Я запускаю логистическую регрессию с использованием пакета lrm из rms.
mod1b <- lrm(dependent_variable ~ InterestRate + quarterYear, data = my_data)
print(mod1b)
и получаю следующий вывод:
> mod1b <- lrm(dependent_variable ~ InterestRate + quarterYear, data = my_data)
> print(mod1b)
Logistic Regression Model
lrm(formula = dependent_variable ~ InterestRate + quarterYear,
data = my_data)
Model Likelihood Discrimination Rank Discrim.
Ratio Test Indexes Indexes
Obs 19209 LR chi2 2976.40 R2 0.229 C 0.764
0 15465 d.f. 39 g 1.027 Dxy 0.528
1 3744 Pr(> chi2) <0.0001 gr 2.792 gamma 0.528
max |deriv| 7e-10 gp 0.161 tau-a 0.166
Brier 0.130
Coef S.E. Wald Z Pr(>|Z|)
Intercept -1.1097 0.1956 -5.67 <0.0001
InterestRate -5.9861 0.4951 -12.09 <0.0001
quarterYear=1 2010 1.8184 0.2197 8.28 <0.0001
quarterYear=1 2011 1.9568 0.2262 8.65 <0.0001
quarterYear=1 2012 0.9345 0.2321 4.03 <0.0001
quarterYear=1 2013 -0.3628 0.2544 -1.43 0.1537
quarterYear=1 2014 -0.2646 0.2250 -1.18 0.2396
quarterYear=1 2015 -0.2819 0.2228 -1.27 0.2057
quarterYear=1 2016 -0.3884 0.2233 -1.74 0.0820
quarterYear=1 2017 -0.8144 0.2308 -3.53 0.0004
quarterYear=2 2008 0.1082 0.2515 0.43 0.6670
quarterYear=2 2009 -0.0525 0.2673 -0.20 0.8444
quarterYear=2 2010 1.8369 0.2186 8.40 <0.0001
quarterYear=2 2011 1.8234 0.2207 8.26 <0.0001
quarterYear=2 2012 0.8353 0.2305 3.62 0.0003
quarterYear=2 2013 -0.3520 0.2532 -1.39 0.1645
quarterYear=2 2014 -0.1610 0.2242 -0.72 0.4726
quarterYear=2 2015 -0.6490 0.2304 -2.82 0.0048
quarterYear=2 2016 -0.5415 0.2258 -2.40 0.0165
quarterYear=2 2017 -1.0205 0.2395 -4.26 <0.0001
quarterYear=3 2008 0.0669 0.2479 0.27 0.7873
quarterYear=3 2009 -0.2095 0.2756 -0.76 0.4471
quarterYear=3 2010 1.6706 0.2198 7.60 <0.0001
quarterYear=3 2011 1.7254 0.2180 7.91 <0.0001
quarterYear=3 2012 0.6138 0.2380 2.58 0.0099
quarterYear=3 2013 -0.1977 0.2432 -0.81 0.4164
quarterYear=3 2014 -0.2383 0.2251 -1.06 0.2898
quarterYear=3 2015 -0.5890 0.2283 -2.58 0.0099
quarterYear=3 2016 -1.1334 0.2453 -4.62 <0.0001
quarterYear=3 2017 -0.7910 0.2309 -3.43 0.0006
quarterYear=4 2008 0.2528 0.2338 1.08 0.2796
quarterYear=4 2009 -0.1349 0.2744 -0.49 0.6229
quarterYear=4 2010 1.7066 0.2158 7.91 <0.0001
quarterYear=4 2011 1.7735 0.2223 7.98 <0.0001
quarterYear=4 2012 0.3225 0.2504 1.29 0.1977
quarterYear=4 2013 0.1738 0.2196 0.79 0.4288
quarterYear=4 2014 -0.4699 0.2306 -2.04 0.0416
quarterYear=4 2015 -0.4956 0.2252 -2.20 0.0277
quarterYear=4 2016 -0.8298 0.2335 -3.55 0.0004
quarterYear=4 2017 -0.7182 0.2363 -3.04 0.0024
Как можно построить прогнозные и реализованные процентынулей или единиц в моих данных за квартал?