Title: | Nested Dichotomy Logistic Regression Models |
---|---|
Description: | Provides functions for specifying and fitting nested dichotomy logistic regression models for a multi-category response and methods for summarising and plotting those models. Nested dichotomies are statistically independent, and hence provide an additive decomposition of tests for the overall 'polytomous' response. When the dichotomies make sense substantively, this method can be a simpler alternative to the standard 'multinomial' logistic model which compares response categories to a reference level. See: J. Fox (2016), "Applied Regression Analysis and Generalized Linear Models", 3rd Ed., ISBN 1452205663. |
Authors: | John Fox [aut] , Michael Friendly [aut, cre] , Achim Zeileis [ctb] |
Maintainer: | Michael Friendly <[email protected]> |
License: | GPL (>=2) |
Version: | 0.3.3 |
Built: | 2024-11-02 05:13:57 UTC |
Source: | https://github.com/friendly/nestedLogit |
These functions provide simple ways to convert the results of predict.nestedLogit
to a data frame in a consistent format for plotting and other actions.
## S3 method for class 'predictNestedLogit' as.data.frame(x, row.names = NULL, optional = FALSE, ...)
## S3 method for class 'predictNestedLogit' as.data.frame(x, row.names = NULL, optional = FALSE, ...)
x |
a |
row.names |
row.names for result (for conformity with generic; not currently used) |
optional |
logical. If TRUE, setting row names and converting column names
(to syntactic names: see |
... |
other arguments (unused) |
For predict(..., model="nested")
(the default), returns
a data frame containing the values of predictors along with the columns
response
, p
, se.p
, logit
, se.logit
.
For predict(..., model="dichotomies")
, returns
a data frame containing the values of predictors along with the columns
response
, logit
, and se.logit
.
data("Womenlf", package = "carData") comparisons <- logits(work=dichotomy("not.work", c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")) wlf.nested <- nestedLogit(partic ~ hincome + children, dichotomies = comparisons, data=Womenlf) # get predicted values for a grid of `hincome` and `children` new <- expand.grid(hincome=seq(0, 45, length=10), children=c("absent", "present")) pred.nested <- predict(wlf.nested, new) plotdata <- as.data.frame(pred.nested) str(plotdata) # Predicted logit values for the dichotomies pred.dichot <- predict(wlf.nested, new, model = "dichotomies") plotlogit <- as.data.frame(pred.dichot) str(plotlogit)
data("Womenlf", package = "carData") comparisons <- logits(work=dichotomy("not.work", c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")) wlf.nested <- nestedLogit(partic ~ hincome + children, dichotomies = comparisons, data=Womenlf) # get predicted values for a grid of `hincome` and `children` new <- expand.grid(hincome=seq(0, 45, length=10), children=c("absent", "present")) pred.nested <- predict(wlf.nested, new) plotdata <- as.data.frame(pred.nested) str(plotdata) # Predicted logit values for the dichotomies pred.dichot <- predict(wlf.nested, new, model = "dichotomies") plotlogit <- as.data.frame(pred.dichot) str(plotlogit)
These functions give compact summaries of a "nestedLogit"
object
glance
Construct a single row summaries for the dichotomies "nestedLogit"
model.
tidy
Summarizes the terms in "nestedLogit"
model.
## S3 method for class 'nestedLogit' glance(x, ...) ## S3 method for class 'nestedLogit' tidy(x, ...)
## S3 method for class 'nestedLogit' glance(x, ...) ## S3 method for class 'nestedLogit' tidy(x, ...)
x |
an object of class |
... |
arguments to be passed down. |
glance
returns a tibble
containing one row of fit statistics for each dichotomy,
labeled response
. See glance
for details.
tidy
returns a tibble
containing coefficient estimates and test statistics for
the combinations of response
and term
. See tidy
for details.
data("Womenlf", package = "carData") m <- nestedLogit(partic ~ hincome + children, dichotomies = logits(work=dichotomy("not.work", working=c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")), data=Womenlf) # one-line summaries broom::glance(m) # coefficients and tests broom::tidy(m)
data("Womenlf", package = "carData") m <- nestedLogit(partic ~ hincome + children, dichotomies = logits(work=dichotomy("not.work", working=c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")), data=Womenlf) # one-line summaries broom::glance(m) # coefficients and tests broom::tidy(m)
Computes effects (in the sense of the effects package—see, in
particular, Effect
)—for "nestedLogit"
models, which then
can be used with other functions in the effects package, for example,
predictorEffects
and to produce effect plots.
