Adaikalavan Ramasamy
2008-Oct-02 17:01 UTC
[R] back transforming output from negative binomial
Dear all,
I used the glm.nb with the default values from the MASS package to run a
negative binomial regression. Here is a simple example:
set.seed(123)
y <- c( rep(0, 30), rpois(70, lambda=2) )
smoke <- factor( sample( c("NO", "YES"), 100,
replace=T ) )
height <- c( rnorm(30, mean=100, sd=20), rnorm(70, mean=150, sd=20) )
fit <- glm.nb( y ~ smoke + height )
coef(summary(fit))
Estimate Std. Error z value Pr(>|z|)
(Intercept) -2.34907191 0.537610710 -4.3694664 1.245505e-05
smokeYES -0.03479730 0.197627539 -0.1760751 8.602349e-01
height 0.01942373 0.003527538 5.5063142 3.664243e-08
The question now is how do I report the results, say, for height? Do I
simply take the anti logs. i.e. 1.019613 = exp(0.019423) ?
I have seen one paper where they report using anti log base 10 instead
of natural base but they use STATA though.
Please kindly advise. Thank you.
Regards, Adai
Adaikalavan Ramasamy <a.ramasamy <at> imperial.ac.uk> writes:> > Dear all, > > I used the glm.nb with the default values from the MASS package to run a > negative binomial regression. Here is a simple example:[snip -- thanks for the example!]> The question now is how do I report the results, say, for height? Do I > simply take the anti logs. i.e. 1.019613 = exp(0.019423) ? > > I have seen one paper where they report using anti log base 10 instead > of natural base but they use STATA though. >Yes, exactly. If you look at ?glm.nb you will see that it uses a log link function, and therefore you should exponentiate (anti-log) to back-transform. Natural, not base-10 logs, are used. Don't forget that back-transforming standard errors by themselves is meaningless, you have to back-transform lower and upper confidence limits ... Ben Bolker