- •brief contents
- •contents
- •preface
- •acknowledgments
- •about this book
- •What’s new in the second edition
- •Who should read this book
- •Roadmap
- •Advice for data miners
- •Code examples
- •Code conventions
- •Author Online
- •About the author
- •about the cover illustration
- •1 Introduction to R
- •1.2 Obtaining and installing R
- •1.3 Working with R
- •1.3.1 Getting started
- •1.3.2 Getting help
- •1.3.3 The workspace
- •1.3.4 Input and output
- •1.4 Packages
- •1.4.1 What are packages?
- •1.4.2 Installing a package
- •1.4.3 Loading a package
- •1.4.4 Learning about a package
- •1.5 Batch processing
- •1.6 Using output as input: reusing results
- •1.7 Working with large datasets
- •1.8 Working through an example
- •1.9 Summary
- •2 Creating a dataset
- •2.1 Understanding datasets
- •2.2 Data structures
- •2.2.1 Vectors
- •2.2.2 Matrices
- •2.2.3 Arrays
- •2.2.4 Data frames
- •2.2.5 Factors
- •2.2.6 Lists
- •2.3 Data input
- •2.3.1 Entering data from the keyboard
- •2.3.2 Importing data from a delimited text file
- •2.3.3 Importing data from Excel
- •2.3.4 Importing data from XML
- •2.3.5 Importing data from the web
- •2.3.6 Importing data from SPSS
- •2.3.7 Importing data from SAS
- •2.3.8 Importing data from Stata
- •2.3.9 Importing data from NetCDF
- •2.3.10 Importing data from HDF5
- •2.3.11 Accessing database management systems (DBMSs)
- •2.3.12 Importing data via Stat/Transfer
- •2.4 Annotating datasets
- •2.4.1 Variable labels
- •2.4.2 Value labels
- •2.5 Useful functions for working with data objects
- •2.6 Summary
- •3 Getting started with graphs
- •3.1 Working with graphs
- •3.2 A simple example
- •3.3 Graphical parameters
- •3.3.1 Symbols and lines
- •3.3.2 Colors
- •3.3.3 Text characteristics
- •3.3.4 Graph and margin dimensions
- •3.4 Adding text, customized axes, and legends
- •3.4.1 Titles
- •3.4.2 Axes
- •3.4.3 Reference lines
- •3.4.4 Legend
- •3.4.5 Text annotations
- •3.4.6 Math annotations
- •3.5 Combining graphs
- •3.5.1 Creating a figure arrangement with fine control
- •3.6 Summary
- •4 Basic data management
- •4.1 A working example
- •4.2 Creating new variables
- •4.3 Recoding variables
- •4.4 Renaming variables
- •4.5 Missing values
- •4.5.1 Recoding values to missing
- •4.5.2 Excluding missing values from analyses
- •4.6 Date values
- •4.6.1 Converting dates to character variables
- •4.6.2 Going further
- •4.7 Type conversions
- •4.8 Sorting data
- •4.9 Merging datasets
- •4.9.1 Adding columns to a data frame
- •4.9.2 Adding rows to a data frame
- •4.10 Subsetting datasets
- •4.10.1 Selecting (keeping) variables
- •4.10.2 Excluding (dropping) variables
- •4.10.3 Selecting observations
- •4.10.4 The subset() function
- •4.10.5 Random samples
- •4.11 Using SQL statements to manipulate data frames
- •4.12 Summary
- •5 Advanced data management
- •5.2 Numerical and character functions
- •5.2.1 Mathematical functions
- •5.2.2 Statistical functions
- •5.2.3 Probability functions
- •5.2.4 Character functions
- •5.2.5 Other useful functions
- •5.2.6 Applying functions to matrices and data frames
- •5.3 A solution for the data-management challenge
- •5.4 Control flow
- •5.4.1 Repetition and looping
- •5.4.2 Conditional execution
- •5.5 User-written functions
- •5.6 Aggregation and reshaping
- •5.6.1 Transpose
- •5.6.2 Aggregating data
- •5.6.3 The reshape2 package
- •5.7 Summary
- •6 Basic graphs
- •6.1 Bar plots
- •6.1.1 Simple bar plots
- •6.1.2 Stacked and grouped bar plots
- •6.1.3 Mean bar plots
- •6.1.4 Tweaking bar plots
- •6.1.5 Spinograms
- •6.2 Pie charts
- •6.3 Histograms
- •6.4 Kernel density plots
- •6.5 Box plots
- •6.5.1 Using parallel box plots to compare groups
- •6.5.2 Violin plots
- •6.6 Dot plots
- •6.7 Summary
- •7 Basic statistics
- •7.1 Descriptive statistics
- •7.1.1 A menagerie of methods
- •7.1.2 Even more methods
- •7.1.3 Descriptive statistics by group
- •7.1.4 Additional methods by group
- •7.1.5 Visualizing results
