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Saturday, July 6, 2019

R: Logistic Regression (without regularization) - simple sample

data1.csv
y,x1,x2
0,3.6,60.1
1,4.1,52.0
0,3.7,62.5
0,4.9,60.6
1,4.4,54.1
0,3.6,63.6
1,4.9,68.0
0,4.8,38.2
1,4.1,59.5
0,4.3,47.3

binary.csv
admit,gre,gpa,rank
0,380,3.61,3
1,660,3.67,3
1,800,4,1
1,640,3.19,4
0,520,2.93,4
1,760,3,2
1,560,2.98,1
0,400,3.08,2
1,540,3.39,3
0,700,3.92,2
0,800,4,4
0,440,3.22,1
1,760,4,1
0,700,3.08,2
1,700,4,1
0,480,3.44,3
0,780,3.87,4
0,360,2.56,3
0,800,3.75,2
1,540,3.81,1
0,500,3.17,3
1,660,3.63,2
0,600,2.82,4
0,680,3.19,4
1,760,3.35,2
1,800,3.66,1
1,620,3.61,1
1,520,3.74,4
1,780,3.22,2
0,520,3.29,1
0,540,3.78,4
0,760,3.35,3
0,600,3.4,3
1,800,4,3
0,360,3.14,1
0,400,3.05,2
0,580,3.25,1
0,520,2.9,3
1,500,3.13,2
1,520,2.68,3
0,560,2.42,2
1,580,3.32,2
1,600,3.15,2
0,500,3.31,3
0,700,2.94,2
1,460,3.45,3
1,580,3.46,2
0,500,2.97,4
0,440,2.48,4
0,400,3.35,3
0,640,3.86,3
0,440,3.13,4
0,740,3.37,4
1,680,3.27,2
0,660,3.34,3
1,740,4,3
0,560,3.19,3
0,380,2.94,3
0,400,3.65,2
0,600,2.82,4
1,620,3.18,2
0,560,3.32,4
0,640,3.67,3
1,680,3.85,3
0,580,4,3
0,600,3.59,2
0,740,3.62,4
0,620,3.3,1
0,580,3.69,1
0,800,3.73,1
0,640,4,3
0,300,2.92,4
0,480,3.39,4
0,580,4,2
0,720,3.45,4
0,720,4,3
0,560,3.36,3
1,800,4,3
0,540,3.12,1
1,620,4,1
0,700,2.9,4
0,620,3.07,2
0,500,2.71,2
0,380,2.91,4
1,500,3.6,3
0,520,2.98,2
0,600,3.32,2
0,600,3.48,2
0,700,3.28,1
1,660,4,2
0,700,3.83,2
1,720,3.64,1
0,800,3.9,2
0,580,2.93,2
1,660,3.44,2
0,660,3.33,2
0,640,3.52,4
0,480,3.57,2
0,700,2.88,2
0,400,3.31,3
0,340,3.15,3
0,580,3.57,3
0,380,3.33,4
0,540,3.94,3
1,660,3.95,2
1,740,2.97,2
1,700,3.56,1
0,480,3.13,2
0,400,2.93,3
0,480,3.45,2
0,680,3.08,4
0,420,3.41,4
0,360,3,3
0,600,3.22,1
0,720,3.84,3
0,620,3.99,3
1,440,3.45,2
0,700,3.72,2
1,800,3.7,1
0,340,2.92,3
1,520,3.74,2
1,480,2.67,2
0,520,2.85,3
0,500,2.98,3
0,720,3.88,3
0,540,3.38,4
1,600,3.54,1
0,740,3.74,4
0,540,3.19,2
0,460,3.15,4
1,620,3.17,2
0,640,2.79,2
0,580,3.4,2
0,500,3.08,3
0,560,2.95,2
0,500,3.57,3
0,560,3.33,4
0,700,4,3
0,620,3.4,2
1,600,3.58,1
0,640,3.93,2
1,700,3.52,4
0,620,3.94,4
0,580,3.4,3
0,580,3.4,4
0,380,3.43,3
0,480,3.4,2
0,560,2.71,3
1,480,2.91,1
0,740,3.31,1
1,800,3.74,1
0,400,3.38,2
1,640,3.94,2
0,580,3.46,3
0,620,3.69,3
1,580,2.86,4
0,560,2.52,2
1,480,3.58,1
0,660,3.49,2
0,700,3.82,3
0,600,3.13,2
0,640,3.5,2
1,700,3.56,2
0,520,2.73,2
0,580,3.3,2
0,700,4,1
0,440,3.24,4
0,720,3.77,3
0,500,4,3
0,600,3.62,3
0,400,3.51,3
0,540,2.81,3
0,680,3.48,3
1,800,3.43,2
0,500,3.53,4
1,620,3.37,2
0,520,2.62,2
1,620,3.23,3
0,620,3.33,3
0,300,3.01,3
0,620,3.78,3
0,500,3.88,4
0,700,4,2
1,540,3.84,2
0,500,2.79,4
0,800,3.6,2
0,560,3.61,3
0,580,2.88,2
0,560,3.07,2
0,500,3.35,2
1,640,2.94,2
0,800,3.54,3
0,640,3.76,3
0,380,3.59,4
1,600,3.47,2
0,560,3.59,2
0,660,3.07,3
1,400,3.23,4
0,600,3.63,3
0,580,3.77,4
0,800,3.31,3
1,580,3.2,2
1,700,4,1
