Model specification and estimation
You have seen the glm()
command for running a logistic regression. glm()
stands for generalized linear model and offers a whole family of regression models.
Take the exercise dataset for this coding task. The data defaultData
you need for this exercise is available in your environment and ready for modeling.
Este exercício faz parte do curso
Machine Learning for Marketing Analytics in R
Instruções do exercício
- Use the
glm()
function in order to model the probability that a customer will default on his payment by using a logistic regression. Include every explanatory variable of the dataset and specify the data that shall be used. - Do not forget to specify the argument
family
. - Extract the coefficients from the model, then transform them to the odds ratios and round.
Exercício interativo prático
Experimente este exercício completando este código de exemplo.
# Build logistic regression model
logitModelFull <- ___(PaymentDefault ~ limitBal + sex + education + marriage +
age + pay1 + pay2 + pay3 + pay4 + pay5 + pay6 + billAmt1 +
billAmt2 + billAmt3 + billAmt4 + billAmt5 + billAmt6 + payAmt1 +
payAmt2 + payAmt3 + payAmt4 + payAmt5 + payAmt6,
family = ___, data = ___)
# Take a look at the model
___(logitModelFull)
# Take a look at the odds ratios
coefsexp <- ___(logitModelFull) %>% ___ %>% round(2)
coefsexp