get_probabilities

Function which computes probabilities of outcomes on the test set by applying regression parameters inferred by a run on the training set. Works for logistic or multinomial regression

Predicts categorical or continuous outcomes while concentrating on a number of key points. These are Cross-validation, Accuracy, Regression and Rule of Ten or "one in ten rule" (CARRoT), and, in addition to it R-squared statistics, prior knowledge on the dataset etc. It performs the cross-validation specified number of times by partitioning the input into training and test set and fitting linear/multinomial/binary regression models to the training set. All regression models satisfying chosen constraints are fitted and the ones with the best predictive power are given as an output. Best predictive power is understood as highest accuracy in case of binary/multinomial outcomes, smallest absolute and relative errors in case of continuous outcomes. For binary case there is also an option of finding a regression model which gives the highest AUROC (Area Under Receiver Operating Curve) value. The option of parallel toolbox is also available. Methods are described in Peduzzi et al. (1996) <doi:10.1016/S0895-4356(96)00236-3> , Rhemtulla et al. (2012) <doi:10.1037/a0029315>, Riley et al. (2018) <doi:10.1002/sim.7993>, Riley et al. (2019) <doi:10.1002/sim.7992>.

Alina Bazarova

CARRoT

Predicting Categorical and Continuous Outcomes Using One in Ten
Rule

Marko Raseta

get_probabilities function

<dl><dt>trset</dt>
<dd>values of predictors on the training set</dd>
<dt>testset</dt>
<dd>values of predictors on the test set</dd>
<dt>outc</dt>
<dd>values of outcomes on the training set</dd>
<dt>mode</dt>
<dd><code>'binary'</code> (logistic regression) or <code>'multin'</code> (multinomial regression)</dd>
<dt>Rsq</dt>
<dd>whether R-squared statistics constrained is introduced</dd>
<dt>p</dt>
<dd>weight of the model</dd>
<dt>n_tr</dt>
<dd>size of the training set</dd></dl>

Arguments

Probabilities for multinomial regression — get_probabilities

<dl>

<dt>trset</dt>
<dd>values of predictors on the training set</dd>


<dt>testset</dt>
<dd>values of predictors on the test set</dd>


<dt>outc</dt>
<dd>values of outcomes on the training set</dd>


<dt>mode</dt>
<dd><code>'binary'</code> (logistic regression) or <code>'multin'</code> (multinomial regression)</dd>


<dt>Rsq</dt>
<dd>whether R-squared statistics constrained is introduced</dd>


<dt>p</dt>
<dd>weight of the model</dd>


<dt>n_tr</dt>
<dd>size of the training set</dd>

</dl>

get_probabilities: Probabilities for multinomial regression

Description

Usage

Value

Arguments

Details

See Also

Examples