## S3 method for class 'nestedLogit' Effect( focal.predictors, mod, confidence.level = 0.95, fixed.predictors = NULL, ... )
## S3 method for class 'nestedLogit' Effect( focal.predictors, mod, confidence.level = 0.95, fixed.predictors = NULL, ... )
focal.predictors |
a character vector of the names of one or more of the predictors in the model, for which the effect display should be computed. |
mod |
a |
confidence.level |
for point-wise confidence bands around the effects
(the default is |
fixed.predictors |
controls the values at which other predictors are fixed;
see |
... |
optional arguments to be passed to the |
an object of class "effpoly"
(see Effect
).
John Fox
John Fox and Sanford Weisberg (2019). An R Companion to Applied Regression, 3rd Edition. Sage, Thousand Oaks, CA.
John Fox, Sanford Weisberg (2018). Visualizing Fit and Lack of Fit in Complex Regression Models with Predictor Effect Plots and Partial Residuals. Journal of Statistical Software, 87(9), 1-27.
Effect
, plot.effpoly
,
predictorEffects
data("Womenlf", package = "carData") comparisons <- logits(work=dichotomy("not.work", working=c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")) m <- nestedLogit(partic ~ hincome + children, dichotomies = comparisons, data=Womenlf) peff.women <- effects::predictorEffects(m) plot(peff.women) plot(peff.women, axes=list(y=list(style="stacked"))) summary(peff.women) dichots <- logits(AB_CD = dichotomy(c("A", "B"), c("C", "D")), A_B = dichotomy("A", "B"), C_D = dichotomy("C", "D")) m.health <- nestedLogit(product4 ~ age + gender*household + position_level, dichotomies = dichots, data = HealthInsurance) eff.gen.hh <- effects::Effect(c("gender", "household"), m.health, xlevels=list(household=0:7)) eff.gen.hh plot(eff.gen.hh, axes=list(x=list(rug=FALSE))) plot(eff.gen.hh, axes=list(x=list(rug=FALSE), y=list(style="stacked")))
data("Womenlf", package = "carData") comparisons <- logits(work=dichotomy("not.work", working=c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")) m <- nestedLogit(partic ~ hincome + children, dichotomies = comparisons, data=Womenlf) peff.women <- effects::predictorEffects(m) plot(peff.women) plot(peff.women, axes=list(y=list(style="stacked"))) summary(peff.women) dichots <- logits(AB_CD = dichotomy(c("A", "B"), c("C", "D")), A_B = dichotomy("A", "B"), C_D = dichotomy("C", "D")) m.health <- nestedLogit(product4 ~ age + gender*household + position_level, dichotomies = dichots, data = HealthInsurance) eff.gen.hh <- effects::Effect(c("gender", "household"), m.health, xlevels=list(household=0:7)) eff.gen.hh plot(eff.gen.hh, axes=list(x=list(rug=FALSE))) plot(eff.gen.hh, axes=list(x=list(rug=FALSE), y=list(style="stacked")))
This data set is drawn from the U.S. General Social Survey (GSS) for years between 1972 and 2016.
data("GSS", package = "nestedLogit")
data("GSS", package = "nestedLogit")
A data frame with 44091 rows and 3 columns.
A factor representing parents' attained level of education
(highest "degree" obtained), recording
the higher of mother's and father's education, with levels "l.t.highschool"
,
"highschool"
, "college"
, and "graduate"
.
The respondent's level of education, a factor with the same levels
as parentdeg
.
The year of the survey, between 1972
and
2016
.
