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Re: coefficients for GLM

To: Trevor Parker <trevor.parker@tfrc.csiro.au>
Subject: Re: coefficients for GLM
From: Prof Brian D Ripley <ripley@stats.ox.ac.uk>
Date: Mon, 5 Feb 2001 08:01:50 +0000 (GMT)
Cc: <s-news@wubios.wustl.edu>
In-reply-to: <3A7DE623.485C9ECB@tfrc.csiro.au>
On Mon, 5 Feb 2001, Trevor Parker wrote:

> Hello S-plus enthusiasts,
>
>
> I have run a GLM using 2 degree poynomials as independents. The model looks 
> like this:
>
> forest.object <- glm(forest ~ poly(slope,2) + poly(aspectns,2), 
> family=binomial(logit), data=train)
>
> When I use the coefficients from forest.object to predict forest I get 
> erroneous results. i.e very small values
>
> The predictive GLM form I am using is:
>
> log(p/1-p) = intercept + coef1*slope + coef2*sqr(slope) + coef3*aspectns + 
> coef4*sqr(aspectns)
>
> where intercept and coef1 to 4 are from forest.object.
>
> When I run the model:
>
> forest.object <- glm(forest ~ slope + aspectns, family=binomial(logit), 
> data=train)
>
> and use the coefficents to predict forest i.e log(p/1-p) = intercept + 
> coef1*slope + coef2*aspectns
>
> it works well.
>
> I have tried using poly.transform but it appears to only work for models with 
> one independent variable.
>
> Am I using the polynomial form correctly. Your help would be appreciated.

This is well known and well documented. You need to use predict.gam, not
predict.glm.   See for example Venables & Ripley (1999, p.166).

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595


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