add_probs.glm {ciTools}  R Documentation 
Response Probabilities for Generalized Linear Models
Description
This is the method add_probs
uses if the model fit is an
object of class glm
. Probabilities are determined through
simulation, using the same method as add_pi.glm
. Currently,
only logistic, Poisson, Quasipoisson, and Gamma models are
supported.
Usage
## S3 method for class 'glm'
add_probs(
df,
fit,
q,
name = NULL,
yhatName = "pred",
comparison = "<",
nSims = 2000,
...
)
Arguments
df 
A data frame of new data. 
fit 
An object of class 
q 
A double. A quantile of the response distribution. 
name 

yhatName 
A string. Name of the vector of predictions. 
comparison 
A character vector of length one. If

nSims 
A positive integer. Controls the number of simulated draws to make if the model is Poisson. 
... 
Additional arguments. 
Details
Any of the five comparisons may be made for a Poisson,
quasipoisson, or Gamma model: comparison = "<"
, ">"
,
"="
, "<="
, or ">="
. For logistic regression,
the comparison statement must be equivalent to Pr(Yx = 0)
or
Pr(Yx = 1)
.
If add_probs
is called on a Poisson, quasiPoisson or Gamma
model, a simulation is performed using arm::sim
.
If add_probs
is called on a logistic model, the fitted
probabilities are used directly (no simulation is required).
If add_probs
is called on a Gaussian GLM, the returned
probabilities are identical to those given by
add_probs.lm
. In this case, the comparisons <
and
<=
are identical (likewise for >
and >=
). If
the comparison =
is used in the Gaussian GLM, an informative
error is returned.
Value
A dataframe, df
, with predicted values and
probabilities attached.
See Also
add_ci.glm
for confidence intervals for
glm
objects, add_pi.glm
for prediction
intervals of glm
objects, and
add_quantile.glm
for response quantiles of
glm
objects.
Examples
# Fit a Poisson model
fit < glm(dist ~ speed, data = cars, family = "poisson")
# Determine the probability that a new dist is less than 20, given
# the Poisson model.
add_probs(cars, fit, q = 20)
# Determine the probability that a new dist is greater than 20,
# given the Poisson model.
add_probs(cars, fit, q = 30, comparison = ">")
# Determine the probability that a new dist is greater than or
# equal to 20, given the Poisson model.
add_probs(cars, fit, q = 30, comparison = ">=")
# Fit a logistic model
fit2 < glm(I(dist > 30) ~ speed, data = cars, family = "binomial")
add_probs(cars, fit2, q = 0, comparison = "=")
add_probs(cars, fit2, q = 1, comparison = "=")