R软件Logic回归介绍
单因素 多因素 logic 连续变量 r语言 -回复

单因素多因素logic 连续变量r语言-回复单因素和多因素是统计学中常用于分析数据的两种方法。
单因素分析是指仅考虑一个独立变量对因变量的影响,而多因素分析是考虑多个独立变量对因变量的联合影响。
在進一步介紹單因素和多因素分析之前,我們先來討論一下統計學中的邏輯和連續變量。
統計學中的邏輯是指根據已知事實或前提進行的推理和推斷。
邏輯的使用可以幫助我們分析數據,找到數據之間的相關性和趨勢。
連續變量是一種可以在一個範圍內(通常是無窮大和無窮小)取任意數值的變量。
案例中提到的例子可以是年齡、身高、體重等。
連續變量的值可以在一個區間內任意取值,並且可以是小數或整數。
接下來,我們將介紹單因素分析。
單因素分析是一種統計方法,用於評估一個因素(獨立變量)對於一個結果(因變量)的影響。
在進行單因素分析時,研究者只考慮一個因素,並且假設其他因素對結果沒有影響。
這種分析方法通常用於實驗設計和推論統計。
單因素分析的目標是確定獨立變量對於因變量的影響程度和方向。
在進行單因素分析時,需要使用統計方法來評估因子的影響。
常用的方法包括t檢驗、方差分析(ANOVA)等。
這些方法可以用來比較不同條件下的平均值或者概率分佈。
單因素分析可以幫助研究者找出因果關係,並且用於預測未知結果。
然而,單因素分析無法考慮到多個因素對因變量的聯合影響。
為了更全面地理解這種聯合影響,我們需要使用多因素分析。
多因素分析是一種統計方法,用於研究多個因素對於結果的聯合影響。
在進行多因素分析時,研究者同時考慮多個因素並且試圖找到這些因素之間的相互作用。
多因素分析可以同時考慮多個因素的主效應和交互作用效應。
主效應是指每個因素對於結果的獨立影響。
交互作用效應是指多個因素聯合起來對於結果的影響。
多因素分析可以幫助研究者理解不同因素之間的相互作用,並且更準確地預測結果。
進行多因素分析時,需要使用統計方法來評估主效應和交互作用效應。
常用的方法包括多元方差分析(MANOVA)、多元回歸分析等。
二元逻辑回归和有序逻辑回归r语言

一、概述逻辑回归是统计学中一种常用的回归分析方法,它主要用于解决二分变量的分类问题。
在实际的数据分析中,我们经常会遇到分类不仅仅是二元的情况,而是有多个有序的分类,这时有序逻辑回归就成为了一种重要的工具。
而R语言作为一种非常流行的统计计算和数据分析工具,自然而然地成为了实现逻辑回归的首选语言之一。
本文将从二元逻辑回归和有序逻辑回归两个方面,结合R语言进行详细介绍和案例分析。
二、二元逻辑回归1. 逻辑回归简介逻辑回归是一种广义线性回归模型,适用于因变量为二元变量的情况。
逻辑回归的主要思想是将线性回归的结果通过一个非线性函数映射到[0,1]区间,从而得到一个概率值,进而判断样本属于哪一类。
在R语言中,可以使用glm函数进行逻辑回归模型的拟合。
2. 二元逻辑回归的实现在R语言中,利用glm函数可以轻松实现二元逻辑回归。
首先需要准备好数据,然后使用glm函数拟合出模型,并通过summary函数查看模型的拟合结果和显著性检验。
R语言还提供了一系列的函数和包,如caret包和pROC包,可以用于模型的评估和预测。
3. 二元逻辑回归的案例分析以某医院病人的生存情况数据为例,我们可以用二元逻辑回归来探究各个属性对患者生存率的影响。
通过建立适当的模型,我们可以对不同因素的影响进行分析,并做出预测。
在R语言环境下,我们可以方便地进行数据清洗、变量选择、模型拟合和结果评估。
三、有序逻辑回归1. 有序逻辑回归简介有序逻辑回归是逻辑回归的一种推广形式,适用于因变量为有序多元变量的情况。
有序逻辑回归在分析有序分类变量时非常有用,它能够提供比普通分类更多的信息。
在R语言中,使用ordinal包可以很方便地实现有序逻辑回归。
2. 有序逻辑回归的实现在R语言中,使用ordinal包可以轻松实现有序逻辑回归。
首先需要对数据进行预处理,然后使用clm函数拟合出模型,通过summary 函数查看模型的拟合结果和显著性检验。
R语言还提供了一些可视化和评估的工具,如woe和pROC包,可以对模型进行更深入的分析和评估。
logistic回归固定效应r语言 -回复

logistic回归固定效应r语言-回复以下是一篇关于在R语言中使用logistic回归和固定效应的介绍性文章。
第一步:介绍logistic回归和固定效应Logistic回归是一种广泛使用的统计模型,用于预测一个二分类(是/否)变量的概率。
它是一个推断性模型,通过估计每个自变量对结果变量的影响来得出结论。
固定效应是一种附加到回归模型中的方法,用于控制个体或单位固有的、不可观测的特征。
第二步:在R中加载所需的库在使用logistic回归和固定效应之前,我们首先需要加载所需的R库。
这些库包括`plm`(用于面板数据)和`lmtest`(用于检验统计模型)。
Rlibrary(plm)library(lmtest)第三步:准备数据要使用logistic回归和固定效应,我们需要准备一个包含面板数据的数据集。
面板数据集是一个具有多个时间点和多个个体或单位(例如国家、公司或个人)的数据集。
我们将使用一个虚拟数据集来演示这个过程。
Rdata <- read.csv("data.csv") # 从csv文件中读取数据集第四步:估计logistic回归模型现在我们可以估计logistic回归模型。
在这个模型中,我们将一个二分类的结果变量作为因变量,以及一些自变量,如年龄、性别和教育水平。
我们使用`glm()`函数来拟合模型。
Rmodel <- glm(outcome ~ age + gender + education, data = data, family = binomial)summary(model) # 打印模型摘要在模型摘要中,你可以看到每个自变量的系数估计值、标准误差和显著性水平。
这些值将告诉你每个自变量对结果变量的影响以及它们是否显著。
第五步:引入固定效应为了引入固定效应,我们将使用`plm`库中的`plm()`函数。
它允许我们指定一个公式和数据集,以及要控制的固定效应。
Logic回归总结

Logic回归总结当我第⼀遍看完台⼤的机器学习的视频的时候,我以为我理解了逻辑回归,可后来越看越迷糊,直到看到了这篇⽂章,豁然开朗基本原理Logistic Regression和Linear Regression的原理是相似的,按照我⾃⼰的理解,可以简单的描述为这样的过程:(1)找⼀个合适的预测函数(Andrew Ng的公开课中称为hypothesis),⼀般表⽰为h函数,该函数就是我们需要找的分类函数,它⽤来预测输⼊数据的判断结果。
这个过程时⾮常关键的,需要对数据有⼀定的了解或分析,知道或者猜测预测函数的“⼤概”形式,⽐如是线性函数还是⾮线性函数。
(2)构造⼀个Cost函数(损失函数),该函数表⽰预测的输出(h)与训练数据类别(y)之间的偏差,可以是⼆者之间的差(h-y)或者是其他的形式。
综合考虑所有训练数据的“损失”,将Cost求和或者求平均,记为J(θ)函数,表⽰所有训练数据预测值与实际类别的偏差。
(3)显然,J(θ)函数的值越⼩表⽰预测函数越准确(即h函数越准确),所以这⼀步需要做的是找到J(θ)函数的最⼩值。
找函数的最⼩值有不同的⽅法,Logistic Regression实现时有的是梯度下降法(Gradient Descent)。
具体过程(1) 构造预测函数Logistic Regression虽然名字⾥带“回归”,但是它实际上是⼀种分类⽅法,⽤于两分类问题(即输出只有两种)。
根据第⼆章中的步骤,需要先找到⼀个预测函数(h),显然,该函数的输出必须是两个值(分别代表两个类别),所以利⽤了Logistic函数(或称为Sigmoid函数),函数形式为:对应的函数图像是⼀个取值在0和1之间的S型曲线(图1)。
图1接下来需要确定数据划分的边界类型,对于图2和图3中的两种数据分布,显然图2需要⼀个线性的边界,⽽图3需要⼀个⾮线性的边界。
接下来我们只讨论线性边界的情况。
图2图3对于线性边界的情况,边界形式如下:构造预测函数为:hθ(x)函数的值有特殊的含义,它表⽰结果取1的概率,因此对于输⼊x分类结果为类别1和类别0的概率分别为:(2)构造Cost函数Andrew Ng在课程中直接给出了Cost函数及J(θ)函数如式(5)和(6),但是并没有给出具体的解释,只是说明了这个函数来衡量h函数预测的好坏是合理的。
logic回归分析资料

在m个自变量的作用下Y=1(发生)的概率记作:
P P(Y 1 | X 1 , X 2 ,, X m )
0 P 1
Logic回归(非条件logic回归)
二.回归模型
• • 事件发生的概率 事件不发生的概率
p
exp(0 1 X1 p X p ) 1 exp(0 1 X1 p X p )
P1(y=1/x=1)的概率 P0(y=1/x=0)的概率
OR exp 1
• OR 与 的关系
P ln = log itP 1 P
• = 0,OR = 1,影响因素与事件的发生无关。
• > 0,OR > 1,影响因素的取值越大,事件的发生的概率越大 • < 0,OR < 1,影响因素的取值越大,事件的发生的概率越小
个体发生事件概率与不发生事件的概率之比的自然对 数变化值。
Logic回归(非条件logic回归)
四 .logistic函数的图形 1 1
P
0.5 0.5
Z : , 0, P : 0, 0.5, 1
0 -4 -3 -2 -1 0 1 2 3 4
logit(p)
log it ( p) 0 1 X1 2 X 2
• OR( odds ratio,优势比、比值比)某影响因素的 两个不同水平的优势的比值。
P 1 / (1 P 1) OR P0 / (1 P0 )
Logic回归(非条件logic回归)
p1 / (1 p1 ) Ln(OR) Ln p0 / (1 p0 ) log it ( p1 ) log it ( p0 ) ( 0 1 x1 ) ( 0 0 x0 ) 1
在R语言中实现Logistic逻辑回归

在R语言中实现Logistic逻辑回归原文链接 /?p=2652逻辑回归是拟合回归曲线的方法,当y是分类变量时,y = f(x)。
典型的使用这种模式被预测Ÿ给定一组预测的X。
预测因子可以是连续的,分类的或两者的混合。
R中的逻辑回归实现R可以很容易地拟合逻辑回归模型。
