"Biedermann, Jürgen"
2011-Apr-29 16:29 UTC
[R] logistic regression with glm: cooks distance and dfbetas are different compared to SPSS output
Hi there, I have the problem, that I'm not able to reproduce the SPSS residual statistics (dfbeta and cook's distance) with a simple binary logistic regression model obtained in R via the glm-function. I tried the following: fit <- glm(y ~ x1 + x2 + x3, data, family=binomial) cooks.distance(fit) dfbetas(fit) When i compare the returned values with the values that I get in SPSS, they are different, although the same model is calculated (the coefficients are the same etc.) It seems that different calculation-formulas are used for cooks.distance and dfbetas in SPSS compared to R. Unfortunately I didn't find out, what's the difference in the calculation and how I could get R to calculate me the same statistics that SPSS uses. Or is this an unknown SPSS bug? Greetings J?rgen
Uwe Ligges
2011-May-02 11:16 UTC
[R] logistic regression with glm: cooks distance and dfbetas are different compared to SPSS output
On 29.04.2011 18:29, "Biedermann, J?rgen" wrote:> Hi there, > > I have the problem, that I'm not able to reproduce the SPSS residual > statistics (dfbeta and cook's distance) with a simple binary logistic > regression model obtained in R via the glm-function. > > I tried the following: > > fit <- glm(y ~ x1 + x2 + x3, data, family=binomial) > > cooks.distance(fit)#Just type stats::cooks.distance.glm and see the definition in R yourself: function (model, infl = influence(model, do.coef = FALSE), res = infl$pear.res, dispersion = summary(model)$dispersion, hat = infl$hat, ...) { p <- model$rank res <- (res/(1 - hat))^2 * hat/(dispersion * p) res[is.infinite(res)] <- NaN res } <environment: namespace:stats> Now you can digg yourself further on. I do not know how to find the actually used algorithm from SPSS, hence I cannot tell what is different. Uwe Ligges> dfbetas(fit) > > When i compare the returned values with the values that I get in SPSS, > they are different, although the same model is calculated (the > coefficients are the same etc.) > > It seems that different calculation-formulas are used for cooks.distance > and dfbetas in SPSS compared to R. > > Unfortunately I didn't find out, what's the difference in the > calculation and how I could get R to calculate me the same statistics > that SPSS uses. > Or is this an unknown SPSS bug? > > Greetings > J?rgen > > ______________________________________________ > 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.