General Social Survey, NORC, The University of Chicago https://www.norc.org/Research/Projects/Pages/general-social-survey.aspx.
round(100*with(GSS, prop.table(table(degree, parentdeg), 2))) m.GSS <- nestedLogit(degree ~ parentdeg*year, continuationLogits(c("l.t.highschool", "highschool", "college", "graduate")), data=GSS) car::Anova(m.GSS) summary(m.GSS)
round(100*with(GSS, prop.table(table(degree, parentdeg), 2))) m.GSS <- nestedLogit(degree ~ parentdeg*year, continuationLogits(c("l.t.highschool", "highschool", "college", "graduate")), data=GSS) car::Anova(m.GSS) summary(m.GSS)
A company recently introduced a new health insurance provider for its employees. At the beginning of the year the employees had to choose one of three (or four) different health plan products from this provider to best suit their needs.
This dataset was modified from its original source (McNulty, 2022) for the present purposes by adding a fourth choice, sampled randomly from the original three.
data("HealthInsurance", package = "nestedLogit")
data("HealthInsurance", package = "nestedLogit")
A data frame with 1448 rows and 7 columns.
Choice among three products, a factor with levels "A"
, "B"
,
and "C"
.
Choice among four products, a factor with levels "A"
, "B"
,
"C"
, and "D"
.
The age of the individual, in years.
The number of people living with the individual in the same household.
Position level in the company at the time the choice was made, where 1 is is the lowest level and 5 is the highest, a numeric vector.
The gender of the individual, a factor with levels "Female"
and "Male"
.
The number of days the individual was absent from work in the year prior to the choice,
Originally taken from McNulty, K. (2022). Handbook of Regression Modeling in People Analytics, https://peopleanalytics-regression-book.org/data/health_insurance.csv.
lbinary <- logits(AB_CD = dichotomy(c("A", "B"), c("C", "D")), A_B = dichotomy("A", "B"), C_D = dichotomy("C", "D")) as.matrix(lbinary) health.nested <- nestedLogit(product4 ~ age + gender * household + position_level, dichotomies = lbinary, data = HealthInsurance) car::Anova(health.nested) coef(health.nested)
lbinary <- logits(AB_CD = dichotomy(c("A", "B"), c("C", "D")), A_B = dichotomy("A", "B"), C_D = dichotomy("C", "D")) as.matrix(lbinary) health.nested <- nestedLogit(product4 ~ age + gender * household + position_level, dichotomies = lbinary, data = HealthInsurance) car::Anova(health.nested) coef(health.nested)
nestedLogit
Objectmodels
is used to extract "glm"
objects representing binary logit
models from a "nestedLogit"
object.
models(model, select, as.list = FALSE) ## S3 method for class 'nestedLogit' models(model, select, as.list = FALSE)
models(model, select, as.list = FALSE) ## S3 method for class 'nestedLogit' models(model, select, as.list = FALSE)
model |
a |
select |
a numeric or character vector giving the number(s) or names(s)
of one or more
binary logit models to be extracted from |
as.list |
if |
model
returns either a single "glm"
object (see glm
) or a
list of "glm"
objects, each representing a binary logit model.
data("Womenlf", package = "carData") comparisons <- logits(work=dichotomy("not.work", working=c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")) m <- nestedLogit(partic ~ hincome + children, dichotomies = comparisons, data=Womenlf) # extract a binomial logit model models(m, "work") # use that to plot residuals plot(density(residuals(models(m, "work"))))
data("Womenlf", package = "carData") comparisons <- logits(work=dichotomy("not.work", working=c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")) m <- nestedLogit(partic ~ hincome + children, dichotomies = comparisons, data=Womenlf) # extract a binomial logit model models(m, "work") # use that to plot residuals plot(density(residuals(models(m, "work"))))
"nestedLogit"
ObjectsVarious methods for testing hypotheses about nested logit models.
Anova
Calculates type-II or type-III analysis-of-variance tables for "nestedLogit"
objects;
see Anova
in the car package.
anova
Computes sequential analysis of variance (or deviance) tables for one or more fitted
"nestedLogit"
objects; see anova
.
linearHypothesis
Computes Wald tests for linear hypotheses;
see linearHypothesis
in the car package.
logLik
Returns the log-likelihood and degrees of freedom for the nested-dichotomies model.
(and through it AIC
and BIC
model-comparison statistics).
## S3 method for class 'nestedLogit' Anova(mod, ...) ## S3 method for class 'Anova.nestedLogit' print(x, ...) ## S3 method for class 'nestedLogit' linearHypothesis(model, ...) ## S3 method for class 'nestedLogit' anova(object, object2, ...) ## S3 method for class 'anova.nestedLogit' print(x, ...) ## S3 method for class 'nestedLogit' logLik(object, ...)
## S3 method for class 'nestedLogit' Anova(mod, ...) ## S3 method for class 'Anova.nestedLogit' print(x, ...) ## S3 method for class 'nestedLogit' linearHypothesis(model, ...) ## S3 method for class 'nestedLogit' anova(object, object2, ...) ## S3 method for class 'anova.nestedLogit' print(x, ...) ## S3 method for class 'nestedLogit' logLik(object, ...)
... |
arguments to be passed down. In the case of |
x , object , object2 , mod , model
|
in most cases, an object of class |
The Anova
and anova
methods return objects
of class "Anova.nestedLogit"
and "anova.nestedLogit"
, respectively,
each of which contains a list of "anova"
objects (see anova
)
and is usually printed.
The linearHypothesis
method is called for its side effect, printing
the result of linear hypothesis tests, and invisibly returns NULL
.
The logLik
method returns an object of class "logLik"
(see logLik
).
John Fox
Anova
, anova
,
linearHypothesis
, logLik
, AIC
,
BIC
# define continuation dichotomies for level of education cont.dichots <- continuationLogits(c("l.t.highschool", "highschool", "college", "graduate")) # fit a nested model for the GSS data examining education degree in relation to parent & year m <- nestedLogit(degree ~ parentdeg + year, cont.dichots, data=GSS) # Anova and anova tests car::Anova(m) # type-II (partial) tests anova(update(m, . ~ . - year), m) # model comparison # Wald test car::linearHypothesis(m, c("parentdeghighschool", "parentdegcollege", "parentdeggraduate")) # log-liklihood, AIC, and BIC logLik(m) AIC(m) BIC(m)
# define continuation dichotomies for level of education cont.dichots <- continuationLogits(c("l.t.highschool", "highschool", "college", "graduate")) # fit a nested model for the GSS data examining education degree in relation to parent & year m <- nestedLogit(degree ~ parentdeg + year, cont.dichots, data=GSS) # Anova and anova tests car::Anova(m) # type-II (partial) tests anova(update(m, . ~ . - year), m) # model comparison # Wald test car::linearHypothesis(m, c("parentdeghighschool", "parentdegcollege", "parentdeggraduate")) # log-liklihood, AIC, and BIC logLik(m) AIC(m) BIC(m)
Fit a related set of binary logit models via the glm
function to nested dichotomies, comprising a model for the polytomy.
A polytomous response with categories can be analyzed using
binary logit comparisons. When these comparisons are nested,
the
sub-models are statistically independent. Therefore,
the likelihood chi-square statistics for the sub-models are additive
and give overall tests for a model for the polytomy.
This method was introduced by Fienberg (1980),and subsequently illustrated by
Fox(2016) and Friendly & Meyer (2016).
dichotomy
and logits
are helper functions to construct the dichotomies.
continuationLogits
constructs a set of logit comparisons, called
continuation logits,
for an ordered response. With
levels, say,
A, B, C, D
,
considered low to high:
The first contrasts B, C, D
against A
.
The second ignores A
and contrasts C, D
against B
.