要调用的函数是glm(),拟合过程与线性回归中使用的过程没有太大差别。
在这篇文章中,我将拟合一个二元逻辑回归模型并解释每一步。
数据集我们将研究泰坦尼克号数据集。
这个数据集有不同版本可以在线免费获得,但我建议使用Kaggle提供的数据集。
目标是预测生存(如果乘客幸存,则为1,否则为0)基于某些诸如服务等级,性别,年龄等特征。
我们将使用分类变量和连续变量。
数据清理过程在处理真实数据集时,我们需要考虑到一些数据可能丢失的情况,因此我们需要为我们的分析准备数据集。
作为第一步,我们使用该函数加载csv数据read.csv()。
使每个缺失值编码为NA。
training.data.raw < - read.csv('train.csv',header = T,na.strings = c(“”))现在我们需要检查缺失的值,查看每个变量的唯一值,使用sapply()函数将函数作为参数传递给数据框的每一列。
sapply(training.data.raw,f unction(x)sum(is.na(x)))对缺失值进行可视化处理可能会有所帮助:可以绘制数据集并显示缺失值:机舱有太多的缺失值,我们不使用它。
使用subset()函数我们对原始数据集进行子集化,只选择相关列。
data < - subset(training.data.raw,select = c(2,3,5,6,7,8,10,12))现在我们需要解释其他缺失的值。
通过在拟合函数内设置参数来拟合广义线性模型时,R可以很容易地处理它们。
有不同的方法可以做到这一点,一种典型的方法是用现有的平均值,中位数或模式代替缺失值。
R语言机器学习logistic回归全套

R语言机器学习logistic回归全套在日常学习或工作中经常会使用线性回归模型对某一事物进行预测,例如预测房价、身高、GDP、学生成绩等,发现这些被预测的变量都属于连续型变量。
然而有些情况下,被预测变量可能是二元变量,即成功或失败、流失或不流失、涨或跌等,对于这类问题,线性回归将束手无策。
这个时候就需要另一种回归方法进行预测,即Logistic 回归。
在实际应用中,Logistic模型主要有三大用途:1)寻找危险因素,找到某些影响因变量的"坏因素",一般可以通过优势比发现危险因素;2)用于预测,可以预测某种情况发生的概率或可能性大小;3)用于判别,判断某个新样本所属的类别。
Logistic模型实际上是一种回归模型,但这种模型又与普通的线性回归模型又有一定的区别:1)Logistic回归模型的因变量为二分类变量;2)该模型的因变量和自变量之间不存在线性关系;3)一般线性回归模型中需要假设独立同分布、方差齐性等,而Logistic回归模型不需要;4)Logistic回归没有关于自变量分布的假设条件,可以是连续变量、离散变量和虚拟变量;5)由于因变量和自变量之间不存在线性关系,所以参数(偏回归系数)使用最大似然估计法计算。
logistic回归模型概述广义线性回归是探索“响应变量的期望”与“自变量”的关系,以实现对非线性关系的某种拟合。
这里面涉及到一个“连接函数”和一个“误差函数”,“响应变量的期望”经过连接函数作用后,与“自变量”存在线性关系。
选取不同的“连接函数”与“误差函数”可以构造不同的广义回归模型。
当误差函数取“二项分布”而连接函数取“logit函数”时,就是常见的“logistic回归模型”,在0-1响应的问题中得到了大量的应用。
Logistic回归主要通过构造一个重要的指标:发生比来判定因变量的类别。
在这里我们引入概率的概念,把事件发生定义为Y=1,事件未发生定义为Y=0,那么事件发生的概率为p,事件未发生的概率为1-p,把p看成x的线性函数;回归中,最常用的估计是最小二乘估计,因为使得p在[0,1]之间变换,最小二乘估计不太合适,有木有一种估计法能让p在趋近与0和1的时候变换缓慢一些(不敏感),这种变换是我们想要的,于是引入Logit变换,对p/(1-p)也就是发生与不发生的比值取对数,也称对数差异比。
r语言,逻辑回归模型

r语言,逻辑回归模型逻辑回归模型是一种广泛应用于分类问题的统计模型。
它基于对观测数据进行分析,通过建立一个预测函数来预测一个二元变量的可能结果。
本文将介绍逻辑回归模型的原理、应用场景和实际操作,以帮助读者更好地理解和应用这一模型。
一、原理介绍逻辑回归模型的核心思想是通过一个S形函数(通常是logistic函数)将线性回归模型的结果映射到0和1之间,从而得到一个概率值。
这个概率值可以被解释为某个事件发生的可能性。
逻辑回归模型假设各个特征之间是相互独立的,并使用最大似然估计方法来确定模型的参数。
二、应用场景逻辑回归模型广泛应用于分类问题,例如预测股票涨跌、信用评分、疾病诊断等。
在这些问题中,我们需要根据一些已知的特征来预测某个事件的发生概率,逻辑回归模型能够很好地处理这类问题。
三、模型构建与评估构建逻辑回归模型的第一步是确定需要使用的特征。
通常情况下,我们会使用一些统计方法(如卡方检验)来筛选出与目标变量相关性较高的特征。
然后,我们需要对数据进行预处理,包括缺失值处理、数据标准化等。
接下来,我们可以使用R语言中的glm函数来拟合逻辑回归模型,并使用交叉验证等方法对模型进行评估。
四、模型解释与应用逻辑回归模型的参数估计结果可以帮助我们理解各个特征对目标变量的影响程度。
例如,某个特征的系数为正数,则说明该特征的增加会增加事件发生的概率;反之,系数为负数则说明特征的增加会减少事件发生的概率。
通过分析模型的参数估计结果,我们可以得出一些有关特征对事件影响的结论,并应用于实际问题中。
五、模型优化与改进逻辑回归模型的性能可以通过多种方式进行改进。
一种常用的方法是引入正则化项(如L1正则化或L2正则化),以防止过拟合问题的发生。
另外,我们还可以考虑引入交互项或多项式项来捕捉特征之间的非线性关系。
这些方法可以在一定程度上提升模型的预测能力。
六、总结与展望逻辑回归模型是一种简单而强大的分类模型,它在解决二元分类问题上具有广泛的应用。
- 1、下载文档前请自行甄别文档内容的完整性,平台不提供额外的编辑、内容补充、找答案等附加服务。
- 2、"仅部分预览"的文档,不可在线预览部分如存在完整性等问题,可反馈申请退款(可完整预览的文档不适用该条件!)。
- 3、如文档侵犯您的权益,请联系客服反馈,我们会尽快为您处理(人工客服工作时间:9:00-18:30)。
Package‘LogicReg’January12,2010Version1.4.9Date2010-01-11Title Logic RegressionAuthor Charles Kooperberg<clk@>and Ingo Ruczinski<ingo@> Maintainer Charles Kooperberg<clk@>Depends survivalDescription Routines for Logic RegressionLicense GPL(>=2)Repository CRANDate/Publication2010-01-1211:17:05R topics documented:cumhaz (2)eval.logreg (3)frame.logreg (4)logreg (6)logreg.anneal.control (15)logreg.mc.control (19)logreg.myown (20)logreg.savefit1 (23)logreg.testdat (24)logreg.tree.control (25)logregmodel (26)logregtree (27)plot.logreg (29)plot.logregmodel (31)plot.logregtree (33)predict.logreg (34)12cumhazprint.logreg (36)print.logregmodel (37)print.logregtree (39)Index41 cumhaz Cumulative hazard transformationDescriptionTransforms survival times using the cumulative hazard function.Usagecumhaz(y,d)Argumentsy vector of nonnegative survival timesd vector of censoring indicators,should be the same length as y.If d is missingthe data is assumed to be uncensored.ValueA vector of transformed survival times.NoteThe primary use of doing a cumulative hazard transformation is that after such a transformation, exponential survival models yield results that are often very much comparable to proportional haz-ards models.In our implementation of Logic Regression,however,exponential survival models run much faster than proportional hazards models when there are no continuous separate covariates. Author(s)Ingo Ruczinski<ingo@>and Charles Kooperberg<clk@>.ReferencesRuczinski I,Kooperberg C,LeBlanc ML(2003).Logic Regression,Journal of Computational and Graphical Statistics,12,475-511.See Alsologregeval.logreg3Examplesdata(logreg.testdat)##this is not survival data,but it shows the functionalityyy<-cumhaz(exp(logreg.testdat[,1]),logreg.testdat[,2])#then we would use#logreg(resp=yy,cens=logreg.testdat[,2],type=5,...