{"id":485,"date":"2018-08-30T20:23:15","date_gmt":"2018-08-30T11:23:15","guid":{"rendered":"https:\/\/best-biostatistics.com\/toukei-er\/entry\/variable-selection-for-logistic-regression-using-bestglm-in-r\/"},"modified":"2024-10-13T15:07:42","modified_gmt":"2024-10-13T06:07:42","slug":"variable-selection-for-logistic-regression-using-bestglm-in-r","status":"publish","type":"post","link":"https:\/\/best-biostatistics.com\/toukei-er\/entry\/variable-selection-for-logistic-regression-using-bestglm-in-r\/","title":{"rendered":"R \u3067\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u5206\u6790\u306e\u5909\u6570\u9078\u629e\u306e\u53c2\u8003\u306b\u306a\u308b\u8a08\u7b97\u4e0a\u30d9\u30b9\u30c8\u306a\u5909\u6570\u30bb\u30c3\u30c8\u3092\u63d0\u6848\u3057\u3066\u304f\u308c\u308b\u65b9\u6cd5"},"content":{"rendered":"\n<p>R\u3092\u4f7f\u3063\u3066\u3001 \u591a\u91cd\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u5206\u6790\u3067BIC\u3092\u4f7f\u3063\u3066\u3001 \u7c21\u5358\u306b\u5909\u6570\u9078\u629e\u304c\u3067\u304d\u308b\u3002<\/p>\n\n\n\n<!--more-->\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u5909\u6570\u9078\u629e\u306e\u95a2\u6570\u306e\u524d\u306b-BIC-\u3068\u306f\">\u5909\u6570\u9078\u629e\u306e\u95a2\u6570\u306e\u524d\u306b BIC \u3068\u306f<\/h2>\n\n\n\n<p>BIC\u306f\u3001 Bayesian Information Criterion\u306e\u982d\u6587\u5b57\u8a9e\u3002<\/p>\n\n\n\n<p>\u7d71\u8a08\u30e2\u30c7\u30eb\u3078\u306e\u3042\u3066\u306f\u307e\u308a\u3092\u691c\u8a0e\u3059\u308b\u3068\u304d\u306b\u3001 \u5909\u6570\u304c\u591a\u3059\u304e\u308b\u3068\u8a55\u4fa1\u304c\u4e0b\u304c\u308b\u898f\u6e96\u306b\u306a\u3063\u3066\u3044\u308b\u3002<\/p>\n\n\n\n<p>\u5909\u6570\u304c\u591a\u3051\u308c\u3070\u591a\u3044\u307b\u3069\u3001 \u7d71\u8a08\u30e2\u30c7\u30eb\u3078\u306e\u3042\u3066\u306f\u307e\u308a\u306f\u3088\u304f\u306a\u308b\u304c\u3001 \u65b0\u305f\u306a\u30c7\u30fc\u30bf\u3067\u306e\u4e88\u6e2c\u306b\u306f\u5411\u304b\u306a\u304f\u306a\u308b\u3057\u3001 \u305d\u3082\u305d\u3082\u8907\u96d1\u3088\u308a\u5358\u7d14\u306a\u30e2\u30c7\u30eb\u3067\u8a18\u8ff0\u3067\u304d\u305f\u307b\u3046\u304c\u3044\u3044\u3002<\/p>\n\n\n\n<p>AIC (\u8d64\u6c60\u60c5\u5831\u91cf\u898f\u6e96) \u3068\u4f3c\u305f\u3088\u3046\u306a\u6982\u5ff5\u3060\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u3067bestglm\u3092\u4f7f\u3046\u6e96\u5099\u3068\u30b5\u30f3\u30d7\u30eb\u30c7\u30fc\u30bf\">\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u3067bestglm()\u3092\u4f7f\u3046\u6e96\u5099\u3068\u30b5\u30f3\u30d7\u30eb\u30c7\u30fc\u30bf<\/h2>\n\n\n\n<p>\u5909\u6570\u9078\u629e\u306b\u306f\u3001R \u306e bestglm() \u95a2\u6570\u3092\u4f7f\u7528\u3059\u308b\u3002<\/p>\n\n\n\n<p>\u307e\u305abestglm\u3092\u30a4\u30f3\u30b9\u30c8\u30fc\u30eb\u3057\u3066\u304a\u304f\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>install.packages(\"bestglm\")<\/code><\/pre>\n\n\n\n<p>&nbsp; bestglm\u3092\u547c\u3073\u51fa\u3059\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>library(bestglm)<\/code><\/pre>\n\n\n\n<p>&nbsp;SAheart\u3068\u3044\u3046\u30c7\u30fc\u30bf\u3092\u4f7f\u3046\u3002<\/p>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p>A retrospective sample of males in a heart-disease high-risk region of the Western Cape, South Africa.