Greg Trafton
2005-May-19 19:34 UTC
[R] logistic regression: differential importance of regressors
Hi, All. I have a logistic regression model that I have run. The question came up: which of these regressors is more important than another? (I'm using Design) Logistic Regression Model lrm(formula = iconicgesture ~ ST + SSP + magnitude + Condition + Expertise, data = d) Coef S.E. Wald Z P Intercept -3.2688 0.2854 -11.45 0.0000 ST 2.0871 0.2730 7.64 0.0000 SSP 0.7454 0.3031 2.46 0.0139 magnitude -0.9905 0.6284 -1.58 0.1150 Condition 0.9506 0.2932 3.24 0.0012 Expertise 0.8508 0.2654 3.21 0.0013 The real question is that, since both ST and SSP load significantly into the model, how do I show that ST has a bigger/smaller/similar effect than SSP? thanks in advance! greg
Frank E Harrell Jr
2005-May-19 21:22 UTC
[R] logistic regression: differential importance of regressors
Greg Trafton wrote:> Hi, All. I have a logistic regression model that I have run. The > question came up: which of these regressors is more important than > another? > > (I'm using Design) > > Logistic Regression Model > > lrm(formula = iconicgesture ~ ST + SSP + magnitude + Condition + > Expertise, data = d) > > Coef S.E. Wald Z P > Intercept -3.2688 0.2854 -11.45 0.0000 > ST 2.0871 0.2730 7.64 0.0000 > SSP 0.7454 0.3031 2.46 0.0139 > magnitude -0.9905 0.6284 -1.58 0.1150 > Condition 0.9506 0.2932 3.24 0.0012 > Expertise 0.8508 0.2654 3.21 0.0013 > > The real question is that, since both ST and SSP load significantly > into the model, how do I show that ST has a bigger/smaller/similar > effect than SSP? > > thanks in advance! > greg >One thing you can do is to compute what proportion of the total likelihood ratio chi-square statistic is due to each variable by removing one at a time and looking at difference in Model L.R. (assuming both have same observations missing). Note that you are making heavy linearity assumptions. You can also use the bootstrap to get a confidence interval on the rank of the chi-square statistic a variable has among all competing chi-squares. Frank -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University
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