#insted of#logreg(resp=logreg.testdat[,1],cens=logreg.testdat[,2],type=4,...eval.logreg Evaluate a Logic Regression treeDescriptionThis function evaluates a logic tree,typically a part of an object generated by logreg.Usageeval.logreg(ltree,data)Argumentsltree an object of class logregmodel or an object of class logregtree.Typi-cally this object will be part of the result of an object of class logreg,generatedwith select=1(single modelfit),select=2(multiple modelfit),orselect=6(greedy stepwisefit).data a data frame on which the logic tree is to be evaluated.data should be binary, and have the same number of columns as the bin component of the originallogregfit.ValueA binary vector with length equal to the number of rows of data;a1corresponds to cases forwhich ltree was TRUE and a0corresponds to cases for which ltree was FALSE if ltree was an object of class logregtree or the trees component of such an object.Otherwise a matrix with one column for each tree in ltree.Author(s)Ingo Ruczinski<ingo@>and Charles Kooperberg<clk@> ReferencesRuczinski I,Kooperberg C,LeBlanc ML(2003).Logic Regression,Journal of Computational and Graphical Statistics,12,475-511.Ruczinski I,Kooperberg C,LeBlanc ML(2002).Logic Regression-methods and software.Pro-ceedings of the MSRI workshop on Nonlinear Estimation and Classification(Eds:D.Denison,M.Hansen,C.Holmes,B.Mallick,B.Yu),Springer:New York,333-344.See Alsologreg,logregtree,logregmodel,frame.logreg,logreg.testdatExamplesdata(logreg.savefit1)#myanneal<-logreg.anneal.control(start=-1,end=-4,iter=25000,update=1000) #logreg.savefit1<-logreg(resp=logreg.testdat[,1],bin=logreg.testdat[,2:21], #type=2,select=1,ntrees=2,anneal.control=myanneal)tree1<-eval.logreg(logreg.savefit1$model$trees[[1]],logreg.savefit1$binary)tree2<-eval.logreg(logreg.savefit1$model$trees[[2]],logreg.savefit1$binary)alltrees<-eval.logreg(logreg.savefit1$model,logreg.savefit1$binary)frame.logreg Constructs a data frame for one or more Logic Regression modelsDescriptionEvaluates all components of one or more Logic Regression modelsfitted by a single call to logreg.Usageframe.logreg(fit,msz,ntr,newbin,newresp,newsep,newcens,newweight) Argumentsfit object of class logreg,that resulted from applying the function logreg withselect=1(single modelfit),select=2(multiple modelfit),or select=6(greedy stepwisefit).msz if frame.logreg is executed on an object of class logreg,that resultedfrom applying the function logreg with select=2(multiple modelfit)or select=6(greedy stepwisefit)all logic trees for allfitted models arereturned.To restrict the model size and the number of trees to some models,specify msz and ntr(for select=2)or just msz(for select=6).ntr see msz.newbin binary predictors to evaluate the logic trees at.If newbin is omitted,the origi-nal(training)data is used.newresp the response.If newbin is omitted,the original(training)response is used.Ifnewbin is specified and newresp is omitted,the resulting data frame will nothave a response column.newsep separate(linear)predictors.If newbin is omitted,the original(training)pre-dictors are used,even if newsep is specified.newweight case weights.If newbin is omitted,the original(training)weights are used.Ifnewbin is specified and newweight is omitted,the weights are taken to be1.newcens censoring indicator.For proportional hazards models and exponential survivalmodels only.If newbin is omitted,the original(training)censoring indica-tors are used.If newbin is specified and newcens is omitted,the censoringindicators are taken to be1.DetailsThis function calls eval.logreg.ValueA data frame.Thefirst column is the response,later columns are weights,censoring indicator,separate predictors(all of which are only provided if they are relevant)and all logic trees.Columnnames should be transparent.Author(s)Ingo Ruczinski<ingo@>and Charles Kooperberg<clk@>ReferencesRuczinski I,Kooperberg C,LeBlanc ML(2003).Logic Regression,Journal of Computational andGraphical Statistics,12,475-511.Ruczinski I,Kooperberg C,LeBlanc ML(2002).Logic Regression-methods and software.Pro-ceedings of the MSRI workshop on Nonlinear Estimation and Classification(Eds:D.Denison,M.Hansen,C.Holmes,B.Mallick,B.Yu),Springer:New York,333-344.See Alsologreg,eval.logreg,predict.logreg,logreg.testdatExamplesdata(logreg.savefit1,logreg.savefit2,logreg.savefit6)##fit