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Notice that the nonnumeric entries, such as sex , do not appear in X. Set the model distribution type with the Distribution name-value pair. User-specified link function see Custom Link Function. The nondefault link functions are mainly useful for binomial models. These nondefault link functions are 'comploglog' , 'loglog' , and 'probit'. You can choose one of the built-in link functions or define your own by specifying the link function FL , its derivative FD , and its inverse FI :.

You can specify a custom link function in either of two equivalent ways. The function handles are either in a cell array or a structure:. Structure s with three fields, each containing a function handle created using :.

Link — Link function. Derivative — Derivative of the link function. Inverse — Inverse of the link function. You can perform the same fit using a custom link function that performs identically to the 'probit' link function:. Equivalently, you can write s as a structure instead of a cell array of function handles:. Use fitglm when you have a good idea of your generalized linear model, or when you want to adjust your model later to include or exclude certain terms.

Use stepwiseglm when you want to fit your model using stepwise regression. Use stepwise fitting to find a good model, one that has only relevant terms. The result depends on the starting model. Usually, starting with a constant model leads to a small model. Starting with more terms can lead to a more complex model, but one that has lower mean squared error. In either case, provide a model to the fitting function which is the starting model for stepwiseglm.

The value of T i,j is the exponent of variable j in term i. Each row of T represents one term:. The 0 at the end of each term represents the response variable. In general, a column vector of zeros in a terms matrix represents the position of the response variable. If you have the predictor and response variables in a matrix and column vector, then you must include 0 for the response variable in the last column of each row. Formulas include a constant intercept term by default. To exclude a constant term from the model, include -1 in the formula. Create a fitted model using fitglm or stepwiseglm.

Generalized Linear Models in R - Stupid Easy Tools for Visualization and Estimation

Choose between them as in Choose Fitting Method and Model. For generalized linear models other than those with a normal distribution, give a Distribution name-value pair as in Choose Generalized Linear Model and Link Function. For example,. A linear regression model shows several diagnostics when you enter its name or enter disp mdl. This display gives some of the basic information to check whether the fitted model represents the data adequately. For example, fit a Poisson model to data constructed with two out of five predictors not affecting the response, and with no intercept term:.

The display contains the estimated values of each coefficient in the Estimate column. These values are reasonably near the true values [0;. The reported pValue which are derived from the t statistics under the assumption of normal errors for predictors 1, 4, and 5 are small. These are the three predictors that were used to create the response data y. The pValue for Intercept , x2 and x3 are larger than 0. These three predictors were not used to create the response data y. The pValue for x3 is just over.

Diagnostic plots help you identify outliers, and see other problems in your model or fit. To illustrate these plots, consider binomial regression with a logistic link function. The logistic model is useful for proportion data.

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It defines the relationship between the proportion p and the weight w by:. This example fits a binomial model to data. The data are derived from carbig. Each weight in w has a corresponding number of cars in total and a corresponding number of poor-mileage cars in poor. John P. His research addresses drug use, juvenile delinquency, mental health, and the sociology of religion.

References

Preface Acknowledgments 1. Review of Linear Regression Models 2. Categorical Data and Generalized Linear Models 3. Logistic and Probit Regression Models 4. Ordered Logistic and Probit Regression Models 5. Multinomial Logistic and Probit Regression Models 6. Poisson and Negative Binomial Regression Models 7.

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