| predict.Design {Design} | R Documentation |
The predict function is used to obtain a variety of values or
predicted values from either the data used to fit the model (if
type="adjto" or "adjto.data.frame" or if x=TRUE or
linear.predictors=TRUE were specified to the modeling function), or from
a new dataset. Parameters such as knots and factor levels used in creating
the design
matrix in the original fit are "remembered".
See the Function function for another method for computing the
linear predictors.
## S3 method for class 'bj':
predict(object, newdata,
type=c("lp", "x", "data.frame",
"terms", "adjto", "adjto.data.frame", "model.frame"),
se.fit=FALSE, conf.int=FALSE, conf.type=c('mean','individual'),
incl.non.slopes,
non.slopes, kint=1, na.action=na.keep, expand.na=TRUE,
center.terms=TRUE, ...) # for bj
## S3 method for class 'cph':
predict(object, newdata,
type=c("lp", "x",
"data.frame", "terms", "adjto", "adjto.data.frame",
"model.frame"),
se.fit=FALSE, conf.int=FALSE, conf.type=c('mean','individual'),
incl.non.slopes=NULL,
non.slopes=NULL, kint=1, na.action=na.keep, expand.na=TRUE,
center.terms=TRUE, ...) # cph
## S3 method for class 'glmD':
predict(object, newdata,
type= c("lp", "x", "data.frame",
"terms", "adjto", "adjto.data.frame", "model.frame"),
se.fit=FALSE, conf.int=FALSE, conf.type=c('mean','individual'),
incl.non.slopes,
non.slopes, kint=1, na.action=na.keep, expand.na=TRUE,
center.terms=TRUE, ...) # glmD
## S3 method for class 'glsD':
predict(object, newdata,
type=c("lp", "x", "data.frame",
"terms", "adjto", "adjto.data.frame", "model.frame"),
se.fit=FALSE, conf.int=FALSE, conf.type=c('mean','individual'),
incl.non.slopes,
non.slopes, kint=1, na.action=na.keep, expand.na=TRUE,
center.terms=TRUE, ...) # glsD
## S3 method for class 'ols':
predict(object, newdata,
type=c("lp", "x", "data.frame",
"terms", "adjto", "adjto.data.frame", "model.frame"),
se.fit=FALSE, conf.int=FALSE, conf.type=c('mean','individual'),
incl.non.slopes,
non.slopes, kint=1, na.action=na.keep, expand.na=TRUE,
center.terms=TRUE, ...) # ols
## S3 method for class 'psm':
predict(object, newdata,
type=c("lp", "x", "data.frame",
"terms", "adjto", "adjto.data.frame", "model.frame"),
se.fit=FALSE, conf.int=FALSE, conf.type=c('mean','individual'),
incl.non.slopes,
non.slopes, kint=1, na.action=na.keep, expand.na=TRUE,
center.terms=TRUE, ...) # psm
object |
a fit object with a Design fitting function |
newdata |
An S data frame, list or a matrix specifying new data for which predictions
are desired. If newdata is a list, it is converted to a matrix first.
A matrix is converted to a data frame. For the matrix form, categorical
variables (catg or strat) must be coded as integer category
numbers corresponding to the order in which value labels were stored.
For list or matrix forms, matrx factors must be given a single
value. If this single value is the S missing value NA, the adjustment
values of matrx (the column medians) will later replace this value.
If the single value is not NA, it is propagated throughout the columns
of the matrx factor. For factor variables having numeric levels,
you can specify the numeric values in newdata without first converting
the variables to factors. These numeric values are checked to make sure
they match a level, then the variable is converted internally to a factor.
It is most typical to use a data frame
for newdata, and the S function expand.grid is very handy here.
For example, one may specify
newdata=expand.grid(age=c(10,20,30),
race=c("black","white","other"),
chol=seq(100,300,by=25)).
|
type |
Type of output desired. The default is "lp" to get the linear predictors -
predicted X beta. For Cox models, these predictions are centered.