a single mode#myanneal<-logreg.anneal.control(start=-1,end=-4,iter=25000,update=1000) #logreg.savefit1<-logreg(resp=logreg.testdat[,1],bin=logreg.testdat[,2:21],#type=2,select=1,ntrees=2,anneal.control=myanneal)frame1<-frame.logreg(logreg.savefit1)##a complete sequence#myanneal2<-logreg.anneal.control(start=-1,end=-4,iter=25000,update=0)#logreg.savefit2<-logreg(select=2,ntrees=c(1,2),nleaves=c(1,7),#oldfit=logreg.savefit1,anneal.control=myanneal2)frame2<-frame.logreg(logreg.savefit2)##a greedy sequence#logreg.savefit6<-logreg(select=6,ntrees=2,nleaves=c(1,12),oldfit=logreg.savefi frame6<-frame.logreg(logreg.savefit6,msz=3:5)#restrict the sizelogreg Logic RegressionDescriptionFit one or a series of Logic Regression models,carry out cross-validation or permutation tests forsuch models,orfit Monte Carlo Logic Regression models.Logic regression is a(generalized)regression methodology that is primarily applied when most ofthe covariates in the data to be analyzed are binary.The goal of logic regression is tofind predictorsthat are Boolean(logical)combinations of the original predictors.Currently the Logic Regressionmethodology has scoring functions for linear regression(residual sum of squares),logistic regres-sion(deviance),classification(misclassification),proportional hazards models(partial likelihood),and exponential survival models(log-likelihood).A feature of the Logic Regression methodologyis that it is easily possible to extend the method to write ones own scoring function if you have adifferent scoring function.logreg.myown contains information on how to do so.Usagelogreg(resp,bin,sep,wgt,cens,type,select,ntrees,nleaves, penalty,seed,kfold,nrep,oldfit,anneal.control,tree.control,mc.control)Argumentsresp vector with the response variables.Let n1be the length of this column.bin matrix or data frame with binary data.Let n2be the number of columns of thisobject.bin should have n1rows.sep(optional)matrix or data frame that isfitted additively in the logic regressionmodel.sep should have n1rows.When exponential survival models(type=5)are used,the additive predictors have to be binary.When logistic regres-sion models(type=3)are used logreg is much faster when all additivepredictors are binary.wgt(optional)vector of length n1with case weights;default is rep(1,n1).cens(optional)an indicator variable with censoring indicators if type equals4(pro-portional hazards model)or5(exponential survival model);default is rep(1,n1).type type of model to befit:(1)classification,(2)regression,(3)logistic regres-sion,(4)proportional hazards model(Cox regression),(5)exponential survivalmodel,or(0)your own scoring function.If type=0,the code needs to berecompiled,uncompiled type=0results in a constant score of0,which maybe useful to generate a sample from the prior when select=7(Monte CarloLogic Regression).select type of model selection to be carried out:(1)fit a single model,(2)fit multiplemodels,(3)cross-validation,(4)null-model permutation test,(5)conditionalpermutation test,(6)a greedy stepwise algorithm,or(7)Monte Carlo LogicRegression(using MCMC).See details below.ntrees number of logic trees to befit.A single number if you select tofit a singlemodel(select=1),carry out the null-model permutation test(select=4),carry out greedy stepwise selection(select=6)or,select using MCMC(select=7),or a range(e.g.c(ntreeslow,ntreeshigh))for anyof the other selection options.In our applications,we usually ended up withmodels having between one and four trees.In general,fitting one and two treesin the initial exploratory analysis is a good idea.nleaves maximum number of leaves to befit in all trees combined.A single number ifyou select tofit a single model(select=1)carry out the null-model per-mutation test(select=4),carry out greedy stepwise selection(select=6)or,select using MCMC(select=7),or a range(e.g.c(nleaveslow,nleaveshigh))for any of the other selection options.If select is1,4,6,or7,the default is-1,which is expanded to become ntrees*tree.control$treesize.penalty specifying the penalty parameter allows you to penalize the score of larger mod-els.The penalty takes the form penalty times the number of leaves in themodel.(For some score functions,we compute average scores:the penaltyis naturally adjusted.)Thus penalty=2is somewhat comparable to AIC.Note,however,that there is no relation between the size of the model and thenumber of parameters(dimension)of the model,as is usual the case for AIClike penalties.penalty is only relevant when select=1.seed a seed for the random number generator.The random seed is taken to be abs(seed).