The second ignores A, B
and contrasts D
against C
.
nestedLogit(formula, dichotomies, data, subset = NULL, contrasts = NULL, ...) logits(...) dichotomy(...) continuationLogits(levels, names, prefix = "above_")
nestedLogit(formula, dichotomies, data, subset = NULL, contrasts = NULL, ...) logits(...) dichotomy(...) continuationLogits(levels, names, prefix = "above_")
formula |
a model formula with the polytomous response on the left-hand side and the usual linear-model-like specification on the right-hand side. |
dichotomies |
specification of the logits for the nested dichotomies,
constructed by the |
data |
a data frame with the data for the model; unlike in most statistical
modeling functions, the |
subset |
a character string specifying an expression to fit the model
to a subset of the data; the default, |
contrasts |
an optional list of contrast specification for specific factors in the
model; see |
... |
for |
levels |
A character vector of set of levels of the variables or a number specifying the numbers of levels (in which case, uppercase letters will be use for the levels). |
names |
Names to be assigned to the dichotomies; if absent, names will be generated from the levels. |
prefix |
a character string (default: |
A dichotomy for a categorical variable is a comparison of one subset of levels against another subset. A set of dichotomies is nested, if after an initial dichotomy, all subsequent ones are within the groups of levels lumped together in earlier ones. Nested dichotomies correspond to a binary tree of the successive divisions.
For example, for a 3-level response, a first
dichotomy could be {A}, {B, C}
and then the second one would be
just {B}, {C}
. Note that in the second dichotomy, observations
with response A
are treated as NA
.
The function dichotomy
constructs a single dichotomy in the required form,
which is a list of length 2 containing two character vectors giving the levels
defining the dichotomy. The function logits
is used to create the
set of dichotomies for a response factor. Alternatively, the nested dichotomies can be
specified more compactly as a nested (i.e., recursive) list with optionally named
elements; for example,
list(air="plane", ground=list(public=list("train", "bus"), private="car"))
.
The function continuationLogits
provides a
convenient way to generate all dichotomies for an ordered response.
For an ordered response with levels, say,
A, B, C, D
,
considered low to high:
The dichotomy first contrasts B, C, D
against A
.
The second ignores A
and contrasts C, D
against B
.
The second ignores A, B
and contrasts D
against C
.
nestedLogit
returns an object of class "nestedLogit"
containing
the following elements:
models
, a named list of (normally)
"glm"
objects,
each a binary logit model for one of the nested dichotomies representing
the
-level response.
formula
, the model formula for the nested logit models.
dichotomies
, the "dichotomies"
object defining the nested dichotomies
for the model.
data.name
, the name of the data set to which the model is fit, of class "name"
.
data
, the data set to which the model is fit.
subset
, a character representation of the subset
argument or
"NULL"
if the argument isn't specified.
contrasts
, the contrasts
argument or NULL
if the argument
isn't specified.
contrasts.print
a character representation of the contrasts
argument or
"NULL"
if the argument isn't specified.
logits
and continuationLogits
return objects of class "dichotomies"
and c("continuationDichotomies" "dichotomies")
, respectively, which are two-elements lists,
each element containing a list of two character vectors representing a dichotomy.
dichotomy
returns a list of two character vectors representing a dichotomy.
