{"id":2946,"date":"2023-07-19T23:07:53","date_gmt":"2023-07-19T23:07:53","guid":{"rendered":"https:\/\/statorials.org\/ko\/glm-r-%e1%84%8f%e1%85%a1%e1%84%85%e1%85%a6\/"},"modified":"2023-07-19T23:07:53","modified_gmt":"2023-07-19T23:07:53","slug":"glm-r-%e1%84%8f%e1%85%a1%e1%84%85%e1%85%a6","status":"publish","type":"post","link":"https:\/\/statorials.org\/ko\/glm-r-%e1%84%8f%e1%85%a1%e1%84%85%e1%85%a6\/","title":{"rendered":"R\uc5d0\uc11c glm\uc5d0 \ub300\ud55c r \uc81c\uacf1\uc744 \uacc4\uc0b0\ud558\ub294 \ubc29\ubc95"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\uc120\ud615 \ud68c\uadc0 \ubaa8\ub378\uc744 \ud53c\ud305\ud560 \ub54c \ubaa8\ub378\uc774 \ub370\uc774\ud130\uc5d0 \uc5bc\ub9c8\ub098 \uc798 \ub9de\ub294\uc9c0 \ud3c9\uac00\ud558\uae30 \uc704\ud574 <strong>R-\uc81c\uacf1\uc744<\/strong> \uc0ac\uc6a9\ud558\ub294 \uacbd\uc6b0\uac00 \ub9ce\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">R \uc81c\uacf1\uc740 \ud68c\uadc0 \ubaa8\ub378\uc758 \uc608\uce21 \ubcc0\uc218\ub85c \uc124\uba85\ud560 \uc218 \uc788\ub294 \uc751\ub2f5 <a href=\"https:\/\/statorials.org\/ko\/\u1107\u1167\u11ab\u1109\u116e-\u1109\u1165\u11af\u1106\u1167\u11bc-\u110b\u1173\u11bc\u1103\u1161\u11b8\/\" target=\"_blank\" rel=\"noopener\">\ubcc0\uc218<\/a> \uc758 \ubd84\uc0b0 \ube44\uc728\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774 \uc22b\uc790\uc758 \ubc94\uc704\ub294 0\uc5d0\uc11c 1\uae4c\uc9c0\uc774\uba70, \uac12\uc774 \ub192\uc744\uc218\ub85d \ubaa8\ub378 \uc801\ud569\ub3c4\uac00 \ub354 \uc6b0\uc218\ud568\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uadf8\ub7ec\ub098 <a href=\"https:\/\/statorials.org\/ko\/\u1105\u1169\u110c\u1175\u1109\u1173\u1110\u1175\u11a8-\u1112\u116c\u1100\u1171-1\/\" target=\"_blank\" rel=\"noopener\">\ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0<\/a> \ubaa8\ud615, <a href=\"https:\/\/statorials.org\/ko\/\u1106\u116e\u11af\u1100\u1169\u1100\u1175-\u1112\u116c\u1100\u1171\/\" target=\"_blank\" rel=\"noopener\">\ud3ec\uc544\uc1a1 \ud68c\uadc0<\/a> \ubaa8\ud615 \ub4f1 \uc77c\ubc18 \uc120\ud615 \ubaa8\ud615\uc5d0\ub294 R \uc81c\uacf1 \uac12\uc774 \uc5c6\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\ub300\uc2e0 <strong>McFadden\uc758 R-Squared<\/strong> \ub77c\ub294 \uce21\uc815\ud56d\ubaa9\uc744 \uacc4\uc0b0\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ubc94\uc704\ub294 0\ubd80\ud130 1 \ubc14\ub85c \uc544\ub798\uae4c\uc9c0\uc774\uba70, \uac12\uc774 \ub192\uc744\uc218\ub85d \ubaa8\ub378 \uc801\ud569\ub3c4\uac00 \ub354 \uc6b0\uc218\ud568\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">McFadden\uc758 R \uc81c\uacf1\uc744 \uacc4\uc0b0\ud558\ub824\uba74 \ub2e4\uc74c \uacf5\uc2dd\uc744 \uc0ac\uc6a9\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">McFadden\uc758 R-\uc81c\uacf1 = 1 \u2013 (\ub85c\uadf8 \uc6b0\ub3c4 <sub>\ubaa8\ub378<\/sub> \/ \ub85c\uadf8 <sub>\uc6b0\ub3c4 0<\/sub> )<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uae08:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>\ub85c\uadf8 \uc6b0\ub3c4 <sub>\ubaa8\ub378<\/sub><\/strong> : \ud604\uc7ac \uc801\ud569 \ubaa8\ub378\uc758 \ub85c\uadf8 \uc6b0\ub3c4 \uac12<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong><sub>zero<\/sub> log Likelihood<\/strong> : \ub110 \ubaa8\ub378\uc758 \ub85c\uadf8 \uc6b0\ub3c4 \uac12(\uc808\ud3b8\ub9cc \uc788\ub294 \ubaa8\ub378)<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\uc2e4\uc81c\ub85c 0.40 \uc774\uc0c1\uc758 \uac12\uc740 \ubaa8\ub378\uc774 \ub370\uc774\ud130\uc5d0 \ub9e4\uc6b0 \uc798 \ub9de\ub294\ub2e4\ub294 \uac83\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \uc608\uc5d0\uc11c\ub294 R\uc758 \ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0 \ubaa8\ub378\uc5d0 \ub300\ud55c McFadden\uc758 R \uc81c\uacf1\uc744 \uacc4\uc0b0\ud558\ub294 \ubc29\ubc95\uc744 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\uc608: R\uc5d0\uc11c McFadden\uc758 R \uc81c\uacf1 \uacc4\uc0b0<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\uc774 \uc608\uc5d0\uc11c\ub294 ISLR \ud328\ud0a4\uc9c0\uc758 <strong>\uae30\ubcf8<\/strong> \ub370\uc774\ud130 \uc138\ud2b8\ub97c \uc0ac\uc6a9\ud569\ub2c8\ub2e4. \ub2e4\uc74c \ucf54\ub4dc\ub97c \uc0ac\uc6a9\ud558\uc5ec \ub370\uc774\ud130\uc138\ud2b8 \uc694\uc57d\uc744 \ub85c\ub4dc\ud558\uace0 \ud45c\uc2dc\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/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;\">\uc774 \ub370\uc774\ud130 \uc138\ud2b8\uc5d0\ub294 10,000\uba85\uc758 \uac1c\uc778\uc5d0 \ub300\ud55c \ub2e4\uc74c \uc815\ubcf4\uac00 \ud3ec\ud568\ub418\uc5b4 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>\uae30\ubcf8\uac12:<\/strong> \uac1c\uc778\uc774 \ucc44\ubb34 \ubd88\uc774\ud589\uc744 \ud588\ub294\uc9c0 \uc5ec\ubd80\ub97c \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>\ud559\uc0dd:<\/strong> \uac1c\uc778\uc774 \ud559\uc0dd\uc778\uc9c0 \uc5ec\ubd80\ub97c \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>\uc794\uc561:<\/strong> \uac1c\uc778\uc774 \ubcf4\uc720\ud558\uace0 \uc788\ub294 \ud3c9\uade0 \uc794\uc561\uc785\ub2c8\ub2e4.<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>\uc18c\ub4dd:<\/strong> \uac1c\uc778\uc758 \uc18c\ub4dd.<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\uc6b0\ub9ac\ub294 \ud559\uc0dd \uc0c1\ud0dc, \uc740\ud589 \uc794\uace0 \ubc0f \uc18c\ub4dd\uc744 \uc0ac\uc6a9\ud558\uc5ec \ud2b9\uc815 \uac1c\uc778\uc774 \ucc44\ubb34\ub97c \ubd88\uc774\ud589\ud560 \ud655\ub960\uc744 \uc608\uce21\ud558\ub294 \ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0 \ubaa8\ub378\uc744 \uad6c\ucd95\ud560 \uac83\uc785\ub2c8\ub2e4.<\/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;\">\ub2e4\uc74c\uc73c\ub85c, \ub2e4\uc74c \uacf5\uc2dd\uc744 \uc0ac\uc6a9\ud558\uc5ec \uc774 \ubaa8\ub378\uc5d0 \ub300\ud55c McFadden\uc758 R \uc81c\uacf1 \uac12\uc744 \uacc4\uc0b0\ud569\ub2c8\ub2e4.