Note the coxph docs call these `efficient scores', which helps. However, what the `score' part of a coxph object gives is not the score for the addition of a new variable, but for the addition of all the variables, as I understand it. (You could do repeated fits using init=, but that's not what you said.)
I am not aware of a good way to do that even for a glm. (Smart people could make add1.lm do it, I guess.) I would just do likelihood ratio tests since computation time is unlikely to be an issue these days. On Fri, 7 May 2004, Jacqueline Hall wrote: > Hi, > > Sorry for not making this clear, > > By "score" I meant the score from the score test, for assessing the addition > of a new variable to the model. (first derivative of the log likeihood/ > information matrix, the ratio (score)having a chi squared distribution of > appropriate df) > > I'm looking for something similar/appropraite for logistic regression, my > outcome (response) variable has 4 categories (hence the interest in > multinom), the covariates are continuous. > > Thanks again, > > Jacqui > > -----Original Message----- > From: Prof Brian Ripley [mailto:[EMAIL PROTECTED] > Sent: 07 May 2004 15:07 > To: Jacqueline Hall > Cc: [EMAIL PROTECTED] > Subject: Re: [R] scores from multinomial logistic regression > > > What do you mean by the scores? > > What multinom does is to fit probabilities (which you can extract by > fitted()): the response is a discrete probability distribution. There is an > underlying linear predictor but > > (a) it is K-dimensional and > (b) there is a degree of ambiguity, usually resolved by setting the > predictor for one category to zero (but not in this code). > > That linear predictor is only generated in the underlying C code. > > On Fri, 7 May 2004, Jacqueline Hall wrote: > > > Dear all, > > > > I'm interested in extracting the score from multinomial logistic > > regression models fit using multinom, to assess the stregth of > > assocation of the parameter with the response (akin to the score from > > clogit/cox regression). currently I'm using R 1.8.1. Is there a > > function that will extract the score from a multinom object or how i > > can get back to it? or from using glm? I investigated the documention > > for Design but those functions seem to apply to binary logistic. > > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
