| To: | "S-PLUS Newsgroup" <s-news@lists.biostat.wustl.edu> |
|---|---|
| Subject: | Residual Deviance |
| From: | "Lambert.Winnie" <lambert.winnie@ensco.com> |
| Date: | Fri, 22 Oct 2004 17:08:03 -0400 |
| Thread-index: | AcS4ezgVH8VbsmvTQyKn3iqkDj39ng== |
| Thread-topic: | Residual Deviance |
|
S-PLUS 6, MS
Windows XP
I am creating
several logistic regression equations in which the predictand is binary and the
predictors are continuous. When I use the anova() function to analyze the
contribution of each of the predictors, the output includes 'Residual
Deviance'. Of the 4 types of residuals, MASS states that the deviance is
the most useful for diagnostic purposes. My knowledge of residuals does
not extend past that for linear regression. Is it possible to interpret
the reduction in the resid deviance as a percent contribution toward explaining
the variance in the equation? e.g. in one equation the Null residual
deviance is 462.5411 with 343 resid degrees of freedom. The data set has
344 observations for the predictand: 207 1's and 137 0's. After adding 12
predictors, the resid deviance is now 322.0167 with 332 residual df. The
percent reduction in resid dev is 100*(462.5411 - 322.0167)/322.0167 = 30.4%
.....is that an appropriate conclusion? When I calculate the standard
residuals that I am used to, the change goes from 82.4 to 52.4 for a total
reduction in the residuals of 36%. With the second example, am I trying to
calculate a linear response to a non-linear process and, therefore, get
different percentages for the reduction in the variance of the
residuals?
I apologize for my
ignorance - I appreciate any help in interpreting these values, even if it comes
with a scolding
*****************************************************************
Winifred C. Lambert Senior
Scientist/Meteorologist
ENSCO, Inc.
Aerospace Sciences and Engineering
Division
1980 N. Atlantic Ave., Suite
230
Cocoa Beach, FL 32931
VOICE: 321.853.8130
FAX: 321.853.8415
EMAIL: lambert.winnie@ensco.com
AMU Quarterly Reports are available
online:
*****************************************************************
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