You may specify "x" to get an expanded design matrix
at the desired combinations of values, "data.frame" to get an
S data frame of the combinations, "model.frame" to get a data frame
of the transformed predictors, "terms" to get a matrix with
each column being the linear combination of variables making up
a factor, "adjto" to return a vector of limits[2] (see datadist) in coded
form, and "adjto.data.frame" to return a data frame version of these
central adjustment values. If newdata is not given, predict
will attempt to return information stored with the fit object if the
appropriate options were used with the modeling function (e.g., x, y, linear.predictors, se.fit).
|
se.fit |
Defaults to FALSE. If type="linear.predictors", set se.fit=TRUE to return
a list with components linear.predictors and se.fit instead of just
a vector of fitted values.
|
conf.int |
Specify conf.int as a positive fraction to obtain upper and lower
confidence intervals (e.g., conf.int=0.95). The t-distribution is
used in the calculation for ols fits. Otherwise, the normal
critical value is used.
|
conf.type |
specifies the type of confidence interval. Default is for the mean.
For ols fits there is the option of obtaining confidence limits for
individual predicted values by specifying conf.type="individual".
|
incl.non.slopes |
Default is TRUE if non.slopes or kint is specified, the model has a scale
parameter (e.g., a parametric survival model), or type!="x".
Otherwise the default is FALSE.
Set to TRUE to use an intercept in the prediction if the model has
any intercepts (except for type="terms" which doesn't need
intercepts). Set to FALSE to get predicted X beta ignoring intercepts.
|
non.slopes |
For models such as the ordinal logistic models containing more than
one intercept, this specifies dummy variable values to pick off intercept(s)
to use in computing predictions. For example, if there are 3 intercepts,
use non.slopes=c(0,1,0) to use the second. Default is
c(1,0,...,0). You may alternatively specify kint.
|
kint |
a single integer specifying the number of the intercept to use in multiple-intercept models |
na.action |
Function to handle missing values in newdata. For predictions
"in data", the same na.action that was used during model fitting is
used to define an naresid function to possibly restore rows of the data matrix
that were deleted due to NAs. For predictions "out of data", the default
na.action is na.keep, resulting in NA predictions when a row of
newdata has an NA. Whatever na.action is in effect at the time
for "out of data" predictions, the corresponding naresid is used also.
|
expand.na |
set to FALSE to keep the naresid from having any effect, i.e., to keep
from adding back observations removed because of NAs in the returned object.
If expand.na=FALSE, the na.action attribute will be added to the returned
object.
|
center.terms |
set to FALSE to suppress subtracting the mean from columns of the design
matrix before computing terms with type="terms".
|
... |
ignored |
datadist and options(datadist=) should be run before predict.Design
if using type="adjto", type="adjto.data.frame", or type="terms",
or if the fit is a Cox model fit and you are requesting se.fit=TRUE.
For these cases, the adjustment values are needed (either for the
returned result or for the correct covariance matrix computation).
Frank Harrell
Department of Biostatistics, Vanderbilt University
f.harrell@vanderbilt.edu
plot.Design, summary.Design, Design, Design.trans, predict.lrm,
residuals.cph, naresid, datadist, gendata, Function.Design, reShape,
xYplot, contrast.Design
n <- 1000 # define sample size
set.seed(17) # so can reproduce the results
age <- rnorm(n, 50, 10)
blood.pressure <- rnorm(n, 120, 15)
cholesterol <- rnorm(n, 200, 25)
sex <- factor(sample(c('female','male'), n,TRUE))
treat <- factor(sample(c('a','b','c'), n,TRUE))
# Specify population model for log odds that Y=1
L <- .4*(sex=='male') + .045*(age-50) +
(log(cholesterol - 10)-5.2)*(-2*(sex=='female') + 2*(sex=='male')) +
.3*sqrt(blood.pressure-60)-2.3 + 1*(treat=='b')
# Simulate binary y to have Prob(y=1) = 1/[1+exp(-L)]
y <- ifelse(runif(n) < plogis(L), 1, 0)
ddist <- datadist(age, blood.pressure, cholesterol, sex, treat)
options(datadist='ddist')
fit <- lrm(y ~ rcs(blood.pressure,4) +
sex * (age + rcs(cholesterol,4)) + sex*treat*age)
# Use xYplot to display predictions in 9 panels, with error bars,
# with superposition of two treatments
dat <- expand.grid(treat=levels(treat),sex=levels(sex),
age=c(20,40,60),blood.pressure=120,
cholesterol=seq(100,300,length=10))
# Add variables linear.predictors and se.fit to dat
dat <- cbind(dat, predict(fit, dat, se.fit=TRUE))
# xYplot in Hmisc extends xyplot to allow error bars
xYplot(Cbind(linear.predictors,linear.predictors-1.96*se.fit,
linear.predictors+1.96*se.fit) ~ cholesterol | sex*age,
groups=treat, data=dat, type='b')
# Since blood.pressure doesn't interact with anything, we can quickly and
# interactively try various transformations of blood.pressure, taking
# the fitted spline function as the gold standard. We are seeking a
# linearizing transformation even though this may lead to falsely
# narrow confidence intervals if we use this data-dredging-based transformation
bp <- 70:160
logit <- predict(fit, expand.grid(treat="a", sex='male', age=median(age),
cholesterol=median(cholesterol),
blood.pressure=bp), type="terms")[,"blood.pressure"]
#Note: if age interacted with anything, this would be the age
# "main effect" ignoring interaction terms
#Could also use
# logit <- plot(f, age=ag, ...)$x.xbeta[,2]
#which allows evaluation of the shape for any level of interacting
#factors. When age does not interact with anything, the result from
#predict(f, ..., type="terms") would equal the result from
#plot if all other terms were ignored
plot(bp^.5, logit) # try square root vs. spline transform.