<\/p>\n<\/blockquote>\n\n\n\n<p>&nbsp; SAheart\u306e\u69cb\u9020\u3092\u78ba\u8a8d\u3059\u308b\u3002<\/p>\n\n\n\n<p>Endpoint\u306echd\uff082\u5024\u30c7\u30fc\u30bf\uff09\u304c \u6700\u5f8c\u306e\u5217\u306b\u3042\u308b\u3053\u3068\u3092\u78ba\u8a8d\u3059\u308b\u3002<\/p>\n\n\n\n<p>\u305d\u308c\u304cbestglm\u306e\u7279\u6b8a\u306a\u3068\u3053\u308d\u3002<\/p>\n\n\n\n<p>\u6700\u5f8c\u306e\u30ab\u30e9\u30e0\u306b\u5f93\u5c5e\u5909\u6570\u3002<\/p>\n\n\n\n<p>\u3053\u308c\u304c\u5fc5\u9808\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>&gt; str(SAheart)\n'data.frame':   462 obs. of  10 variables:\n$ sbp      : int  160 144 118 170 134 132 142 114 114 132 ...\n$ tobacco  : num  12 0.01 0.08 7.5 13.6 6.2 4.05 4.08 0 0 ...\n$ ldl      : num  5.73 4.41 3.48 6.41 3.5 6.47 3.38 4.59 3.83 5.8 ...\n$ adiposity: num  23.1 28.6 32.3 38 27.8 ...\n$ famhist  : Factor w\/ 2 levels \"Absent\",\"Present\": 2 1 2 2 2 2 1 2 2 2 ...\n$ typea    : int  49 55 52 51 60 62 59 62 49 69 ...\n$ obesity  : num  25.3 28.9 29.1 32 26 ...\n$ alcohol  : num  97.2 2.06 3.81 24.26 57.34 ...\n$ age      : int  52 63 46 58 49 45 38 58 29 53 ...\n$ chd      : int  1 1 0 1 1 0 0 1 0 1 ...\n<\/code><\/pre>\n\n\n\n<div id=\"biost-3464874713\" class=\"biost- biost-entity-placement\"><p style=\"text-align: center;\"><span style=\"font-size: 20px;\"><strong><a href=\"https:\/\/best-biostatistics.com\/kmhl\">\uff1e\uff1e\u3082\u3046\u7d71\u8a08\u3067\u60a9\u3080\u306e\u306f\u7d42\u308f\u308a\u306b\u3057\u307e\u305b\u3093\u304b\uff1f\u00a0<\/a><\/strong><\/span><\/p>\r\n<a href=\"https:\/\/best-biostatistics.com\/kmhl\"><img class=\"aligncenter wp-image-2794 size-full\" src=\"https:\/\/best-biostatistics.com\/wp\/wp-content\/uploads\/2023\/11\/bn_r_03.png\" alt=\"\" width=\"500\" height=\"327\" \/><\/a>\r\n<p style=\"text-align: center;\"><span style=\"color: #ff0000; font-size: 20px;\"><strong><span class=\"marker2\">\u21911\u4e07\u4eba\u4ee5\u4e0a\u306e\u533b\u7642\u5f93\u4e8b\u8005\u304c\u8cfc\u8aad\u4e2d<\/span><\/strong><\/span><\/p><\/div><h2 class=\"wp-block-heading\" id=\"\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u3067bestglm\u306e\u4f7f\u3044\u65b9\">\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u3067bestglm()\u306e\u4f7f\u3044\u65b9<\/h2>\n\n\n\n<p>data frame\u306eSAheart\u3092\u6307\u5b9a\u3057\u3066\u3001 family\u306bbinomial\u3092\u6307\u5b9a\u3059\u308c\u3070OK.<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>res1 &lt;- bestglm(SAheart, family=binomial)<\/code><\/pre>\n\n\n\n<p>\u7d50\u679c\u3092\u8868\u793a\u3059\u308b\u3002<\/p>\n\n\n\n<p>\u6b8b\u3063\u305f\u5909\u6570\u306f\u30bf\u30d0\u30b3\u3068LDL\u3001\u5bb6\u65cf\u6b74\u3001TypeA\u6027\u683c\u3001\u5e74\u9f62\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>&gt; res1 &lt;- bestglm(SAheart, family=binomial)\nMorgan-Tatar search since family is non-gaussian.