--- a +++ b/partyMod/vignettes/MOB.Rout.save @@ -0,0 +1,265 @@ + +> require("party") +Loading required package: party +Loading required package: grid +Loading required package: zoo + +Attaching package: ‘zoo’ + +The following objects are masked from ‘package:base’: + + as.Date, as.Date.numeric + +Loading required package: sandwich +Loading required package: strucchange +Loading required package: modeltools +Loading required package: stats4 + +> options(useFancyQuotes = FALSE) + +> library("party") + +> data("BostonHousing", package = "mlbench") + +> BostonHousing$lstat <- log(BostonHousing$lstat) + +> BostonHousing$rm <- BostonHousing$rm^2 + +> BostonHousing$chas <- factor(BostonHousing$chas, levels = 0:1, ++ labels = c("no", "yes")) + +> BostonHousing$rad <- factor(BostonHousing$rad, ordered = TRUE) + +> ctrl <- mob_control(alpha = 0.05, bonferroni = TRUE, ++ minsplit = 40, objfun = deviance, verbose = TRUE) + +> fmBH <- mob(medv ~ lstat + rm | zn + indus + chas + ++ nox + age + dis + rad + tax + crim + b + ptratio, data = BostonHousing, ++ control = .... [TRUNCATED] + +------------------------------------------- +Fluctuation tests of splitting variables: + zn indus chas nox age +statistic 3.363356e+01 6.532322e+01 2.275635e+01 8.136281e+01 3.675850e+01 +p.value 1.023987e-04 1.363602e-11 4.993053e-04 3.489797e-15 2.263798e-05 + dis rad tax crim b +statistic 6.848533e+01 1.153641e+02 9.068440e+01 8.655065e+01 3.627629e+01 +p.value 2.693904e-12 7.087680e-13 2.735524e-17 2.356348e-16 2.860686e-05 + ptratio +statistic 7.221524e+01 +p.value 3.953623e-13 + +Best splitting variable: tax +Perform split? yes +------------------------------------------- + +Node properties: +tax <= 432; criterion = 1, statistic = 115.364 + +------------------------------------------- +Fluctuation tests of splitting variables: + zn indus chas nox age +statistic 27.785009791 21.3329346 8.0272421 23.774323202 11.9204284 +p.value 0.001494064 0.0285193 0.4005192 0.009518732 0.7666366 + dis rad tax crim b +statistic 24.268011081 50.481593270 3.523250e+01 3.276813e+01 9.0363245 +p.value 0.007601532 0.003437763 4.275527e-05 1.404487e-04 0.9871502 + ptratio +statistic 4.510680e+01 +p.value 3.309747e-07 + +Best splitting variable: ptratio +Perform split? yes +------------------------------------------- + +Node properties: +ptratio <= 15.2; criterion = 1, statistic = 50.482 + +------------------------------------------- +Fluctuation tests of splitting variables: + zn indus chas nox age +statistic 3.233350e+01 22.26864036 12.93407112 22.10510234 20.41295354 +p.value 1.229678e-04 0.01504788 0.05259509 0.01622098 0.03499731 + dis rad tax crim b +statistic 17.7204735 5.526565e+01 2.879128e+01 20.28503194 6.5549665 +p.value 0.1091769 7.112214e-04 6.916307e-04 0.03706934 0.9999522 + ptratio +statistic 4.789850e+01 +p.value 4.738855e-08 + +Best splitting variable: ptratio +Perform split? yes +------------------------------------------- + +Node properties: +ptratio <= 19.6; criterion = 1, statistic = 55.266 + +------------------------------------------- +Fluctuation tests of splitting variables: + zn indus chas nox age dis +statistic 14.971474 14.6477733 7.1172962 14.3455158 8.2176363 16.1112185 +p.value 0.280361 0.3134649 0.5405005 0.3467974 0.9906672 0.1847818 + rad tax crim b ptratio +statistic 43.17824350 3.447271e+01 9.340075 8.7773142 10.8469969 +p.value 0.03281124 4.281939e-05 0.952996 0.9772696 0.8202694 + +Best splitting variable: tax +Perform split? yes +------------------------------------------- + +Node properties: +tax <= 265; criterion = 1, statistic = 43.178 + +------------------------------------------- +Fluctuation tests of splitting variables: + zn indus chas nox age dis +statistic 11.998039 7.3971233 7.227770 9.2936189 14.3023962 