Best,
Tal
----------------Contact
Details:-------------------------------------------------------
Contact me: tal.gal...@gmail.com | 972-52-7275845
Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) |
www.r-statistics.com (English)
---------------------------------------------------------------------------
-------------------
On Wed, Jul 7, 2010 at 12:10 PM, Achim Zeileis <achim.zeil...@uibk.ac.at>
wrote:
On Wed, 7 Jul 2010, Tal Galili wrote:
Hello David,
Thanks to your posting I started looking at the
function in the arm package.
It appears this function is quite mature, and
offers (for example) the
ability to easily overlap coefficients from several
models.
Re: more mature. arm's coefplot() is more flexible in certain
respects, mine is more convenient in others. The overlay functionality
is something arm's coefplot() is better in and it also as some further
options (vertical vs. horizontal etc.). My coefplot() has the
advantage that it does not need any modification as long as coef() and
vcov() methods are available. Furthermore, "level" can specify the
significance level (instead of always using one and two standard
errors, respectively).
But it shouldn't be too hard to create a superset of all options.
I updated the post I published on the subject, so at the
end of it I give an
example of comparing the coef of several models:
http://www.r-statistics.com/2010/07/visualization-of-regression-coefficient
s-in-r/
As Allan pointed out in his reply, something fully reproducible would
be nice. Also, if you keep the example with quasi-complete separation,
it would be worth pointing this out. (Because the maximum likelihood
estimator is Infinity in this case.)
Finally, the Poisson model in comparison with the binomial models does
not make much sense, I guess.
Best,
Z
Thanks again for the pointer.
Best,
Tal
----------------Contact
Details:-------------------------------------------------------
Contact me: tal.gal...@gmail.com | 972-52-7275845
Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il
(Hebrew) |
www.r-statistics.com (English)
---------------------------------------------------------------------------
-------------------
On Wed, Jul 7, 2010 at 12:02 AM, David Atkins
<datk...@u.washington.edu>
wrote:
FYI, there is already a function coefplot in the arm
package;
for example, compare:
> library(arm)
Loading required package: MASS
Loading required package: Matrix
[snip]
Attaching package: 'arm'
The following object(s) are masked from 'package:coda':
traceplot
> data("Mroz", package = "car")
> fm <- glm(lfp ~ ., data = Mroz, family = binomial)
> coefplot(fm)
with version below.
cheeres, Dave
>
> detach("package:arm")
> coefplot <- function(object, df = NULL, level = 0.95, parm =
NULL,
+ labels = TRUE, xlab = "Coefficient confidence intervals",
ylab =
"",
+ xlim = NULL, ylim = NULL,
+ las = 1, lwd = 1, lty = c(1, 2), pch = 19, col = 1,
+ length = 0, angle = 30, code = 3, ...)
+ {
+ cf <- coef(object)
+ se <- sqrt(diag(vcov(object)))
+ if(is.null(parm)) parm <- seq_along(cf)
+ if(is.numeric(parm) | is.logical(parm)) parm <-
names(cf)[parm]
+ if(is.character(parm)) parm <- which(names(cf) %in% parm)
+ cf <- cf[parm]
+ se <- se[parm]
+ k <- length(cf)
+
+ if(is.null(df)) {
+ df <- if(identical(class(object), "lm"))
df.residual(object)
else 0
+ }
+
+ critval <- if(df > 0 & is.finite(df)) {
+ qt((1 - level)/2, df = df)
+ } else {
+ qnorm((1 - level)/2)
+ }
+ ci1 <- cf + critval * se
+ ci2 <- cf - critval * se
+
+ lwd <- rep(lwd, length.out = 2)
+ lty <- rep(lty, length.out = 2)
+ pch <- rep(pch, length.out = k)
+ col <- rep(col, length.out = k)
+
+ if(is.null(xlim)) xlim <- range(c(0, min(ci1), max(ci2)))
+ if(is.null(ylim)) ylim <- c(1 - 0.05 * k, 1.05 * k)
+
+ if(isTRUE(labels)) labels <- names(cf)
+ if(identical(labels, FALSE)) labels <- ""
+ labels <- rep(labels, length.out = k)
+
+ plot(0, 0, xlim = xlim, ylim = ylim, xlab = xlab, ylab =
ylab,
+ axes = FALSE, type = "n", las = las, ...)
+ arrows(ci1, 1:k, ci2, 1:k, lty = lty[1], lwd = lwd[1], col
= col,
+ length = length, angle = angle, code = code)
+ points(cf, 1:k, pch = pch, col = col)
+ abline(v = 0, lty = lty[2], lwd = lwd[2])
+ axis(1)
+ axis(2, at = 1:k, labels = labels, las = las)
+ box()
+ }
>
>
> coefplot(fm, parm = -1)
Achim Zeileis wrote:
I've thought about adding a plot() method for the coeftest()
function
in
the "lmtest" package. Essentially, it relies on a coef() and a
vcov()
method being available - and that a central limit theorem holds.