\For the cross-validation version,if seed<0the sequence of the cases is notpermuted for division in training-test sets.This is useful if you already per-muted the sequence,and wish to compare results with other approaches,or ifthere is a relation between the sequence of the cases,for example for a matchedcase-control study.kfold the number of groups the cases are randomly assigned to.In turn,the modelis trained on(kfold-1)of those groups,and scored on the group left out.Common choices are kfold=5and kfold=10.Only relevant for cross-validation(select=3).nrep the number of runs on permuted data for each model size.We recommendfirstrunning this program with a small number of repetitions(e.g.10or25)beforesending off a big job.Only relevant for the null-model test(select=4)orthe permutation test(select=5).oldfit object of class logreg,typically the result of a previous call to logreg.Alloptions that are not specified default to the value used in oldfit.For thepermutation test(select=5)an oldfit object obtained with select=2(fit multiple models)is mandatory,as the best models of each size need to bein place.anneal.controlsimulated annealing parameters-best set using the function logreg.anneal.control. tree.control several secondary parameters-best set using the function logreg.tree.control.mc.control Markov chain Monte Carlo parameters-best set using the function logreg.mc.control.DetailsLogic Regression is an adaptive regression methodology that attempts to construct predictors as Boolean combinations of binary covariates.In most regression problems a model is developed that only relates the main effects(the predictors or transformations thereof)to the response.Although interactions between predictors are consid-ered sometimes as well,those interactions are usually kept simple(two-to three-way interactions at most).But often,especially when all predictors are binary,the interaction between many predictors is what causes the differences in response.This issue often arises in the analysis of SNP microarray data or in data mining problems.Given a set of binary predictors X,we try to create new,better predictors for the response by considering combinations of those binary predictors.For example,if the response is binary as well(which is not required in general),we attempt tofind decision rules such as“if X1,X2,X3and X4are true”,or“X5or X6but not X7are true”,then the response is more likely to be in class0.In other words,we try tofind Boolean statements involving the binary predictors that enhance the prediction for the response.In more specific terms:Let X1,...,Xk be binary predictors,and let Y be a response variable.We try tofit regression models of the form g(E[Y])=b0+b1L1+...+bn Ln,where Lj is a Boolean expression of the predictors X,such as Lj=[(X2or X4c)and X7].The above framework includes many forms of regression,such as linear regression(g(E[Y])=E[Y])and logistic regression(g(E[Y])=log(E[Y]/(1-E[Y]))).For every model type,we define a score function that reflects the“quality”of the model under consideration.For example,for linear regression the score could be the residual sum of squares and for logistic regres-sion the score could be the deviance.We try tofind the Boolean expressions in the regression model that minimize the scoring function associated with this model type,estimating the parameters bj si-multaneously with the Boolean expressions Lj.In general,any type of model can be considered,as long as a scoring function can be defined.For example,we also implemented the Cox proportional hazards model,using the partial likelihood as the score.Since the number of possible Logic Models we can construct for a given set of predictors is huge,we have to rely on some search algorithms to help usfind the best scoring models.We define the move set by a set of standard operations such as splitting and pruning the tree(similar to the terminology introduced by Breiman et al(1984)for CART).We investigated two types of algorithms:a greedy and a simulated annealing algorithm.While the greedy algorithm is very fast,it does not always find a good scoring model.The simulated annealing algorithm usually does,but computationally it is more expensive.Since we have to