\n&gt; res1\nBIC\nBICq equivalent for q in (0.190525988534159, 0.901583162187443)\nBest Model:\nEstimate Std. Error   z value     Pr(&gt;|z|)\n(Intercept)    -6.44644451 0.92087165 -7.000372 2.552830e-12\ntobacco         0.08037533 0.02587968  3.105731 1.898095e-03\nldl             0.16199164 0.05496893  2.946967 3.209074e-03\nfamhistPresent  0.90817526 0.22575844  4.022774 5.751659e-05\ntypea           0.03711521 0.01216676  3.050542 2.284290e-03\nage             0.05046038 0.01020606  4.944159 7.647325e-07\n<\/code><\/pre>\n\n\n\n<p>\u691c\u8a0e\u3057\u305f\u5909\u6570\u306e\u7d44\u307f\u5408\u308f\u305b\u4e00\u89a7\u7d50\u679c\u3092\u898b\u308b\u306a\u3089\u3001res1$Subsets<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>> res1$Subsets\n   Intercept   sbp tobacco   ldl adiposity famhist typea obesity alcohol   age logLikelihood      BIC\n0       TRUE FALSE   FALSE FALSE     FALSE   FALSE FALSE   FALSE   FALSE FALSE     -298.0542 596.1084\n1       TRUE FALSE   FALSE FALSE     FALSE   FALSE FALSE   FALSE   FALSE  TRUE     -262.7812 531.6979\n2       TRUE FALSE   FALSE FALSE     FALSE    TRUE FALSE   FALSE   FALSE  TRUE     -253.3291 518.9293\n3       TRUE FALSE    TRUE FALSE     FALSE    TRUE FALSE   FALSE   FALSE  TRUE     -247.6927 513.7921\n4       TRUE FALSE    TRUE FALSE     FALSE    TRUE  TRUE   FALSE   FALSE  TRUE     -242.3572 509.2566\n5*      TRUE FALSE    TRUE  TRUE     FALSE    TRUE  TRUE   FALSE   FALSE  TRUE     -237.8428 506.3634\n6       TRUE FALSE    TRUE  TRUE     FALSE    TRUE  TRUE    TRUE   FALSE  TRUE     -236.9899 510.7933\n7       TRUE  TRUE    TRUE  TRUE     FALSE    TRUE  TRUE    TRUE   FALSE  TRUE     -236.2745 515.4979\n8       TRUE  TRUE    TRUE  TRUE      TRUE    TRUE  TRUE    TRUE   FALSE  TRUE     -236.0704 521.2253\n9       TRUE  TRUE    TRUE  TRUE      TRUE    TRUE  TRUE    TRUE    TRUE  TRUE     -236.0700 527.3601\n<\/code><\/pre>\n\n\n\n<p>Best model\u304b\u30895\u756a\u76ee\u307e\u3067\u306e\u8868\u793a\u3055\u305b\u308b\u3068\u304d\u306f\u3001res1$BestModels<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>> res1$BestModels\n    sbp tobacco   ldl adiposity famhist typea obesity alcohol  age Criterion\n1 FALSE    TRUE  TRUE     FALSE    TRUE  TRUE   FALSE   FALSE TRUE  506.3634\n2 FALSE    TRUE FALSE     FALSE    TRUE  TRUE   FALSE   FALSE TRUE  509.2566\n3 FALSE    TRUE  TRUE     FALSE    TRUE FALSE   FALSE   FALSE TRUE  509.9861\n4 FALSE   FALSE  TRUE     FALSE    TRUE  TRUE   FALSE   FALSE TRUE  510.5745\n5 FALSE    TRUE  TRUE     FALSE    TRUE  TRUE    TRUE   FALSE TRUE  510.7933\n<\/code><\/pre>\n\n\n\n<p>Best model\u306eestimates (coefficients)\u3092\u8868\u793a\u3055\u305b\u308b\u3068\u304d\u306f\u3001res1$BestModel<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>&gt; res1$BestModel\nCall:  glm(formula = y ~ ., family = family, data = Xi, weights = weights)\nCoefficients:\n(Intercept)         tobacco             ldl  famhistPresent           typea             age\n-6.44644         0.08038         0.16199         0.90818         0.03712         0.05046\nDegrees of Freedom: 461 Total (i.e. Null);  456 Residual\nNull Deviance:      596.1\nResidual Deviance: 475.7        AIC: 