{"id":2949,"date":"2023-07-19T23:07:53","date_gmt":"2023-07-19T23:07:53","guid":{"rendered":"https:\/\/statorials.org\/cn\/%e6%a0%bc%e9%b2%81%e5%a7%86%c2%b7%e5%8d%a1%e9%9b%b7\/"},"modified":"2023-07-19T23:07:53","modified_gmt":"2023-07-19T23:07:53","slug":"%e6%a0%bc%e9%b2%81%e5%a7%86%c2%b7%e5%8d%a1%e9%9b%b7","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/%e6%a0%bc%e9%b2%81%e5%a7%86%c2%b7%e5%8d%a1%e9%9b%b7\/","title":{"rendered":"\u5982\u4f55\u8ba1\u7b97 r \u4e2d glm \u7684 r \u5e73\u65b9"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u901a\u5e38\uff0c\u5f53\u6211\u4eec\u62df\u5408\u7ebf\u6027\u56de\u5f52\u6a21\u578b\u65f6\uff0c\u6211\u4eec\u4f7f\u7528<strong>R \u5e73\u65b9<\/strong>\u6765\u8bc4\u4f30\u6a21\u578b\u5bf9\u6570\u636e\u7684\u62df\u5408\u7a0b\u5ea6\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">R \u5e73\u65b9\u8868\u793a<a href=\"https:\/\/statorials.org\/cn\/\u53d8\u91cf\u89e3\u91ca\u6027\u53cd\u5e94\/\" target=\"_blank\" rel=\"noopener\">\u54cd\u5e94\u53d8\u91cf<\/a>\u4e2d\u53ef\u7531\u56de\u5f52\u6a21\u578b\u4e2d\u7684\u9884\u6d4b\u53d8\u91cf\u89e3\u91ca\u7684\u65b9\u5dee\u6bd4\u4f8b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8be5\u6570\u5b57\u8303\u56f4\u4ece 0 \u5230 1\uff0c\u503c\u8d8a\u9ad8\u8868\u793a\u6a21\u578b\u62df\u5408\u8d8a\u597d\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u7136\u800c\uff0c\u4e00\u822c\u7ebf\u6027\u6a21\u578b\uff08\u4f8b\u5982<a href=\"https:\/\/statorials.org\/cn\/\u903b\u8f91\u56de\u5f521\/\" target=\"_blank\" rel=\"noopener\">\u903b\u8f91\u56de\u5f52<\/a>\u6a21\u578b\u548c<a href=\"https:\/\/statorials.org\/cn\/\u9c7c\u56de\u5f52\/\" target=\"_blank\" rel=\"noopener\">\u6cca\u677e\u56de\u5f52<\/a>\u6a21\u578b\uff09\u6ca1\u6709R\u5e73\u65b9\u503c\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u76f8\u53cd\uff0c\u6211\u4eec\u53ef\u4ee5\u8ba1\u7b97\u4e00\u4e2a\u79f0\u4e3a<strong>McFadden&#8217;s R-Squared \u7684<\/strong>\u6307\u6807\uff0c\u5176\u8303\u56f4\u4ece 0 \u5230\u7565\u4f4e\u4e8e 1\uff0c\u503c\u8d8a\u9ad8\u8868\u793a\u6a21\u578b\u62df\u5408\u8d8a\u597d\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6211\u4eec\u4f7f\u7528\u4ee5\u4e0b\u516c\u5f0f\u6765\u8ba1\u7b97 McFadden \u7684 R \u5e73\u65b9\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\">McFadden \u7684 R \u5e73\u65b9 = 1 \u2013\uff08\u5bf9\u6570\u4f3c\u7136<sub>\u6a21\u578b<\/sub>\/<sub>\u96f6<\/sub>\u5bf9\u6570\u4f3c\u7136\uff09<\/span><\/p>\n<p><span style=\"color: #000000;\">\u91d1\u5b50\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\"><strong>\u5bf9\u6570\u4f3c\u7136<sub>\u6a21\u578b<\/sub><\/strong>\uff1a\u5f53\u524d\u62df\u5408\u6a21\u578b\u7684\u5bf9\u6570\u4f3c\u7136\u503c<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong><sub>\u96f6<\/sub>\u5bf9\u6570\u4f3c\u7136<\/strong>\uff1a\u96f6\u6a21\u578b\u7684\u5bf9\u6570\u4f3c\u7136\u503c\uff08\u4ec5\u5177\u6709\u622a\u8ddd\u7684\u6a21\u578b\uff09<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u5728\u5b9e\u8df5\u4e2d\uff0c\u9ad8\u4e8e 0.40 \u7684\u503c\u8868\u660e\u6a21\u578b\u975e\u5e38\u9002\u5408\u6570\u636e\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4ee5\u4e0b\u793a\u4f8b\u6f14\u793a\u5982\u4f55\u8ba1\u7b97 R \u4e2d\u903b\u8f91\u56de\u5f52\u6a21\u578b\u7684 McFadden R \u5e73\u65b9\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u793a\u4f8b\uff1a\u8ba1\u7b97 R \u4e2d\u7684 McFadden R \u5e73\u65b9<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u5bf9\u4e8e\u6b64\u793a\u4f8b\uff0c\u6211\u4eec\u5c06\u4f7f\u7528 ISLR \u5305\u4e2d\u7684<strong>\u9ed8\u8ba4<\/strong>\u6570\u636e\u96c6\u3002\u6211\u4eec\u53ef\u4ee5\u4f7f\u7528\u4ee5\u4e0b\u4ee3\u7801\u6765\u52a0\u8f7d\u5e76\u663e\u793a\u6570\u636e\u96c6\u7684\u6458\u8981\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#install and load ISLR package\n<span style=\"color: #000000;\">install. <span style=\"color: #3366ff;\">packages<\/span> (' <span style=\"color: #ff0000;\">ISLR<\/span> ')<\/span>\n<span style=\"color: #000000;\"><span style=\"color: #008000;\">library<\/span> (ISLR)<\/span>\n\n#define dataset<\/span>\ndata &lt;- ISLR::Default\n\n<span style=\"color: #008080;\">#view summary of dataset\n<\/span>summary(data)\n\n default student balance income     \n No:9667 No:7056 Min. : 0.0 Min. : 772  \n Yes: 333 Yes:2944 1st Qu.: 481.7 1st Qu.:21340  \n                       Median: 823.6 Median: 34553  \n                       Mean: 835.4 Mean: 33517  \n                       3rd Qu.:1166.3 3rd Qu.:43808  \n                       Max. :2654.3 Max. :73554  \n\n<span style=\"color: #008080;\">#find total observations in dataset<\/span>\nnrow(data)\n\n[1] 10000\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u8be5\u6570\u636e\u96c6\u5305\u542b 10,000 \u4eba\u7684\u4ee5\u4e0b\u4fe1\u606f\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\"><strong>\u8fdd\u7ea6\uff1a<\/strong>\u8868\u660e\u4e2a\u4eba\u662f\u5426\u8fdd\u7ea6\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>\u5b66\u751f\uff1a<\/strong>\u8868\u660e\u4e2a\u4eba\u662f\u5426\u662f\u5b66\u751f\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>\u4f59\u989d\uff1a<\/strong>\u4e2a\u4eba\u6301\u6709\u7684\u5e73\u5747\u4f59\u989d\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>\u6536\u5165\uff1a<\/strong>\u4e2a\u4eba\u7684\u6536\u5165\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u6211\u4eec\u5c06\u4f7f\u7528\u5b66\u751f\u8eab\u4efd\u3001\u94f6\u884c\u4f59\u989d\u548c\u6536\u5165\u6765\u6784\u5efa\u903b\u8f91\u56de\u5f52\u6a21\u578b\uff0c\u9884\u6d4b\u7ed9\u5b9a\u4e2a\u4eba\u8fdd\u7ea6\u7684\u6982\u7387\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#fit logistic regression model<\/span>\nmodel &lt;- glm(default~student+balance+income, family=' <span style=\"color: #ff0000;\">binomial<\/span> ', data=data)\n\n<span style=\"color: #008080;\">#view model summary<\/span>\nsummary(model)\n\nCall:\nglm(formula = default ~ balance + student + income, family = \"binomial\", \n    data = data)\n\nDeviance Residuals: \n    Min 1Q Median 3Q Max  \n-2.4691 -0.1418 -0.0557 -0.0203 3.7383  \n\nCoefficients:\n              Estimate Std. Error z value Pr(&gt;|z|)    \n(Intercept) -1.087e+01 4.923e-01 -22.080 &lt; 2e-16 ***\nbalance 5.737e-03 2.319e-04 24.738 &lt; 2e-16 ***\nstudentYes -6.468e-01 2.363e-01 -2.738 0.00619 ** \nincome 3.033e-06 8.203e-06 0.370 0.71152    \n---\nSignificant. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1\n\n(Dispersion parameter for binomial family taken to be 1)\n\n    Null deviance: 2920.6 on 9999 degrees of freedom\nResidual deviance: 1571.5 on 9996 degrees of freedom\nAIC: 1579.5\n\nNumber of Fisher Scoring iterations: 8\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\"><span style=\"color: #000000;\">\u63a5\u4e0b\u6765\uff0c\u6211\u4eec\u5c06\u4f7f\u7528\u4ee5\u4e0b\u516c\u5f0f\u8ba1\u7b97\u8be5\u6a21\u578b\u7684 McFadden R \u5e73\u65b9\u503c\uff1a<\/span><\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#calculate McFadden's R-squared for model<\/span>\nwith(summary(model), 1 - deviance\/null. <span style=\"color: #3366ff;\">deviance<\/span> )\n\n[1] 0.4619194\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">McFadden \u7684 R \u5e73\u65b9\u503c\u4e3a<strong>0.4619194<\/strong> \u3002\u8fd9\u4e2a\u503c\u76f8\u5f53\u9ad8\uff0c\u8868\u660e\u6211\u4eec\u7684\u6a21\u578b\u4e0e\u6570\u636e\u62df\u5408\u5f97\u5f88\u597d\uff0c\u5177\u6709\u5f88\u9ad8\u7684\u9884\u6d4b\u80fd\u529b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u53e6\u8bf7\u6ce8\u610f\uff0c\u6211\u4eec\u8fd8\u53ef\u4ee5\u4f7f\u7528<strong>pscl<\/strong>\u5305\u4e2d\u7684<strong>pR2()<\/strong>\u51fd\u6570\u6765\u8ba1\u7b97\u6a21\u578b\u7684 McFadden R \u5e73\u65b9\u503c\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#install and load pscl package<\/span>\ninstall. <span style=\"color: #3366ff;\">packages<\/span> (' <span style=\"color: #ff0000;\">pscl<\/span> ')\n<span style=\"color: #008000;\">library<\/span> (pscl)\n\n<span style=\"color: #008080;\">#calculate McFadden's R-squared for model<\/span>\npR2(model)[' <span style=\"color: #ff0000;\">McFadden<\/span> ']\n\n McFadden \n0.4619194\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\"><span style=\"color: #000000;\">\u8bf7\u6ce8\u610f\uff0c\u8be5\u503c\u4e0e\u4e4b\u524d\u8ba1\u7b97\u7684\u503c\u76f8\u5bf9\u5e94\u3002<\/span><\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u5176\u4ed6\u8d44\u6e90<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u4ee5\u4e0b\u6559\u7a0b\u89e3\u91ca\u4e86\u5982\u4f55\u5728 R \u4e2d\u6267\u884c\u5176\u4ed6\u5e38\u89c1\u4efb\u52a1\uff1a<\/span><\/p>\n<p><a href=\"https:\/\/statorials.org\/cn\/r-\u5230-r-\u7684\u5e73\u65b9\/\" target=\"_blank\" rel=\"noopener\">\u5982\u4f55\u8ba1\u7b97 R \u4e2d\u7684 R \u5e73\u65b9<\/a><br \/><a href=\"https:\/\/statorials.org\/cn\/r-\u62df\u5408\u4e2d\u7684-r-\u65b9\/\" target=\"_blank\" rel=\"noopener\">\u5982\u4f55\u8ba1\u7b97 R \u4e2d\u8c03\u6574\u540e\u7684 R \u5e73\u65b9<\/a><br \/><a href=\"https:\/\/statorials.org\/cn\/\u826f\u597d\u7684-r-\u5e73\u65b9\u503c\/\" target=\"_blank\" rel=\"noopener\">\u4ec0\u4e48\u662f\u597d\u7684 R \u5e73\u65b9\u503c\uff1f<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u901a\u5e38\uff0c\u5f53\u6211\u4eec\u62df\u5408\u7ebf\u6027\u56de\u5f52\u6a21\u578b\u65f6\uff0c\u6211\u4eec\u4f7f\u7528R \u5e73\u65b9\u6765\u8bc4\u4f30\u6a21\u578b\u5bf9\u6570\u636e\u7684\u62df\u5408\u7a0b\u5ea6\u3002 R \u5e73\u65b9\u8868\u793a\u54cd\u5e94\u53d8\u91cf\u4e2d\u53ef\u7531\u56de\u5f52\u6a21 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-2949","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - 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