Jan Verbesselt
2006-Jan-11 14:31 UTC
[R] Binary logistic modelling: setting conditions (defining thresholds) in the fitted model (lrm)
Dear Rlist, We are working with library(Design) & R 2.2.1// When using the following fitted model: knots <- 5 lrm.1 <- lrm(X8~rcs(X1,5),x=T,y=T) X8 (binary 0/1 vector) X1, X2 explantory variables We would like to set the probability of X8=1 to zero when the X2 variable is smaller than a defined threshold, e.g. X2<50, because the X1 variable is not correct (contains more errors) anymore when X2<50. How could we define this in the model smoothly without changing the values of the variables? We keep in mind that setting thresholds in not a good solution because then information is lost. Therefore we also tested the following model. However, towards operational methods or techniques setting thresholds is simplifying relationships. Especially in this case were we saw that X1 could contain more errors when X2 < 50. lrm.1 <- lrm(X8~rcs(X1,5)+ rcs(X2,5),x=T,y=T) Thanks a lot for feedback & discussion, Jan Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm
Frank E Harrell Jr
2006-Jan-11 15:10 UTC
[R] Binary logistic modelling: setting conditions (defining thresholds) in the fitted model (lrm)
Jan Verbesselt wrote:> Dear Rlist, > > We are working with library(Design) & R 2.2.1// > When using the following fitted model: > knots <- 5 > lrm.1 <- lrm(X8~rcs(X1,5),x=T,y=T) > > X8 (binary 0/1 vector) > X1, X2 explantory variables > > We would like to set the probability of X8=1 to zero when the X2 > variable is smaller than a defined threshold, > e.g. X2<50, because the X1 variable is not correct (contains more > errors) anymore when X2<50.Are you sure you want the prob(X8=1) to be zero or to you want to just constrain the regression function to be of a certain form? And keep in mind that if the measurement errors are moderate or better it is usually better to use the variable in its original form because otherwise real predictive information is lost. Frank> > How could we define this in the model smoothly without changing the > values of the variables? > > We keep in mind that setting thresholds in not a good solution because > then information is lost. Therefore we also tested the following model. > However, towards operational methods or techniques setting thresholds is > simplifying relationships. Especially in this case were we saw that X1 > could contain more errors when X2 < 50. > > lrm.1 <- lrm(X8~rcs(X1,5)+ rcs(X2,5),x=T,y=T) > > Thanks a lot for feedback & discussion, > Jan-- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University