severine.erhel@free.fr
2005-Aug-08 16:15 UTC
[R] get the wald chi square in binary logistic regression
hello, I work since a few time on R and i wanted to know how to obtain the Wald chi square value when you make a binary logistic regression. In fact, i have the z value and the signification but is there a script to see what is the value of Wald chi square. You can see my model below, Best regards, S??verine Erhel [Previously saved workspace restored]> m3 = glm(reponse2 ~ form + factor(critere2) ,family=binomial,data=mes.donnees) > summary (m3)Call: glm(formula = reponse2 ~ form + factor(critere2), family = binomial, data = mes.donnees) Deviance Residuals: Min 1Q Median 3Q Max -2.5402 0.2064 0.3354 0.4833 1.4177 Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) 0.5482 0.3930 1.395 0.1631 form Illustration 3.2904 0.6478 5.080 3.78e-07 *** form Texte+illustration 2.6375 0.4746 5.557 2.74e-08 *** factor(critere2)2 -1.0973 0.5103 -2.150 0.0315 * factor(critere2)3 -0.9891 0.5107 -1.937 0.0528 . --- Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 (Dispersion parameter for binomial family taken to be 1) Null deviance: 227.76 on 218 degrees of freedom Residual deviance: 162.11 on 214 degrees of freedom AIC: 172.11 Number of Fisher Scoring iterations: 5
Renaud Lancelot
2005-Aug-08 17:03 UTC
[R] get the wald chi square in binary logistic regression
severine.erhel at free.fr a ??crit :> hello, > > I work since a few time on R and i wanted to know how to obtain the Wald chi > square value when you make a binary logistic regression. In fact, i have the z > value and the signification but is there a script to see what is the value of > Wald chi square. You can see my model below, > Best regards, > > S??verine Erhel >If you want a global test for several coeff associated with the same variable (e.g., form or criter2 in your example), you can fit the model without the variable and compare the 2 models with a likelihood ratio test (function anova): it is safer than the Wald test. If you really want the Wald test, it is available in different packages: see for example the function wald.test in package aod. Best, Renaud> > > > > [Previously saved workspace restored] > > > >>m3 = glm(reponse2 ~ form + factor(critere2) ,family=binomial,data=mes.donnees) >> summary (m3) > > > Call: > glm(formula = reponse2 ~ form + factor(critere2), family = binomial, > data = mes.donnees) > > Deviance Residuals: > Min 1Q Median 3Q Max > -2.5402 0.2064 0.3354 0.4833 1.4177 > > Coefficients: > Estimate Std. Error z value Pr(>|z|) > (Intercept) 0.5482 0.3930 1.395 0.1631 > form Illustration 3.2904 0.6478 5.080 3.78e-07 *** > form Texte+illustration 2.6375 0.4746 5.557 2.74e-08 *** > factor(critere2)2 -1.0973 0.5103 -2.150 0.0315 * > factor(critere2)3 -0.9891 0.5107 -1.937 0.0528 . > --- > Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 > > (Dispersion parameter for binomial family taken to be 1) > > Null deviance: 227.76 on 218 degrees of freedom > Residual deviance: 162.11 on 214 degrees of freedom > AIC: 172.11 > > Number of Fisher Scoring iterations: 5 > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >-- Dr Renaud Lancelot, v??t??rinaire Projet FSP r??gional ??pid??miologie v??t??rinaire C/0 Ambassade de France - SCAC BP 834 Antananarivo 101 - Madagascar e-mail: renaud.lancelot at cirad.fr tel.: +261 32 40 165 53 (cell) +261 20 22 665 36 ext. 225 (work) +261 20 22 494 37 (home)