Model fitting and hypothesis testing

3 次查看（过去 30 天）
Arman
Arman 2012-8-17
评论： Alexis 2019-11-5
Dear all,
I have started using MATLAB statistics toolbox and have a few problems in model fitting. I have read the manual for glm, however I'm still confused with my own data. I have 3 groups of patients,with two nuisance covariates and one dependent variable. I would like to compare the measured dependent variable among three groups, controlling for two nuisance covariates. Statistics toolbox provides several functions for model fitting which is a little confusing for me. I'm confused whether I should start with glmfit or GeneralizedLinearModel and how I should proceed, whether with coeftest, glmval . I would be grateful if someone point me where I should begin and proceed.
-Arman

请先登录，再回答此问题。

采纳的回答

Tom Lane
Tom Lane 2012-8-17
The GeneralizedLinearModel interface is intended to be a step forward over glmfit, though the latter is still there. The new version, for example, will take a grouping variable as a predictor without your having to create a dummy variable for it. This version produces an object that provides methods for plotting and for testing the coefficients, among other things.
There's still a place for using glmfit, though. For instance if you wanted to do bootstrapping and didn't need the features of GeneralizedLinearModel, you'd find that glmfit is faster because it avoids any overhead in computing various parts of the fit object.
  3 个评论
显示 1更早的评论
Tom Lane
Tom Lane 2012-8-20
Try this:
load carsmall
d = dataset(MPG,Weight,Cylinders);
d.Cylinders = ordinal(d.Cylinders);
m = GeneralizedLinearModel.fit(d,'MPG~Weight*Cylinders')
devianceTest(m)
coefTest(m,[1 0 0 0 0 0])
coefTest(m,[0 0 0 0 1 1])
The first commands fit a generalized linear model to some data including a categorical predictor. It turns out this is a normal linear model but we're using the GeneralizedLinearModel class. The devianceTest function tests for significance of the model as a whole. The first coefTest function tests for the significance of the intercept, and you should see that the p-value matches the one shown in the coefficients table display.
The second coefTest function tests for the significance of the interaction term. This is similar to your case, where the term involves a three-level grouping variable and it is represented by two coefficients in the model.
I believe this is somewhat similar to your example. Here Cylinders is a categorical predictor similar to your three-group predictor. Weight could play the role of a nuisance variable.
Arman
Arman 2012-8-24
Thanks a lot for your answer!

请先登录，再进行评论。

更多回答（2 个）

John
John 2014-2-20
Hi Tom,
I'm having a bit of a problem understanding what the coefTest function is doing (and can't seem to find where the root code is to look at it). I ran a fitlm model on some data and got the following stats matrix:
tStat pValue
(Intercept) -7.0023 1.1537e-10
Early 2.4744 0.014615
Correct -0.56112 0.57567
Bins 8.0292 4.7528e-13
Early:Correct -3.0349 0.0028993
Early:Bins -2.8373 0.0052691
Correct:Bins 0.64341 0.52107
Early:Correct:Bins 3.4799 0.00068014
I had someone replicate this same linear regression in STATA and got the same values. Now I want to test the significance between Early x Bins and Correct x Bins. When you do this in STATA (test Bins_Correct = Bins_Early) you get F=12.12 p=.0007. When I run coefTest(stats1,[0 0 0 0 0 1 1 0]), which seems like it should be equivalent, I get p=.2075. When I run coefTest(stats1,[0 0 0 0 0 1 1 1]) I get .0072.
What input do I need to get the equivalent hypothesis test value from STATA? Or at a minimum where do I find the coefTest m-file so I can see what it's doing?
Thanks!
  2 个评论
Tom Lane
Tom Lane 2014-2-20
I don't have your data. If you want to test whether two things are equal, this is the same as testing that their difference is 0, so try setting up the vector to specify a difference. Maybe [0 0 0 0 0 1 -1 0].
You can look at the implementation of the method for an object by typing something like
edit LinearModel/coefTest
Alexis
Alexis 2019-11-5
Hi Tom, can you explain how to set up the contrast matrix for 2- or 3-way interactions? This isn't covered in the documentation examples at all. Thanks!

请先登录，再进行评论。

John
John 2014-2-20
Your suggestion nailed it. Thanks Tom!!

类别

在 Help Center 和 File Exchange 中查找有关 Hypothesis Tests 的更多信息

标签

产品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by