0,420,3.92,4
1,600,3.89,1
1,780,3.8,3
0,740,3.54,1
1,640,3.63,1
0,540,3.16,3
0,580,3.5,2
0,740,3.34,4
0,580,3.02,2
0,460,2.87,2
0,640,3.38,3
1,600,3.56,2
1,660,2.91,3
0,340,2.9,1
1,460,3.64,1
0,460,2.98,1
1,560,3.59,2
0,540,3.28,3
0,680,3.99,3
1,480,3.02,1
0,800,3.47,3
0,800,2.9,2
1,720,3.5,3
0,620,3.58,2
0,540,3.02,4
0,480,3.43,2
1,720,3.42,2
0,580,3.29,4
0,600,3.28,3
0,380,3.38,2
0,420,2.67,3
1,800,3.53,1
0,620,3.05,2
1,660,3.49,2
0,480,4,2
0,500,2.86,4
0,700,3.45,3
0,440,2.76,2
1,520,3.81,1
1,680,2.96,3
0,620,3.22,2
0,540,3.04,1
0,800,3.91,3
0,680,3.34,2
0,440,3.17,2
0,680,3.64,3
0,640,3.73,3
0,660,3.31,4
0,620,3.21,4
1,520,4,2
1,540,3.55,4
1,740,3.52,4
0,640,3.35,3
1,520,3.3,2
1,620,3.95,3
0,520,3.51,2
0,640,3.81,2
0,680,3.11,2
0,440,3.15,2
1,520,3.19,3
1,620,3.95,3
1,520,3.9,3
0,380,3.34,3
0,560,3.24,4
1,600,3.64,3
1,680,3.46,2
0,500,2.81,3
1,640,3.95,2
0,540,3.33,3
1,680,3.67,2
0,660,3.32,1
0,520,3.12,2
1,600,2.98,2
0,460,3.77,3
1,580,3.58,1
1,680,3,4
1,660,3.14,2
0,660,3.94,2
0,360,3.27,3
0,660,3.45,4
0,520,3.1,4
1,440,3.39,2
0,600,3.31,4
1,800,3.22,1
1,660,3.7,4
0,800,3.15,4
0,420,2.26,4
1,620,3.45,2
0,800,2.78,2
0,680,3.7,2
0,800,3.97,1
0,480,2.55,1
0,520,3.25,3
0,560,3.16,1
0,460,3.07,2
0,540,3.5,2
0,720,3.4,3
0,640,3.3,2
1,660,3.6,3
1,400,3.15,2
1,680,3.98,2
0,220,2.83,3
0,580,3.46,4
1,540,3.17,1
0,580,3.51,2
0,540,3.13,2
0,440,2.98,3
0,560,4,3
0,660,3.67,2
0,660,3.77,3
1,520,3.65,4
0,540,3.46,4
1,300,2.84,2
1,340,3,2
1,780,3.63,4
1,480,3.71,4
0,540,3.28,1
0,460,3.14,3
0,460,3.58,2
0,500,3.01,4
0,420,2.69,2
0,520,2.7,3
0,680,3.9,1
0,680,3.31,2
1,560,3.48,2
0,580,3.34,2
0,500,2.93,4
0,740,4,3
0,660,3.59,3
0,420,2.96,1
0,560,3.43,3
1,460,3.64,3
1,620,3.71,1
0,520,3.15,3
0,620,3.09,4
0,540,3.2,1
1,660,3.47,3
0,500,3.23,4
1,560,2.65,3
0,500,3.95,4
0,580,3.06,2
0,520,3.35,3
0,500,3.03,3
0,600,3.35,2
0,580,3.8,2
0,400,3.36,2
0,620,2.85,2
1,780,4,2
0,620,3.43,3
1,580,3.12,3
0,700,3.52,2
1,540,3.78,2
1,760,2.81,1
0,700,3.27,2
0,720,3.31,1
1,560,3.69,3
0,720,3.94,3
1,520,4,1
1,540,3.49,1
0,680,3.14,2
0,460,3.44,2
1,560,3.36,1
0,480,2.78,3
0,460,2.93,3
0,620,3.63,3
0,580,4,1
0,800,3.89,2
1,540,3.77,2
1,680,3.76,3
1,680,2.42,1
1,620,3.37,1
0,560,3.78,2
0,560,3.49,4
0,620,3.63,2
1,800,4,2
0,640,3.12,3
0,540,2.7,2
0,700,3.65,2
1,540,3.49,2
0,540,3.51,2
0,660,4,1
1,480,2.62,2
0,420,3.02,1
1,740,3.86,2
0,580,3.36,2
0,640,3.17,2
0,640,3.51,2
1,800,3.05,2
1,660,3.88,2
1,600,3.38,3
1,620,3.75,2
1,460,3.99,3
0,620,4,2
0,560,3.04,3
0,460,2.63,2
0,700,3.65,2
0,600,3.89,3


0_runme.txt

########## R: Logistic Regression

##### Run this script on your R Console

# Set your working directory on your R Console
# The following directory is dummy - set to your own directory where you save all the r files below.
#setwd('/Users/XXX/Downloads/')

#source('1_install_packages.r') # You have to run this r script only for the first time.