be certain tofind good scoring models,we usually carry out simulated annealing for our case studies.However,as usual,the best scoring model generally over-fits the data,and methods to separate signal and noise are needed.To assess the over-fitting of large models,we offer the option tofit a model of a specific size.For the model selection itself we developed and implemented permutation tests and tests using cross-validation.If sufficient data is available,an analysis using a training and a test set can also be carried out.These tests are rather complicated,so we will not go into detail here and refer you to Ruczinski I,Kooperberg C,LeBlanc ML(2003),cited below.There are two alternatives to the simulated annealing algorithm.One is a stepwise greedy selection of models.This is when setting select=6,and yields a sequence of models from size1througha maximum size.At each time among all the models that are one larger than the current model thebest model is selected,yielding a sequence of models of different ually these models are not the best possible,and,if the simulated annealing chain is long enough,you should expect that the models selected using select=2are better.The second alternative is to run a Markov Chain Monte Carlo(MCMC)algorithm.This is what is done in Monte Carlo Logic Regression.The algorithm used is a reversible jump MCMC algorithm,due to Green(1995).Other than the length of the Markov chain,the only parameter that needs to be set is a parameter for the geometric prior on model size.Other than in many MCMC problems,the goal in Monte Carlo Logic Regression is not to yield one single best predicting model,but rather to provide summaries of all models.These are exactly the elements that are shown above as the output when select=7.MONITORINGThe helpfile for logreg.anneal.control,contains more information on how to monitor the simulated annealing optimization for logreg.Here is some general information.Find the best scoring model of any size(select=1)During the iterations the following information is printed out:log-temp current score best score acc/rej/sing current parameters-1.000 1.494 1.4940(0)00 2.88-1.990.00-1.120 1.150 1.043655(54)22071 3.630.15-1.82-1.240 1.226 1.043555(49)31680 3.830.05-1.71 ...-2.3200.9880.980147(36)75958 3.00-2.111.11-2.4400.9820.98025(31)88460 2.89-2.121.24-2.5600.9880.97935(61)85051 3.00-2.111.11 ...-3.7600.9640.9642(22)96115 2.57-2.151.55-3.8800.9640.9640(17)96122 2.57-2.151.55-4.0000.9640.9640(13)97017 2.57-2.151.55log-temp:logarithm(base10)of the temperature at the last iteration before the print out.current score:the score after the last iterations.best score:the single lowest score seen at any iteration.acc:the number of proposed moves that were accepted since the last print out for which the model changed,within parenthesis,the number of those that were identical in score to the move before acceptance.rej:the number of proposed moves that gave numerically acceptable results,but were rejected by the simulated annealing algorithm since the last print out.sing:the number of proposed moves that were rejected because they gave numerically unacceptable re-sults,for example because they yielded a singular system.current parameters:the values of the coefficients(first for the intercept,then for the linear(separate)components,then for the logic trees).This information can be used to judge the convergence of the simulated annealing algorithm,as described in the helpfile of logreg.anneal.control.Typically we want(i)the number of acceptances to be high in the beginning,(ii)the number of acceptances with different scores to below at the end,and(iii)the number of iterations when the fraction of acceptances is moderate to be as large as possible.Find the best scoring models for various sizes(select=2)During the iterations the same information as forfind the best scoring model of any size,for each size model considered.Carry out cross-validation for model selection(select=3)Information about the simulated annealing as described above can be printed out.Otherwise,during the cross-validation process information likeStep5of10[2trees;4leaves]The CV score is 1.127 1.120 1.052 1.122Thefirst of the four scores is the training-set score on the current validation sample,the second score is the average of all the training-set scores that have been processed for this model size,the third is the test-set score on the current