John Fox
S. Fienberg (1980). The Analysis of Cross-Classified Categorical Data, 2nd Edition, MIT Press, Section 6.6.
J. Fox (2016), Applied Linear Regression and Generalized Linear Models, 3rd Edition, Sage, Section 14.2.2.
J. Fox and S. Weisberg (2011), An R Companion to Applied Regression, 2nd Edition, Sage, Section 5.8.
M. Friendly and D. Meyers (2016), Discrete Data Analysis with R, CRC Press, Section 8.2.
data("Womenlf", package = "carData") #' Use `logits()` and `dichotomy()` to specify the comparisons of interest comparisons <- logits(work=dichotomy("not.work", working=c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")) print(comparisons) m <- nestedLogit(partic ~ hincome + children, dichotomies = comparisons, data=Womenlf) print(summary(m)) print(car::Anova(m)) coef(m) # equivalent; nestedLogit(partic ~ hincome + children, dichotomies = list("not.work", working=list("parttime", "fulltime")), data=Womenlf) # get predicted values new <- expand.grid(hincome=seq(0, 45, length=10), children=c("absent", "present")) pred.nested <- predict(m, new) # plot op <- par(mfcol=c(1, 2), mar=c(4, 4, 3, 1) + 0.1) plot(m, "hincome", list(children="absent"), xlab="Husband's Income", legend=FALSE) plot(m, "hincome", list(children="present"), xlab="Husband's Income") par(op) continuationLogits(c("none", "gradeschool", "highschool", "college")) continuationLogits(4)
data("Womenlf", package = "carData") #' Use `logits()` and `dichotomy()` to specify the comparisons of interest comparisons <- logits(work=dichotomy("not.work", working=c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")) print(comparisons) m <- nestedLogit(partic ~ hincome + children, dichotomies = comparisons, data=Womenlf) print(summary(m)) print(car::Anova(m)) coef(m) # equivalent; nestedLogit(partic ~ hincome + children, dichotomies = list("not.work", working=list("parttime", "fulltime")), data=Womenlf) # get predicted values new <- expand.grid(hincome=seq(0, 45, length=10), children=c("absent", "present")) pred.nested <- predict(m, new) # plot op <- par(mfcol=c(1, 2), mar=c(4, 4, 3, 1) + 0.1) plot(m, "hincome", list(children="absent"), xlab="Husband's Income", legend=FALSE) plot(m, "hincome", list(children="present"), xlab="Husband's Income") par(op) continuationLogits(c("none", "gradeschool", "highschool", "college")) continuationLogits(4)
"nestedLogit"
and Related ObjectsVarious methods for processing "nestedLogit"
and related objects.
Most of these are the standard methods for a model-fitting function.
coef
, vcov
Return the coefficients and their variance-covariance matrix respectively.
update
Re-fit a "nestedLogit"
model with a change in any of the formula
, dichotomies
,
data
, subset
, or contrasts
, arguments.
predict
, fitted
Computes predicted values from a fitted "nestedLogit"
model.
confint
Compute point-wise confidence limits for predicted response-category probabilities or logits.
glance
Construct a single row summaries for the dichotomies "nestedLogit"
model.
tidy
Summarizes the terms in "nestedLogit"
model.
## S3 method for class 'nestedLogit' print(x, ...) ## S3 method for class 'nestedLogit' summary(object, ...) ## S3 method for class 'summary.nestedLogit' print(x, ...) ## S3 method for class 'dichotomies' print(x, ...) ## S3 method for class 'nestedLogit' predict(object, newdata, model = c("nested", "dichotomies"), ...) ## S3 method for class 'predictNestedLogit' print(x, n = min(10L, nrow(x$p)), ...) ## S3 method for class 'predictNestedLogit' confint( object, parm = c("prob", "logit"), level = 0.95, conf.limits.logit = TRUE, ... ) ## S3 method for class 'predictDichotomies' print(x, n = 10L, ...) ## S3 method for class 'nestedLogit' fitted(object, model = c("nested", "dichotomies"), ...) ## S3 method for class 'nestedLogit' coef(object, as.matrix = TRUE, ...) ## S3 method for class 'nestedLogit' vcov(object, as.matrix = FALSE, ...) ## S3 method for class 'nestedLogit' update(object, formula, dichotomies, data, subset, contrasts, ...) ## S3 method for class 'dichotomies' as.matrix(x, ...) ## S3 method for class 'dichotomies' as.character(x, ...) ## S3 method for class 'continuationDichotomies' as.matrix(x, ...) as.dichotomies(x, ...) ## S3 method for class 'matrix' as.dichotomies(x, ...)
