> On Mar 25, 2016, at 6:31 AM, T.Riedle <tr...@kent.ac.uk> wrote: > > Hi everybody, > > I am trying to run a logistic regression using the rms package. Here is the > output of my model. > > Logistic Regression Model > > lrm(formula = stock.market.crash ~ crash.t.1.to.t.L + MA.inflator.monthly + > realized.volatility.10 + MA.MP.100 + MA.UI.100 + MA.DEI.100 + > MA.UPR.100, data = FDL.model_monthly) > Model Likelihood Discrimination Rank Discrim. > Ratio Test Indexes Indexes > Obs 45 LR chi2 21.57 R2 0.529 C 0.889 > 0 30 d.f. 7 g 2.789 Dxy 0.778 > 1 15 Pr(> chi2) 0.0030 gr 16.267 gamma 0.778 > max |deriv| 6e-06 gp 0.340 tau-a 0.354 > Brier 0.131 > > Coef S.E. Wald Z Pr(>|Z|) > Intercept -11.6543 5.9683 -1.95 0.0509 > crash.t.1.to.t.L -4.5335 2.5705 -1.76 0.0778 > MA.inflator.monthly -2.4400 1.2735 -1.92 0.0554 > realized.volatility.10 24.7952 10.3298 2.40 0.0164 > MA.MP.100 6.9404 4.1511 1.67 0.0945 > MA.UI.100 -125.7101 54.5219 -2.31 0.0211 > MA.DEI.100 519.9589 255.0241 2.04 0.0415 > MA.UPR.100 2.6938 2.2209 1.21 0.2252 > > > I am a bit confused regarding the interpretation of the chi2 and its p-value. > Can anybody help me interpret the results?
I don't think anyone can help you unless you first describe the structure of the data. I worry that you are analyzing some sort of panel structure and have not yet accounted for autocorrelation in monthly measures. > I get a high R2 but chi2 seems to be significant and high. How do I interpret > these results in the rms package? This suggests you need to talk to someone with deeper statistical background, and that's not really what r-help bills itself as providing. Is this part of an education experience or task? Do you have a supervisor that could be consulted? -- David Winsemius Alameda, CA, USA ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