validation sample,and the fourth score is the average of all the test-set scores that have been processed for this model size.Typically we would prefer the model with the lowest test-set score average over all cross-validation steps.Carry out a permutation test to check for signal in the data(select=4)Information about the simulated annealing as described above can be printed out.Otherwise,first the score of the model of size0(typically onlyfitting an intercept)and the score of the best model are printed out.Then during the permutation lines likePermutation number21out of50has score 1.47777are printed.Each score is the result offitting a logic tree model,on data where the response has been permuted.Typically we would believe that there is signal in the data if most permutations have worse(higher)scores than the best model,but we may believe that there is substantial over-fitting going on if these permutation scores are much better(lower)than the score of the model of size0. Carry out a permutation test for model selection(select=5)To be able to run this option,an object of class logreg that was run with(select=2)needsto be in rmation about the simulated annealing as described above can be printed out. Otherwise,lines likePermutation number8out of25has score 1.00767model size3with 2tree(s)are printed.We can compare these scores to the tree of the same size and the best tree.If the scores are about the same as the one for the best tree,we think that the“true”model size may be the one that is being tested,while if the scores are much worse,the true model size may be larger.The comparison with the model of the same size suggests us again how much over-fitting may be going on.plot.logreg generates informative histograms.Greedy stepwise selection of Logic Regression models(select=6)The scores of the best greedy models of each size are printed.Monte Carlo Logic Regression(select=7)A status line is printed every so many iterations.This information is probably not very useful,other than that it helps youfigure out how far the code is.PARAMETERSAs Logic Regression is written in Fortran77some parameters had to be hard coded in.The default values of these parameters aremaximum sample size:20000maximum number of columns in the inputfile:1000maximum number of leaves in a logic tree:128maximum number of logic trees:5maximum number of separate parameters:50maximum number of total parameters(separate+trees):55If these parameters are not large enough(an error message will let you know this),you need to reset them in slogic.f and recompile.In particular,the statements defining these parameters arePARAMETER(LGCn1MAX=20000)PARAMETER(LGCn2MAX=1000)PARAMETER(LGCnknMAX=128)PARAMETER(LGCntrMAX=5)PARAMETER(LGCnsepMAX=50)PARAMETER(LGCbetaMAX=55)The unfortunate thing is that you will have to change these parameter definitions several times in the code.So search until you have found them all.ValueAn object of the class logreg.This contains virtually all input parameters,and in additionIf select=1:an object of class logregmodel:the Logic Regression model.This model contains a list of ntrees objects of class logregtree.If select=2or select=6:nmodels:the number of modelsfitted.allscores:a matrix with3columns,containing the scores of all models.Column1contains the score,column2the number of leaves and column3the number of trees.alltrees:a list with nmodels objects of class logregmodel.If select=3:cvscores:a matrix with the results of cross validation.The train.ave and test.ave columns for train and test contain running averages of the scores for individual validation sets.As such these scores are of most interest for the rows where k=kfold.If select=4:nullscore:score of the null-model.bestscore:score of the best model.randscores:scores of the permutations;vector of length nrep.If select=5:bestscore:score of the best model.randscores:scores of the permutations;each column corresponds to one model size.If select=7:size:a matrix with two columns,indicating which size models werefit how often.single:a vector with as many elements as there are binary predictors.single[i]shows how often predictor i is in any of the MCMC models.Note that when a predictor is twice in the same model,it is only counted once,thus,in particular,sum(size[,1]*size[,2]will typically be slightly larger than sum(single).double:square matrix with as size the number of binary predictors.double[i,j]shows how often