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2001 Sep 11
2
correlation predictors problem
R colleagues, I want to get the correlation between the coefficients of a regression. Everything seems OK, but when there are more than 3 regressors, the correlation matrix is completely wrong, as follows: > x.glm <- glm( bascule ~durP+ durI +durC+moyHzPB +moyHzIN, x,family=binomial) > summary(x.glm,correlation=T) Call: glm(formula = bascule ~ durP + durI + durC + moyHzPB + moyHzIN, family = binomial, data = x) ....... ........ (Dispersion parameter for binomial family taken to be 1) Null deviance: 365.00 on 266 degrees of freedom...