predict.glm
Predict Method for GLM Fits
Obtains predictions and optionally estimates standard errors of those predictions from a fitted generalized linear model object.
- Keywords
- models, regression
Usage
# S3 method for 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) andtype = "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
summaryapplied 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 predictNA.- …
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
Predictions, as for se.fit = FALSE.
Estimated standard errors.
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.
See Also
Examples
library(stats)
# NOT RUN {
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"))
# }