Joseph Magagnoli
2008-Nov-24 00:19 UTC
[R] [R} Expected Percent Correctly Predicted (ePCP)
Hi all, I ran a logit model and I would like to calculate the ePCP. The problem is that I have missing data and I cant calculate the ePCP. Does anyone know how to calculate this with missing data? here are the codes I used-but I guess it only works when the data is complete ###Model 2 #1 estimate the model logit2<-zelig(inter~conv + asym + lnbdeadbest + strength + numgrps + durest + cap + border + coldwar + ethnic + govt + mixedaim+ lmtnest + polity2 + lamerica + ssafrica + asia + nafrme, model="logit",data=data) #2 record the coefficients and variance-covarnaicne matrix coeff <- logit2$coefficients covar <- vcov(logit2) #3 simulate the coefficients vector and variance matrix simcoef <- rmvnorm(n=1000, mean=coeff, sigma=covar) #4 compute the predicted probabilities sphat <- invlogit(cbind(1, conv, asym, lnbdeadbest, strength, numgrps, durest, cap, border, coldwar, ethnic, govt, mixedaim, lmtnest, polity2, lamerica, ssafrica, asia, nafrme ) %*% t(simcoef)) #5 compute ePCP n <- nrow(data) sump <- matrix(NA, 1000, n) sump[inter==1] <- sphat[inter==1] sump[inter==0] <- 1-sphat[inter==0] ePCP2 <- (1/1000) * colSums(sump) hist(ePCP2) quantile(ePCP2, c(0.025, 0.975)) [[alternative HTML version deleted]]