I have two logistic regression models in R made with glm()
. They both use the same variables, but were made using different subsets of a matrix. Is there an easy way to get an average model which gives the means of the coefficients and then use this with the predict() function?
[ sorry if this type of question should be posted on a programming site let me know and I'll post it there ]
Thanks
Best Answer
Do you want to take the average of the predicted probabilities, or the average of the coefficients? They will give different results, because a logistic regression involves a nonlinear transform of the linear predictor.
A function to do either would be something like this. Set avg
to "prob"
to get the former, or something else for the latter.
pred_comb <- function(mod1, mod2, dat, avg="prob", ...) { xb1 <- predict(mod1, dat, type="link", ...) xb2 <- predict(mod2, dat, type="link", ...) if(avg == "prob") (plogis(xb1) + plogis(xb2))/2 else plogis((xb1 + xb2)/2) }
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