## S3 method for class 'nestedLogit' print(x, ...) ## S3 method for class 'nestedLogit' summary(object, ...) ## S3 method for class 'summary.nestedLogit' print(x, ...) ## S3 method for class 'dichotomies' print(x, ...) ## S3 method for class 'nestedLogit' predict(object, newdata, model = c("nested", "dichotomies"), ...) ## S3 method for class 'predictNestedLogit' print(x, n = min(10L, nrow(x$p)), ...) ## S3 method for class 'predictNestedLogit' confint( object, parm = c("prob", "logit"), level = 0.95, conf.limits.logit = TRUE, ... ) ## S3 method for class 'predictDichotomies' print(x, n = 10L, ...) ## S3 method for class 'nestedLogit' fitted(object, model = c("nested", "dichotomies"), ...) ## S3 method for class 'nestedLogit' coef(object, as.matrix = TRUE, ...) ## S3 method for class 'nestedLogit' vcov(object, as.matrix = FALSE, ...) ## S3 method for class 'nestedLogit' update(object, formula, dichotomies, data, subset, contrasts, ...) ## S3 method for class 'dichotomies' as.matrix(x, ...) ## S3 method for class 'dichotomies' as.character(x, ...) ## S3 method for class 'continuationDichotomies' as.matrix(x, ...) as.dichotomies(x, ...) ## S3 method for class 'matrix' as.dichotomies(x, ...)
x , object
|
in most cases, an object of class |
... |
arguments to be passed down. |
newdata |
For the |
model |
For the |
n |
For the print method of |
parm |
For the |
level |
Confidence level for the |
conf.limits.logit |
When |
as.matrix |
if |
formula |
optional updated model formula. |
dichotomies |
optional updated dichotomies object. |
data |
optional updated data argument |
subset |
optional updated subset argument. |
contrasts |
optional updated contrasts argument. |
The predict
method provides predicted values for two representations of the model.
model = "nested"
gives the fitted probabilities for each of the response categories.
model = "dichotomies"
gives the fitted log odds for each binary logit models in the
dichotomies.
The coef
and vcov
methods return either matrices or lists of regression
coefficients and their covariances, respectively.
The update
method returns an object of class "nestedLogit"
(see nestedLogit
)
derived from the original nested-logit model.
The predict
and fitted
methods return an object of class "predictNested"
or "predictDichotomies"
, which contain the predicted probabilities, predicted logits,
and other information, such as standard errors of predicted values, and, if supplied,
the newdata
on which predictions are based.
The summary
method returns an object of class "summary.nestedLogit"
, which is
a list of summaries of the glm
objects that comprise the nested-dichotomies model; the
object is normally printed.
The methods for as.matrix
, as.character
, and as.dichotomies
coerce
various objects to matrices, character vectors, and dichotomies objects.
The various print
methods invisibly return their x
arguments.
John Fox and Michael Friendly
nestedLogit
, plot.nestedLogit
,
glance.nestedLogit
, tidy.nestedLogit
# define continuation dichotomies for level of education cont.dichots <- continuationLogits(c("l.t.highschool", "highschool", "college", "graduate")) # Show dichotomies in various forms print(cont.dichots) as.matrix(cont.dichots) as.character(cont.dichots) # fit a nested model for the GSS data examining education degree in relation to parent & year m <- nestedLogit(degree ~ parentdeg + year, cont.dichots, data=GSS) coef(m) # coefficient estimates sqrt(diag(vcov(m, as.matrix=TRUE))) # standard errors print(m) summary(m) # broom methods broom::glance(m) broom::tidy(m) # predicted probabilities and ploting predict(m) # fitted probabilities for first few cases; new <- expand.grid(parentdeg=c("l.t.highschool", "highschool", "college", "graduate"), year=c(1972, 2016)) fit <- predict(m, newdata=new) cbind(new, fit) # fitted probabilities at specific values of predictors # predicted logits for dichotomies predictions <- predict(m, newdata=new, model="dichotomies") predictions
# define continuation dichotomies for level of education cont.dichots <- continuationLogits(c("l.t.highschool", "highschool", "college", "graduate")) # Show dichotomies in various forms print(cont.dichots) as.matrix(cont.dichots) as.character(cont.dichots) # fit a nested model for the GSS data examining education degree in relation to parent & year m <- nestedLogit(degree ~ parentdeg + year, cont.dichots, data=GSS) coef(m) # coefficient estimates sqrt(diag(vcov(m, as.matrix=TRUE))) # standard errors print(m) summary(m) # broom methods broom::glance(m) broom::tidy(m) # predicted probabilities and ploting predict(m) # fitted probabilities for first few cases; new <- expand.grid(parentdeg=c("l.t.highschool", "highschool", "college", "graduate"), year=c(1972, 2016)) fit <- predict(m, newdata=new) cbind(new, fit) # fitted probabilities at specific values of predictors # predicted logits for dichotomies predictions <- predict(m, newdata=new, model="dichotomies") predictions
A plot
method for "nestedLogit"
objects produced by the
nestedLogit
function. Fitted probabilities under the model are plotted
for each level of the polytomous response variable, with one of the explanatory variables
on the horizontal axis and other explanatory variables fixed to particular values.