#source('2_library.r')

source('3_logistics_regression.r')

source('4_logistic_regression.r')



Source: https://qiita.com/katsu1110/items/e4ef613559f02f183af5



1_install_packages.r
#


2_library.r
#


3_logistics_regression.r
# data loading
data1 <- read.csv("data1.csv", header=TRUE)

# Logistic Regression
mylogit = glm(y ~ x1 + x2, data=data1,  family=binomial(link="logit"))

# Summary
summary(mylogit)
#=>
# Call:
# glm(formula = y ~ x1 + x2, family = binomial(link ="logit"), data = data1)
# Deviance Residuals:
#     Min       1Q   Median       3Q      Max
# -1.4754  -0.8584  -0.8007   1.1905   1.5719

# Coefficients:
#             Estimate Std. Error z value Pr(>|z|)
# (Intercept) -9.44589    9.12237  -1.035    0.300
# x1           1.27158    1.49423   0.851    0.395
# x2           0.06424    0.08739   0.735    0.462

# (Dispersion parameter for binomial family taken to be 1)

#     Null deviance: 13.460  on 9  degrees of freedom
# Residual deviance: 12.345  on 7  degrees of freedom
# AIC: 18.345

# Number of Fisher Scoring iterations: 4


# See fitted numbers
fitted(mylogit)
#=>
#         1         2         3         4         5         6         7         8         9        10
# 0.2675020 0.2907201 0.3260736 0.6632579 0.4072105 0.3137831 0.7600997 0.2914609 0.3988916 0.2810008


# Fitted (predicted) numbers are calculated by the following equation.
# logit(π)=−9.44589+1.27158x1+0.06424x2
# However, as you can see Pr(>|z|) in the result of summary, this is not significant.


4_logistic_regression.r
# Data loading
#mydata <- read.csv("https://stats.idre.ucla.edu/stat/data/binary.csv")
mydata <- read.csv("binary.csv")
mydata$rank <- factor(mydata$rank)

# Logistic Regression
mylogit <- glm(admit ~ gre + gpa + rank, data = mydata, family = "binomial")

# Summary
summary(mylogit)
#=>
# Call:
# glm(formula = admit ~ gre + gpa + rank, family = "binomial", data = mydata)

# Deviance Residuals:
#     Min       1Q   Median       3Q      Max
# -1.6268  -0.8662  -0.6388   1.1490   2.0790

# Coefficients:
#              Estimate Std. Error z value Pr(>|z|)  
# (Intercept) -3.989979   1.139951  -3.500 0.000465 ***
# gre          0.002264   0.001094   2.070 0.038465 *
# gpa          0.804038   0.331819   2.423 0.015388 *
# rank2       -0.675443   0.316490  -2.134 0.032829 *
# rank3       -1.340204   0.345306  -3.881 0.000104 ***
# rank4       -1.551464   0.417832  -3.713 0.000205 ***
# ---
# Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

# (Dispersion parameter for binomial family taken to be 1)

#     Null deviance: 499.98  on 399  degrees of freedom
# Residual deviance: 458.52  on 394  degrees of freedom
# AIC: 470.52

# Number of Fisher Scoring iterations: 4

newdata1 <- with(mydata, data.frame(gre = mean(gre), gpa = mean(gpa), rank = factor(1:4)))
newdata1$rankP <- predict(mylogit, newdata = newdata1, type = "response")
newdata2 <- with(mydata, data.frame(gre = rep(seq(from = 200, to = 800, length.out = 100),
    4), gpa = mean(gpa), rank = factor(rep(1:4, each = 100))))
newdata3 <- cbind(newdata2, predict(mylogit, newdata = newdata2, type = "link",
    se = TRUE))
newdata3 <- within(newdata3, {
    PredictedProb <- plogis(fit)
    LL <- plogis(fit - (1.96 * se.fit))
    UL <- plogis(fit + (1.96 * se.fit))
})
# Using graphic library
library("ggplot2")
ggplot(newdata3, aes(x = gre, y = PredictedProb)) + geom_ribbon(aes(ymin = LL,
    ymax = UL, fill = rank), alpha = 0.2) + geom_line(aes(colour = rank),
    size = 1)
# Save as an image file
ggsave("image.png")

#Reference
#https://stats.idre.ucla.edu/r/dae/logit-regression/




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