8.9239826 +p.value 0.574642 0.9931875 0.522447 0.9119621 0.2886603 0.9389895 + rad tax crim b ptratio +statistic 33.1746444 16.6666129 11.7143758 9.9050903 11.5927528 +p.value 0.3926249 0.1206412 0.6153455 0.8539893 0.6328381 + +Best splitting variable: tax +Perform split? no +------------------------------------------- + +------------------------------------------- +Fluctuation tests of splitting variables: + zn indus chas nox age dis +statistic 10.9187926 9.0917078 2.754081e+01 17.39203006 4.6282349 11.9581600 +p.value 0.7091039 0.9172303 4.987667e-05 0.08922543 0.9999992 0.5607267 + rad tax crim b ptratio +statistic 0.2557803 10.9076165 3.711175 3.158329 9.8865054 +p.value 1.0000000 0.7106612 1.000000 1.000000 0.8410064 + +Best splitting variable: chas +Perform split? yes +------------------------------------------- + +Splitting factor variable, objective function: + no +Inf + +No admissable split found in 'chas' + +> fmBH +1) tax <= 432; criterion = 1, statistic = 115.364 + 2) ptratio <= 15.2; criterion = 1, statistic = 50.482 + 3)* weights = 72 +Terminal node model +Linear model with coefficients: +(Intercept) lstat rm + 9.2349 -4.9391 0.6859 + + 2) ptratio > 15.2 + 4) ptratio <= 19.6; criterion = 1, statistic = 55.266 + 5) tax <= 265; criterion = 1, statistic = 43.178 + 6)* weights = 63 +Terminal node model +Linear model with coefficients: +(Intercept) lstat rm + 3.9637 -2.7663 0.6881 + + 5) tax > 265 + 7)* weights = 162 +Terminal node model +Linear model with coefficients: +(Intercept) lstat rm + -1.7984 -0.2677 0.6539 + + 4) ptratio > 19.6 + 8)* weights = 56 +Terminal node model +Linear model with coefficients: +(Intercept) lstat rm + 17.5865 -4.6190 0.3387 + +1) tax > 432 + 9)* weights = 153 +Terminal node model +Linear model with coefficients: +(Intercept) lstat rm + 68.2971 -16.3540 -0.1478 + + +> plot(fmBH) + +> coef(fmBH) + (Intercept) lstat rm +3 9.234880 -4.939096 0.6859136 +6 3.963720 -2.766287 0.6881287 +7 -1.798387 -0.267707 0.6538864 +8 17.586490 -4.618975 0.3386744 +9 68.297087 -16.354006 -0.1477939 + +> summary(fmBH, node = 7) + +Call: +NULL + +Weighted Residuals: + Min 1Q Median 3Q Max +-9.092 0.000 0.000 0.000 10.236 + +Coefficients: + Estimate Std. Error t value Pr(>|t|) +(Intercept) -1.79839 2.84702 -0.632 0.529 +lstat -0.26771 0.69581 -0.385 0.701 +rm 0.65389 0.03757 17.404 <2e-16 *** +--- +Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 + +Residual standard error: 2.652 on 159 degrees of freedom +Multiple R-squared: 0.8173, Adjusted R-squared: 0.815 +F-statistic: 355.6 on 2 and 159 DF, p-value: < 2.2e-16 + + +> sctest(fmBH, node = 7) + zn indus chas nox age dis +statistic 11.998039 7.3971233 7.227770 9.2936189 14.3023962 8.9239826 +p.value 0.574642 0.9931875 0.522447 0.9119621 0.2886603 0.9389895 + rad tax crim b ptratio +statistic 33.1746444 16.6666129 11.7143758 9.9050903 11.5927528 +p.value 0.3926249 0.1206412 0.6153455 0.8539893 0.6328381 + +> mean(residuals(fmBH)^2) +[1] 12.03518 + +> logLik(fmBH) +'log Lik.' -1310.506 (df=24) + +> AIC(fmBH) +[1] 2669.013 + +> nt <- NROW(coef(fmBH)) + +> nk <- NCOL(coef(fmBH)) + +> data("PimaIndiansDiabetes2", package = "mlbench") + +> PimaIndiansDiabetes <- na.omit(PimaIndiansDiabetes2[, ++ -c(4, 5)]) + +> fmPID <- mob(diabetes ~ glucose | pregnant + pressure + ++ mass + pedigree + age, data = PimaIndiansDiabetes, model = glinearModel, ++ famil .... [TRUNCATED] + +> plot(fmPID) +Loading required package: vcd + +> coef(fmPID) + (Intercept) glucose +2 -10.999447 0.06456780 +4 -6.573067 0.04504490 +5 -3.318569 0.02748038 + +> exp(coef(fmPID)[, 2]) + 2 4 5 +1.066698 1.046075 1.027861 + +> risk <- round(100 * (exp(coef(fmPID)[, 2]) - 1), digits = 1) + + *** Run successfully completed *** +> proc.time() + user system elapsed + 3.548 0.080 3.636