[R] mboost: Interpreting coefficients from glmboost if center=TRUE

2010-02-07 Thread Kyle Werner
I'm running R 2.10.1 with mboost 2.0 in order to build predictive models . I am performing prediction on a binomial outcome, using a linear function (glmboost). However, I am running into some confusion regarding centering. (I am not aware of an mboost-specific mailing list, so if the main R list

Re: [R] mboost: Interpreting coefficients from glmboost if center=TRUE

2010-02-07 Thread Kyle Werner
, which do not return scalar coefficients that are readily extractable.) On Sun, Feb 7, 2010 at 6:31 PM, David Winsemius dwinsem...@comcast.net wrote: On Feb 7, 2010, at 5:03 PM, Kyle Werner wrote: I'm running R 2.10.1 with mboost 2.0 in order to build predictive models . I am performing

[R] GBM package: Extract coefficients

2009-12-14 Thread Kyle Werner
I am using the gbm package for generalized boosted regression models, and would like to be able to extract the coefficients produced for storage in a database. I am already using R to automatically generate formulas that I can export to a database and store. For example, I have been using Dr.

[R] Getting AIC from lrm in Design package

2009-10-25 Thread Kyle Werner
I am trying to obtain the AICc after performing logistic regression using the Design package. For simplicity, I'll talk about the AIC. I tried building a model with lrm, and then calculating the AIC as follows: likelihood.ratio - unname(lrm(succeeded~var1+var2,data=scenario,x=T,y=T)$stats[Model

Re: [R] Getting AIC from lrm in Design package

2009-10-25 Thread Kyle Werner
the same observations) having the lowest AIC. I hope that my understanding of this fundamental formula is correct, but please let me know if not. Thanks. On Sun, Oct 25, 2009 at 10:51 AM, David Winsemius dwinsem...@comcast.net wrote: On Oct 25, 2009, at 9:24 AM, Kyle Werner wrote: I am trying

Re: [R] Getting AIC from lrm in Design package

2009-10-25 Thread Kyle Werner
Dear David, Thank you for the reference to Frank Harrell's excellent text. I will read up to correct my statistical deficiencies offline. Thank you. On Sun, Oct 25, 2009 at 1:24 PM, David Winsemius dwinsem...@comcast.net wrote: On Oct 25, 2009, at 12:55 PM, Kyle Werner wrote: David

Re: [R] Getting the C-index for a dataset that was not used to generate the logistic model

2009-07-17 Thread Kyle Werner
PM, Frank E Harrell Jrf.harr...@vanderbilt.edu wrote: Kyle Werner wrote: Does anyone know how to get the C-index from a logistic model - not using the dataset that was used to train the model, but instead using a fresh dataset on the same model? I have a dataset of 400 points that I've split

[R] Getting the C-index for a dataset that was not used to generate the logistic model

2009-07-16 Thread Kyle Werner
apply the new data to the model from * logit.lrm* that I generated before. So, can someone point me in the right direction for evaluating the model that I built with trainingData, but getting the C-statistic against my validationData? Thanks so much, Kyle Werner [[alternative HTML version

[R] Getting the C-index for a dataset that was not used to generate the logistic model

2009-07-16 Thread Kyle Werner
data to the model from logit.lrm that I generated before. So, can someone point me in the right direction for evaluating the model that I built with trainingData, but getting the C-statistic against my validationData? Thanks so much, Kyle Werner (Resending because I accidentally HTML formatted my