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法律研究如何在 R 中找到 glm 模型的置信区间？
要为 lm 模型（线性回归模型）找到置信区间，我们可以使用 confint 函数，而且无需传达置信水平，因为默认值是 95%。这也可以用于 glm 模型（广义线性模型）。请查看以下示例以了解 confint 对 glm 模型的输出。
示例 1
> set.seed(3214) > x1<-rpois(20,5) > y1<-sample(0:1,20,replace=TRUE) > Model1<-glm(y1~x1,family="binomial") > summary(Model1)
输出
Call: glm(formula = y1 ~ x1, family = "binomial") Deviance Residuals: Min 1Q Median 3Q Max -1.6360 -1.4156 0.7800 0.8567 0.9946 Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) 0.34851 1.17554 0.296 0.767 x1 0.09794 0.21421 0.457 0.648 (Dispersion parameter for binomial family taken to be 1) Null deviance: 24.435 on 19 degrees of freedom Residual deviance: 24.221 on 18 degrees of freedom AIC: 28.221 Number of Fisher Scoring iterations: 4 > confint(Model1) Waiting for profiling to be done... 2.5 % 97.5 % (Intercept) -1.9946211 2.8014055 x1 -0.3179604 0.5537196
示例 2
> x2<-runif(200,2,5) > y2<-sample(0:1,200,replace=TRUE) > Model2<-glm(y2~x2,family="binomial") > summary(Model2)
输出
Call: glm(formula = y2 ~ x2, family = "binomial") Deviance Residuals: Min 1Q Median 3Q Max -1.162 -1.152 -1.145 1.202 1.211 Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) -0.009208 0.631317 -0.015 0.988 x2 -0.013999 0.169522 -0.083 0.934 (Dispersion parameter for binomial family taken to be 1) Null deviance: 277.08 on 199 degrees of freedom Residual deviance: 277.07 on 198 degrees of freedom AIC: 281.07 Number of Fisher Scoring iterations: 3 > confint(Model2) Waiting for profiling to be done... 2.5 % 97.5 % (Intercept) -1.2517839 1.2317974 x2 -0.3473611 0.3192271
示例 3
> x3<-runif(5000,2,5) > y3<-sample(0:1,5000,replace=TRUE) > Model3<-glm(y3~x3,family="binomial") > summary(Model3)
输出
Call: glm(formula = y3 ~ x3, family = "binomial") Deviance Residuals: Min 1Q Median 3Q Max -1.177 -1.166 -1.156 1.188 1.199 Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) 0.03254 0.11913 0.273 0.785 x3 -0.01674 0.03288 -0.509 0.611 (Dispersion parameter for binomial family taken to be 1) Null deviance: 6930.6 on 4999 degrees of freedom Residual deviance: 6930.3 on 4998 degrees of freedom AIC: 6934.3 Number of Fisher Scoring iterations: 3 > confint(Model3) Waiting for profiling to be done... 2.5 % 97.5 % (Intercept) -0.20096508 0.2660569 x3 -0.08119495 0.0476911
更新于： 2020 年 11 月 19 日
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