R: Predict Method for GLM Fits

predict.glm {stats}

R Documentation

Predict Method for GLM Fits

Description

Obtains predictions and optionally estimates standard errors of those predictions from a fitted generalized linear model object.

Usage

## S3 method for class 'glm'
predict(object, newdata = NULL,
            type = c("link", "response", "terms"),
            se.fit = FALSE, dispersion = NULL, terms = NULL,
            na.action = na.pass, ...)

Arguments

`object`	a fitted object of class inheriting from `"glm"`.
`newdata`	optionally, a data frame in which to look for variables with which to predict. If omitted, the fitted linear predictors are used.
`type`	the type of prediction required. The default is on the scale of the linear predictors; the alternative `"response"` is on the scale of the response variable. Thus for a default binomial model the default predictions are of log-odds (probabilities on logit scale) and `type = "response"` gives the predicted probabilities. The `"terms"` option returns a matrix giving the fitted values of each term in the model formula on the linear predictor scale. The value of this argument can be abbreviated.
`se.fit`	logical switch indicating if standard errors are required.
`dispersion`	the dispersion of the GLM fit to be assumed in computing the standard errors. If omitted, that returned by `summary` applied to the object is used.
`terms`	with `type = "terms"` by default all terms are returned. A character vector specifies which terms are to be returned
`na.action`	function determining what should be done with missing values in `newdata`. The default is to predict `NA`.
`...`	further arguments passed to or from other methods.

Details

If newdata is omitted the predictions are based on the data used for the fit. In that case how cases with missing values in the original fit is determined by the na.action argument of that fit. If na.action = na.omit omitted cases will not appear in the residuals, whereas if na.action = na.exclude they will appear (in predictions and standard errors), with residual value NA. See also napredict.

Value

If se.fit = FALSE, a vector or matrix of predictions. For type = "terms" this is a matrix with a column per term, and may have an attribute "constant".

If se.fit = TRUE, a list with components

`fit`	Predictions, as for `se.fit = FALSE`.
`se.fit`	Estimated standard errors.
`residual.scale`	A scalar giving the square root of the dispersion used in computing the standard errors.

Note

Variables are first looked for in newdata and then searched for in the usual way (which will include the environment of the formula used in the fit). A warning will be given if the variables found are not of the same length as those in newdata if it was supplied.

Examples

require(graphics)

## example from Venables and Ripley (2002, pp. 190-2.)
ldose <- rep(0:5, 2)
numdead <- c(1, 4, 9, 13, 18, 20, 0, 2, 6, 10, 12, 16)
sex <- factor(rep(c("M", "F"), c(6, 6)))
SF <- cbind(numdead, numalive = 20-numdead)
budworm.lg <- glm(SF ~ sex*ldose, family = binomial)
summary(budworm.lg)

plot(c(1,32), c(0,1), type = "n", xlab = "dose",
     ylab = "prob", log = "x")
text(2^ldose, numdead/20, as.character(sex))
ld <- seq(0, 5, 0.1)
lines(2^ld, predict(budworm.lg, data.frame(ldose = ld,
   sex = factor(rep("M", length(ld)), levels = levels(sex))),
   type = "response"))
lines(2^ld, predict(budworm.lg, data.frame(ldose = ld,
   sex = factor(rep("F", length(ld)), levels = levels(sex))),
   type = "response"))

[Package stats version 3.4.1 Index]