plot(bp^1.5, logit) # try 1.5 power
plot(sqrt(bp-60), logit)
#Some approaches to making a plot showing how predicted values
#vary with a continuous predictor on the x-axis, with two other
#predictors varying
combos <- gendata(fit, age=seq(10,100,by=10), cholesterol=c(170,200,230),
blood.pressure=c(80,120,160))
#treat, sex not specified -> set to mode
#can also used expand.grid
combos$pred <- predict(fit, combos)
xyplot(pred ~ age | cholesterol*blood.pressure, data=combos, type='l')
xYplot(pred ~ age | cholesterol, groups=blood.pressure, data=combos, type='l')
Key() # Key created by xYplot
xYplot(pred ~ age, groups=interaction(cholesterol,blood.pressure),
data=combos, type='l', lty=1:9)
Key()
#Add upper and lower 0.95 confidence limits for individuals
combos <- cbind(combos, predict(fit, combos, conf.int=.95))
xYplot(Cbind(linear.predictors, lower, upper) ~ age | cholesterol,
groups=blood.pressure, data=combos, type='b')
Key()
# Plot effects of treatments (all pairwise comparisons) vs.
# levels of interacting factors (age, sex)
d <- gendata(fit, treat=levels(treat), sex=levels(sex), age=seq(30,80,by=10))
x <- predict(fit, d, type="x")
betas <- fit$coef
cov <- fit$var
i <- d$treat=="a"; xa <- x[i,]; Sex <- d$sex[i]; Age <- d$age[i]
i <- d$treat=="b"; xb <- x[i,]
i <- d$treat=="c"; xc <- x[i,]
doit <- function(xd, lab) {
xb <- xd%*%betas
se <- apply((xd %*% cov) * xd, 1, sum)^.5
q <- qnorm(1-.01/2) # 0.99 confidence limits
lower <- xb - q * se; upper <- xb + q * se
#Get odds ratios instead of linear effects
xb <- exp(xb); lower <- exp(lower); upper <- exp(upper)
#First elements of these agree with
#summary(fit, age=30, sex='female',conf.int=.99))
for(sx in levels(Sex)) {
j <- Sex==sx
errbar(Age[j], xb[j], upper[j], lower[j], xlab="Age",
ylab=paste(lab,"Odds Ratio"), ylim=c(.1,20), log='y')
title(paste("Sex:",sx))
abline(h=1, lty=2)
}
}
par(mfrow=c(3,2), oma=c(3,0,3,0))
doit(xb - xa, "b:a")
doit(xc - xa, "c:a")
doit(xb - xa, "c:b")
# NOTE: This is much easier to do using contrast.Design
## Not run:
#A variable state.code has levels "1", "5","13"
#Get predictions with or without converting variable in newdata to factor
predict(fit, data.frame(state.code=c(5,13)))
predict(fit, data.frame(state.code=factor(c(5,13))))
#Use gendata function (gendata.Design) for interactive specification of
#predictor variable settings (for 10 observations)
df <- gendata(fit, nobs=10, viewvals=TRUE)
df$predicted <- predict(fit, df) # add variable to data frame
df
df <- gendata(fit, age=c(10,20,30)) # leave other variables at ref. vals.
predict(fit, df, type="fitted")
# See reShape (in Hmisc) for an example where predictions corresponding to
# values of one of the varying predictors are reformatted into multiple
# columns of a matrix
## End(Not run)
options(datadist=NULL)