487.7\n<\/code><\/pre>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u307e\u3068\u3081\">\u307e\u3068\u3081<\/h2>\n\n\n\n<p>\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u5206\u6790\u3067\u3001\u60c5\u5831\u91cf\u898f\u6e96\u3067\u30d9\u30b9\u30c8\u306a\u5909\u6570\u3092\u81ea\u52d5\u3067\u9078\u3093\u3067\u304f\u308c\u308b\u306e\u304cbestglm()\u3060\u3002<\/p>\n\n\n\n<p>\u4e00\u3064\u4e00\u3064\u306e\u5909\u6570\u306e\u30a8\u30f3\u30c9\u30dd\u30a4\u30f3\u30c8\u3078\u306e\u95a2\u9023\u6027\u3092\u898b\u305f\u3044\u7814\u7a76\u306e\u5834\u5408\u306f\u3001\u7d50\u679c\u3092\u53c2\u8003\u306b\u3057\u3066\u3001\u6700\u7d42\u306e\u5909\u6570\u30bb\u30c3\u30c8\u306f\u7814\u7a76\u8005\u304c\u6c7a\u3081\u308b\u3002<\/p>\n\n\n\n<p>\u305f\u3068\u3048\u3070\u3001\u4eca\u56deobesity\u304c\u9078\u3070\u308c\u3066\u3044\u306a\u3044\u304c\u3001chd (coronary heart disease) \u306e\u7814\u7a76\u3092\u3057\u3066\u3044\u308b\u306e\u306bobesity\u3092\u8abf\u6574\u3057\u306a\u3044\u306e\u306f\u307e\u305a\u3044\u3002<\/p>\n\n\n\n<p>LDL\u3060\u3063\u3066\u8abf\u6574\u3057\u306a\u3044\u308f\u3051\u306b\u306f\u3044\u304b\u306a\u3044\u3060\u308d\u3046\u3002<\/p>\n\n\n\n<p>\u3064\u307e\u308a\u3001\u6570\u5024\u306e\u4e0a\u3067\u5f53\u3066\u306f\u307e\u308a\u306e\u3088\u3044\u5909\u6570\u30bb\u30c3\u30c8\u304c\u3042\u3063\u3066\u3082\u3001\u75ab\u5b66\u7814\u7a76\u3068\u3057\u3066\u306f\u52a0\u5473\u3057\u306a\u3044\u308f\u3051\u306b\u3044\u304b\u306a\u3044\u5909\u6570\u306f\u305f\u304f\u3055\u3093\u3042\u308b\u3002<\/p>\n\n\n\n<p>\u5148\u884c\u7814\u7a76\u3001\u77e5\u3089\u308c\u3066\u3044\u308b\u30a8\u30d3\u30c7\u30f3\u30b9\u3001\u751f\u7269\u5b66\u7684\u84cb\u7136\u6027\uff08\u7406\u5c48\u306e\u4e0a\u3067\u306e\u95a2\u9023\u6027\uff09\u306a\u3069\u3092\u8003\u616e\u3057\u3066\u6700\u7d42\u30e2\u30c7\u30eb\u306f\u7814\u7a76\u8005\u81ea\u8eab\u304c\u6c7a\u3081\u308b\u3002 &nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>R\u3092\u4f7f\u3063\u3066\u3001 \u591a\u91cd\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u5206\u6790\u3067BIC\u3092\u4f7f\u3063\u3066\u3001 \u7c21\u5358\u306b\u5909\u6570\u9078\u629e\u304c\u3067\u304d\u308b\u3002<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"swell_btn_cv_data":"","_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":false,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[5,24,58],"tags":[],"class_list":["post-485","post","type-post","status-publish","format-standard","hentry","category-r","category-24","category-58"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/485","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/comments?post=485"}],"version-history":[{"count":2,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/485\/revisions"}],"predecessor-version":[{"id":2783,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/485\/revisions\/2783"}],"wp:attachment":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/media?parent=485"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/categories?post=485"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/tags?post=485"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}