predict.glm: Predict Method for GLM Fits

Description

Obtains predictions and optionally estimates standard errors of those predictions from a fitted generalized linear model object.

Usage

# S3 method for glm
predict(object, newdata = NULL,
            type = c("link", "response", "terms"),
            se.fit = FALSE, dispersion = NULL, terms = NULL,
            na.action = na.pass, …)

Arguments

object

a fitted object of class inheriting from "glm".

newdata

optionally, a data frame in which to look for variables with which to predict. If omitted, the fitted linear predictors are used.

type

the type of prediction required. The default is on the scale of the linear predictors; the alternative "response" is on the scale of the response variable. Thus for a default binomial model the default predictions are of log-odds (probabilities on logit scale) and type = "response" gives the predicted probabilities. The "terms" option returns a matrix giving the fitted values of each term in the model formula on the linear predictor scale.

The value of this argument can be abbreviated.

se.fit

logical switch indicating if standard errors are required.

dispersion

the dispersion of the GLM fit to be assumed in computing the standard errors. If omitted, that returned by summary applied to the object is used.

terms

with type = "terms" by default all terms are returned. A character vector specifies which terms are to be returned

na.action

function determining what should be done with missing values in newdata. The default is to predict NA.

…

further arguments passed to or from other methods.

Value

If se.fit = FALSE, a vector or matrix of predictions. For type = "terms" this is a matrix with a column per term, and may have an attribute "constant". If se.fit = TRUE, a list with components

fit

Predictions, as for se.fit = FALSE.

se.fit

Estimated standard errors.

residual.scale

A scalar giving the square root of the dispersion used in computing the standard errors.

Details

If newdata is omitted the predictions are based on the data used for the fit. In that case how cases with missing values in the original fit is determined by the na.action argument of that fit. If na.action = na.omit omitted cases will not appear in the residuals, whereas if na.action = na.exclude they will appear (in predictions and standard errors), with residual value NA. See also napredict.

Examples

Run this code

require(graphics)

## example from Venables and Ripley (2002, pp. 190-2.)
ldose <- rep(0:5, 2)
numdead <- c(1, 4, 9, 13, 18, 20, 0, 2, 6, 10, 12, 16)
sex <- factor(rep(c("M", "F"), c(6, 6)))
SF <- cbind(numdead, numalive = 20-numdead)
budworm.lg <- glm(SF ~ sex*ldose, family = binomial)
summary(budworm.lg)

plot(c(1,32), c(0,1), type = "n", xlab = "dose",
     ylab = "prob", log = "x")
text(2^ldose, numdead/20, as.character(sex))
ld <- seq(0, 5, 0.1)
lines(2^ld, predict(budworm.lg, data.frame(ldose = ld,
   sex = factor(rep("M", length(ld)), levels = levels(sex))),
   type = "response"))
lines(2^ld, predict(budworm.lg, data.frame(ldose = ld,
   sex = factor(rep("F", length(ld)), levels = levels(sex))),
   type = "response"))