RE: [R] What is the most useful way to detect nonlinearity in lo

2004-12-05 Thread Ted Harding
On 05-Dec-04 Patrick Foley wrote: It is easy to spot response nonlinearity in normal linear models using plot(something.lm). However plot(something.glm) produces artifactual peculiarities since the diagnostic residuals are constrained by the fact that y can only take values 0 or 1. What do

Re: [R] What is the most useful way to detect nonlinearity in lo

2004-12-05 Thread Frank E Harrell Jr
(Ted Harding) wrote: On 05-Dec-04 Patrick Foley wrote: It is easy to spot response nonlinearity in normal linear models using plot(something.lm). However plot(something.glm) produces artifactual peculiarities since the diagnostic residuals are constrained by the fact that y can only take values 0

RE: [R] What is the most useful way to detect nonlinearity in lo

2004-12-05 Thread Ted Harding
On 05-Dec-04 Ted Harding wrote: [...] For example, adopting the ritual sigificant == P0.05, power = 80%, you can see a histogram of the p-values over the conventional significance breaks with hist(pvals,breaks=c(0,0.01,0.03,0.1,0.5,0.9,0.95,0.99,1),freq=TRUE) Sorry for the typo! That

Re: [R] What is the most useful way to detect nonlinearity in lo

2004-12-05 Thread Ted Harding
On 05-Dec-04 Peter Dalgaard wrote: Peter Dalgaard [EMAIL PROTECTED] writes: Re. the smoothed residuals, you do need to be careful about the smoother. Some of the robust ones will do precisely the wrong thing in this context: You really are interested in the mean, not some trimmed mean (which

Re: [R] What is the most useful way to detect nonlinearity in lo

2004-12-05 Thread Peter Dalgaard
(Ted Harding) [EMAIL PROTECTED] writes: x - runif(500) y - rbinom(500,size=1,p=plogis(x)) xx - predict(loess(resid(glm(y~x,binomial))~x),se=T) matplot(x,cbind(xx$fit, 2*xx$se.fit, -2*xx$se.fit),pch=20) Not sure my money isn't still on the splines, though. . Serves me right for

Re: [R] What is the most useful way to detect nonlinearity in lo

2004-12-05 Thread Ted Harding
On 05-Dec-04 Peter Dalgaard wrote: (Ted Harding) [EMAIL PROTECTED] writes: x - runif(500) y - rbinom(500,size=1,p=plogis(x)) xx - predict(loess(resid(glm(y~x,binomial))~x),se=T) matplot(x,cbind(xx$fit, 2*xx$se.fit, -2*xx$se.fit),pch=20) Not sure my money isn't still on the splines,

RE: [R] What is the most useful way to detect nonlinearity in lo

2004-12-05 Thread Liaw, Andy
-Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL PROTECTED] Sent: Sunday, December 05, 2004 7:14 PM To: [EMAIL PROTECTED] Subject: Re: [R] What is the most useful way to detect nonlinearity in lo On 05-Dec-04 Peter Dalgaard wrote: