On Tue, 23 Mar 2004, Schneck, Ryan wrote:
> Do you know if there is a way to show the specific names of the factor
> levels in the coefficients matrix that is produced by:
>
> fit1<-glm(DEFAULT~RATING+SECTOR,family=binomial(link=logit),data=RC)
> summary(fit1)
>
> The default coefficient matrix just has generic labels: "RATING1,
> RATING2, . . . SECTOR1, SECTOR2, . . . " And, so, it is hard to use the
> results in a practical way, to tell the story of the data.
They are not directly related to factor levels, but to particular (e.g.
Helmert) contrasts. You might prefer to use treatment contrasts: Venables
& Ripley (2002) discuss this in depth, and recommend treatment contrasts
for logistic regressions.
The real answer is to use predictions to explain the fitted model (rather
than `the story of the data', for the model may not be an adequate
summary, and based on your earlier postings it may be an over-elaborate
one). The coefficients are only a means to an end, predictions.
--
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
|