<\/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\uc758 R \uc81c\uacf1 \uac12\uc740 <strong>0.4619194<\/strong> \uc785\ub2c8\ub2e4. \uc774 \uac12\uc740 \uc0c1\ub2f9\ud788 \ub192\uc73c\uba70, \uc774\ub294 \uc6b0\ub9ac \ubaa8\ub378\uc774 \ub370\uc774\ud130\uc5d0 \uc798 \ubd80\ud569\ud558\uace0 \uc608\uce21\ub825\uc774 \ub192\ub2e4\ub294 \uac83\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\ub610\ud55c <strong>pscl<\/strong> \ud328\ud0a4\uc9c0\uc758 <strong>pR2()<\/strong> \ud568\uc218\ub97c \uc0ac\uc6a9\ud558\uc5ec \ubaa8\ub378\uc758 McFadden R-\uc81c\uacf1 \uac12\uc744 \uacc4\uc0b0\ud560 \uc218\ub3c4 \uc788\uc2b5\ub2c8\ub2e4.<\/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;\">\uc774 \uac12\uc740 \uc774\uc804\uc5d0 \uacc4\uc0b0\ub41c \uac12\uacfc \uc77c\uce58\ud569\ub2c8\ub2e4.<\/span><\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\ucd94\uac00 \ub9ac\uc18c\uc2a4<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \ud29c\ud1a0\ub9ac\uc5bc\uc5d0\uc11c\ub294 R\uc5d0\uc11c \ub2e4\ub978 \uc77c\ubc18\uc801\uc778 \uc791\uc5c5\uc744 \uc218\ud589\ud558\ub294 \ubc29\ubc95\uc744 \uc124\uba85\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/ko\/r\u110b\u1173\u11af-r\u110b\u1174-\u110c\u1166\u1100\u1169\u11b8\u110b\u1173\u1105\u1169\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c R \uc81c\uacf1\uc744 \uacc4\uc0b0\ud558\ub294 \ubc29\ubc95<\/a><br \/> <a href=\"https:\/\/statorials.org\/ko\/r\u110b\u1166-\u1106\u1161\u11bd\u1102\u1173\u11ab-r-\u110c\u1166\u1100\u1169\u11b8\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c \uc870\uc815\ub41c R-\uc81c\uacf1\uc744 \uacc4\uc0b0\ud558\ub294 \ubc29\ubc95<\/a><br \/> <a href=\"https:\/\/statorials.org\/ko\/\u110c\u1169\u11c2\u110b\u1173\u11ab-r-\u110c\u1166\u1100\u1169\u11b8-\u1100\u1161\u11b9\/\" target=\"_blank\" rel=\"noopener\">\uc88b\uc740 R \uc81c\uacf1 \uac12\uc774\ub780 \ubb34\uc5c7\uc785\ub2c8\uae4c?<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\uc120\ud615 \ud68c\uadc0 \ubaa8\ub378\uc744 \ud53c\ud305\ud560 \ub54c \ubaa8\ub378\uc774 \ub370\uc774\ud130\uc5d0 \uc5bc\ub9c8\ub098 \uc798 \ub9de\ub294\uc9c0 \ud3c9\uac00\ud558\uae30 \uc704\ud574 R-\uc81c\uacf1\uc744 \uc0ac\uc6a9\ud558\ub294 \uacbd\uc6b0\uac00 \ub9ce\uc2b5\ub2c8\ub2e4. R \uc81c\uacf1\uc740 \ud68c\uadc0 \ubaa8\ub378\uc758 \uc608\uce21 \ubcc0\uc218\ub85c \uc124\uba85\ud560 \uc218 \uc788\ub294 \uc751\ub2f5 \ubcc0\uc218 \uc758 \ubd84\uc0b0 \ube44\uc728\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4. \uc774 \uc22b\uc790\uc758 \ubc94\uc704\ub294 0\uc5d0\uc11c 1\uae4c\uc9c0\uc774\uba70, \uac12\uc774 \ub192\uc744\uc218\ub85d \ubaa8\ub378 \uc801\ud569\ub3c4\uac00 \ub354 \uc6b0\uc218\ud568\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4. \uadf8\ub7ec\ub098 \ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0 \ubaa8\ud615, \ud3ec\uc544\uc1a1 \ud68c\uadc0 \ubaa8\ud615 \ub4f1 \uc77c\ubc18 \uc120\ud615 \ubaa8\ud615\uc5d0\ub294 R [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[20],"tags":[],"class_list":["post-2946","post","type-post","status-publish","format-standard","hentry","category-20"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - 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