predictors i and j are in the same tree of the same MCMC model if i>j,if i<=j double[i,j]equals zero.Note that for models with several logic trees two predictors can both be in the model but not be in the same tree.triple:square3D array with as size the number of binary predictors.See double,but here triple[i,j,k]shows how often three predictors are jointly in one logic tree.In addition,thefile slogiclisting.tmp in the current working directory can be created.This file contains a compact listing of all models visited.Column1:proportional to the log posterior probability of the model;column2:score(log-likelihood);column3and4:how often was this model visited(this column is here twice for historical reasons),column5through4+maximum number of leaves:summary of thefirst tree,if there are two trees,column5+maximum number of leaves through4+twice the maximum number of leaves contains the second tree,and so on.In this compact notation,leaves are in the same sequence as the rows in a logregtree object;a zero means that the leave is empty,a1000means an“and”and a2000an“or”,any other positive number means a predictor and a negative number means“not”that predictor.The mc.control element output can be used to surppress the creation of double,triple, and/or slogiclisting.tmp.There doesn’t seem to be too much use in surppressing double.Surpressing triple speeds up computations a bit(in particular on machines with limited memory when there are many binary predictors),and reduces the size of both the code and the object, surppressing slogiclisting.tmp saves the creation of a possibly very largefile,which can slow down the code considerably.See logreg.mc.control for details.Author(s)Ingo Ruczinski<ingo@>and Charles Kooperberg<clk@>. ReferencesRuczinski I,Kooperberg C,LeBlanc ML(2003).Logic Regression,Journal of Computational and Graphical Statistics,12,475-511.Ruczinski I,Kooperberg C,LeBlanc ML(2002).Logic Regression-methods and software.Pro-ceedings of the MSRI workshop on Nonlinear Estimation and Classification(Eds:D.Denison,M.Hansen,C.Holmes,B.Mallick,B.Yu),Springer:New York,333-344.Kooperberg C,Ruczinski I,LeBlanc ML,Hsu L(2001).Sequence Analysis using Logic Regres-sion,Genetic Epidemiology,21,S626-S631.Kooperberg C,Ruczinki I(2005).Identifying interacting SNPs using Monte Carlo Logic Regres-sion,Genetic Epidemiology,in press.Selected chapters from the dissertation of Ingo Ruczinski,available from http://kooperberg./logic/documents/ingophd-logic.pdfSee Alsoeval.logreg,frame.logreg,plot.logreg,print.logreg,predict.logreg,logregtree,plot.logregtree,print.logregtree,logregmodel,plot.logregtree,print.logregtree,logreg.myown,logreg.anneal.control,logreg.tree.control,logreg.mc.control,logreg.testdatExamplesdata(logreg.savefit1,logreg.savefit2,logreg.savefit3,logreg.savefit4,logreg.savefit5,logreg.savefit6,logreg.savefit7,logreg.testdat)myanneal<-logreg.anneal.control(start=-1,end=-4,iter=2500,update=100)#in practie we would use25000iterations or more-the use of2500is only#to have the examples run fast##Not run:myanneal<-logreg.anneal.control(start=-1,end=-4,iter=25000,update=1 fit1<-logreg(resp=logreg.testdat[,1],bin=logreg.testdat[,2:21],type=2,select=1,ntrees=2,anneal.control=myanneal)#the best score should be in the0.97-0.98rangeplot(fit1)#you'll probably see X1-X4as well as a few noise predictors#use logreg.savefit1for the results with25000iterationsplot(logreg.savefit1)print(logreg.savefit1)z<-predict(logreg.savefit1)plot(z,logreg.testdat[,1]-z,xlab="fitted values",ylab="residuals")#there are some streaks,thanks to the very discrete predictions##a bit less outputmyanneal2<-logreg.anneal.control(start=-1,end=-4,iter=2500,update=0)#in practie we would use25000iterations or more-the use of2500is only#to have the examples run fast##Not run:myanneal2<-logreg.anneal.control(start=-1,end=-4,iter=25000,update= ##fit multiple modelsfit2<-logreg(resp=logreg.testdat[,1],bin=logreg.testdat[,2:21],type=2,select=2,ntrees=c(1,2),nleaves=c(1,7),anneal.control=myanneal2) #equivalentfit2<-logreg(select=2,ntrees=c(1,2),nleaves=c(1,7),oldfit=fit1,anneal.control=myanneal2)plot(fit2)#use logreg.savefit2for the results with25000iterationsplot(logreg.savefit2)print(logreg.savefit2)#After an initial steep decline,the scores only get slightly better#for models with more than four leaves and two trees.##cross validationfit3<-logreg(resp=logreg.testdat[,1],bin=logreg.testdat[,2:21],type=2,。