For
releasing it as a general function in the package the code is
still
too
raw, but maybe it's useful for someone on the list. Hence, I've
included
it below.
An example would be to visualize all coefficients except the
intercept
for
the Mroz data:
data("Mroz", package = "car")
fm <- glm(lfp ~ ., data = Mroz, family = binomial)
coefplot(fm, parm = -1)
hth,
Z
coefplot <- function(object, df = NULL, level = 0.95, parm =
NULL,
labels = TRUE, xlab = "Coefficient confidence intervals", ylab
= "",
xlim = NULL, ylim = NULL,
las = 1, lwd = 1, lty = c(1, 2), pch = 19, col = 1,
length = 0, angle = 30, code = 3, ...)
{
cf <- coef(object)
se <- sqrt(diag(vcov(object)))
if(is.null(parm)) parm <- seq_along(cf)
if(is.numeric(parm) | is.logical(parm)) parm <-
names(cf)[parm]
if(is.character(parm)) parm <- which(names(cf) %in% parm)
cf <- cf[parm]
se <- se[parm]
k <- length(cf)
if(is.null(df)) {
df <- if(identical(class(object), "lm")) df.residual(object)
else
0
}
critval <- if(df > 0 & is.finite(df)) {
qt((1 - level)/2, df = df)
} else {
qnorm((1 - level)/2)
}
ci1 <- cf + critval * se
ci2 <- cf - critval * se
lwd <- rep(lwd, length.out = 2)
lty <- rep(lty, length.out = 2)
pch <- rep(pch, length.out = k)
col <- rep(col, length.out = k)
if(is.null(xlim)) xlim <- range(c(0, min(ci1), max(ci2)))
if(is.null(ylim)) ylim <- c(1 - 0.05 * k, 1.05 * k)
if(isTRUE(labels)) labels <- names(cf)
if(identical(labels, FALSE)) labels <- ""
labels <- rep(labels, length.out = k)
plot(0, 0, xlim = xlim, ylim = ylim, xlab = xlab, ylab = ylab,
axes = FALSE, type = "n", las = las, ...)
arrows(ci1, 1:k, ci2, 1:k, lty = lty[1], lwd = lwd[1], col =
col,
length = length, angle = angle, code = code)
points(cf, 1:k, pch = pch, col = col)
abline(v = 0, lty = lty[2], lwd = lwd[2])
axis(1)
axis(2, at = 1:k, labels = labels, las = las)
box()
}
On Fri, 2 Jul 2010, Tal Galili wrote:
> Specifically this link:
>
http://tables2graphs.com/doku.php?id=04_regression_coefficients
>
> Great reference Bernd, thank you.
>
> Tal
>
>
> ----------------Contact
>
Details:-------------------------------------------------------
> Contact me: Tal.Galili at gmail.com | 972-52-7275845
> Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il
(Hebrew) |
> www.r-statistics.com (English)
>--------------------------------------------------------------------------
-
-------------------
>
>
>
>
> On Fri, Jul 2, 2010 at 10:31 AM, Bernd Weiss <bernd.weiss at
uni-koeln.de>wrote:
>
>> Am 02.07.2010 08:10, schrieb Wincent:
>>> Dear all,
>>>
>>> I try to show a subset of coefficients in my presentation.
It
seems
>>> that a "standard" table is not a good way to go. I found
figure 9
>>> (page 9) in this file (
>>>
>>http://www.destatis.de/jetspeed/portal/cms/Sites/destatis/Internet/DE/Con
te
nt/Wissenschaftsforum/Kolloquien/VisualisierungModellierung__Beitrag,proper
ty=file.pdf
>>>
>>>
>> ) looks pretty good. I wonder if there is any function for
such
plot?
>>> Or any suggestion on how to present statistical models in a
>>> presentation?
>>
>> Hi Wincent,
>>
>> I guess you are looking for "Using Graphs Instead of Tables
in
Political
>> Science" by Kastellec/Leoni
<http://tables2graphs.com/doku.php>.
>>
>> HTH,
>>
>> Bernd
>>
>> ______________________________________________
>> R-help at 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.
>>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at 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.
>
--
Dave Atkins, PhD
Research Associate Professor
Department of Psychiatry and Behavioral Science
University of Washington
datk...@u.washington.edu
Center for the Study of Health and Risk Behaviors (CSHRB)
1100 NE 45th Street, Suite 300
Seattle, WA 98105
206-616-3879
http://depts.washington.edu/cshrb/
(Mon-Wed)
Center for Healthcare Improvement, for Addictions, Mental
Illness,
Medically Vulnerable Populations (CHAMMP)
325 9th Avenue, 2HH-15
Box 359911
Seattle, WA 98104
http://www.chammp.org
(Thurs)
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