By default, a 95% pointwise confidence envelope is added to the plot.
## S3 method for class 'nestedLogit' plot( x, x.var, others, n.x.values = 100L, xlab = x.var, ylab = "Fitted Probability", main, cex.main = 1, digits.main = getOption("digits") - 2L, font.main = 1L, pch = 1L:length(response.levels), lwd = 3, lty = 1L:length(response.levels), col = palette()[1L:length(response.levels)], legend = TRUE, legend.inset = 0.01, legend.location = "topleft", legend.bty = "n", conf.level = 0.95, conf.alpha = 0.3, ... )
## S3 method for class 'nestedLogit' plot( x, x.var, others, n.x.values = 100L, xlab = x.var, ylab = "Fitted Probability", main, cex.main = 1, digits.main = getOption("digits") - 2L, font.main = 1L, pch = 1L:length(response.levels), lwd = 3, lty = 1L:length(response.levels), col = palette()[1L:length(response.levels)], legend = TRUE, legend.inset = 0.01, legend.location = "topleft", legend.bty = "n", conf.level = 0.95, conf.alpha = 0.3, ... )
x |
an object of |
x.var |
quoted name of the variable to appear on the x-axis; if omitted, the first predictor in the model is used. |
others |
a named list of values for the other variables in the model,
that is, other than |
n.x.values |
the number of evenly spaced values of |
xlab |
label for the x-axis (defaults to the value of |
ylab |
label for the y-axis (defaults to |
main |
main title for the graph (if missing, constructed from the variables and
values in |
cex.main |
size of main title (see |
digits.main |
number of digits to retain when rounding values for the main title. |
font.main |
font for main title (see |
pch |
plotting characters (see |
lwd |
line width (see |
lty |
line types (see |
col |
line colors (see |
legend |
if |
legend.inset |
default |
legend.location |
position of the legend (default |
legend.bty |
the type of box to be drawn around the legend. The allowed values are "o" (the default) and "n". |
conf.level |
the level for pointwise confidence envelopes around the predicted response probabilities;
the default is |
conf.alpha |
the opacity of the confidence envelopes; the default is |
... |
arguments to be passed to |
NULL Used for its side-effect of producing a plot
John Fox [email protected]
data("Womenlf", package = "carData") m <- nestedLogit(partic ~ hincome + children, logits(work=dichotomy("not.work", c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")), data=Womenlf) plot(m, legend.location="top") op <- par(mfcol=c(1, 2), mar=c(4, 4, 3, 1) + 0.1) plot(m, "hincome", list(children="absent"), xlab="Husband's Income", legend=FALSE) plot(m, "hincome", list(children="present"), xlab="Husband's Income") par(op)
data("Womenlf", package = "carData") m <- nestedLogit(partic ~ hincome + children, logits(work=dichotomy("not.work", c("parttime", "fulltime")), full=dichotomy("parttime", "fulltime")), data=Womenlf) plot(m, legend.location="top") op <- par(mfcol=c(1, 2), mar=c(4, 4, 3, 1) + 0.1) plot(m, "hincome", list(children="absent"), xlab="Husband's Income", legend=FALSE) plot(m, "hincome", list(children="present"), xlab="Husband's Income") par(op)