logistic regression using R. (glm, family=binomial). >> Besides the standardize summary statistics generated from R, I am also >> interested in some more informations concerning the model fitting / >> prediction etc; Particularly I am interested in "pseudo R squar" and "C >> statistic". I searched the R- help and could only get very limited >> information. (Post by Frank Harrell mentioning about "the somers2 or >> rcorr.cens functions in the Hmisc library." ) However, I tried but still >> could not get through it. Also I found someone mentioned about do it >> manually. >> >> Could someone give me a more detailed information on how I could get these >> two summary statistics after performed the the logistic regression using glm? >> >> >> Thank you very much. >> >> *********************************************** >> Xiaojing Wang PhD >> Research Assistant Professor, Dept. of Oral Biology >> School of Dental Medicine, University of Pittsburgh >> >> Suite 500, Bridgeside Point >> 100 Technology Drive >> Pittsburgh, PA 15219 >> Tel:412-648-9206 Fax:412-648-8779 >> Email:[EMAIL PROTECTED] >> *********************************************** >> >> >> >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> 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. > > ______________________________________________ > 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. -- 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.