- •7.2 Frequency and contingency tables
- •7.2.1 Generating frequency tables
- •7.2.2 Tests of independence
- •7.2.3 Measures of association
- •7.2.4 Visualizing results
- •7.3 Correlations
- •7.3.1 Types of correlations
- •7.3.2 Testing correlations for significance
- •7.3.3 Visualizing correlations
- •7.4 T-tests
- •7.4.3 When there are more than two groups
- •7.5 Nonparametric tests of group differences
- •7.5.1 Comparing two groups
- •7.5.2 Comparing more than two groups
- •7.6 Visualizing group differences
- •7.7 Summary
- •8 Regression
- •8.1 The many faces of regression
- •8.1.1 Scenarios for using OLS regression
- •8.1.2 What you need to know
- •8.2 OLS regression
- •8.2.1 Fitting regression models with lm()
- •8.2.2 Simple linear regression
- •8.2.3 Polynomial regression
- •8.2.4 Multiple linear regression
- •8.2.5 Multiple linear regression with interactions
- •8.3 Regression diagnostics
- •8.3.1 A typical approach
- •8.3.2 An enhanced approach
- •8.3.3 Global validation of linear model assumption
- •8.3.4 Multicollinearity
- •8.4 Unusual observations
- •8.4.1 Outliers
- •8.4.3 Influential observations
- •8.5 Corrective measures
- •8.5.1 Deleting observations
- •8.5.2 Transforming variables
- •8.5.3 Adding or deleting variables
- •8.5.4 Trying a different approach
- •8.6 Selecting the “best” regression model
- •8.6.1 Comparing models
- •8.6.2 Variable selection
- •8.7 Taking the analysis further
- •8.7.1 Cross-validation
- •8.7.2 Relative importance
- •8.8 Summary
- •9 Analysis of variance
- •9.1 A crash course on terminology
- •9.2 Fitting ANOVA models
- •9.2.1 The aov() function
- •9.2.2 The order of formula terms
- •9.3.1 Multiple comparisons
- •9.3.2 Assessing test assumptions
- •9.4 One-way ANCOVA
- •9.4.1 Assessing test assumptions
- •9.4.2 Visualizing the results
- •9.6 Repeated measures ANOVA
- •9.7 Multivariate analysis of variance (MANOVA)
- •9.7.1 Assessing test assumptions
- •9.7.2 Robust MANOVA
- •9.8 ANOVA as regression
- •9.9 Summary
- •10 Power analysis
- •10.1 A quick review of hypothesis testing
- •10.2 Implementing power analysis with the pwr package
- •10.2.1 t-tests
- •10.2.2 ANOVA
- •10.2.3 Correlations
- •10.2.4 Linear models
- •10.2.5 Tests of proportions
- •10.2.7 Choosing an appropriate effect size in novel situations
- •10.3 Creating power analysis plots
- •10.4 Other packages
- •10.5 Summary
- •11 Intermediate graphs
- •11.1 Scatter plots
- •11.1.3 3D scatter plots
- •11.1.4 Spinning 3D scatter plots
- •11.1.5 Bubble plots
- •11.2 Line charts
- •11.3 Corrgrams
- •11.4 Mosaic plots
- •11.5 Summary
- •12 Resampling statistics and bootstrapping
- •12.1 Permutation tests
- •12.2 Permutation tests with the coin package
- •12.2.2 Independence in contingency tables
- •12.2.3 Independence between numeric variables
- •12.2.5 Going further
- •12.3 Permutation tests with the lmPerm package
- •12.3.1 Simple and polynomial regression
- •12.3.2 Multiple regression
- •12.4 Additional comments on permutation tests
- •12.5 Bootstrapping
- •12.6 Bootstrapping with the boot package
- •12.6.1 Bootstrapping a single statistic
- •12.6.2 Bootstrapping several statistics
- •12.7 Summary
- •13 Generalized linear models
- •13.1 Generalized linear models and the glm() function
- •13.1.1 The glm() function
- •13.1.2 Supporting functions
- •13.1.3 Model fit and regression diagnostics
- •13.2 Logistic regression
- •13.2.1 Interpreting the model parameters
- •13.2.2 Assessing the impact of predictors on the probability of an outcome
- •13.2.3 Overdispersion
- •13.2.4 Extensions
- •13.3 Poisson regression
- •13.3.1 Interpreting the model parameters
- •13.3.2 Overdispersion
- •13.3.3 Extensions
- •13.4 Summary
- •14 Principal components and factor analysis
- •14.1 Principal components and factor analysis in R
- •14.2 Principal components
- •14.2.1 Selecting the number of components to extract
- •14.2.2 Extracting principal components
- •14.2.3 Rotating principal components
- •14.2.4 Obtaining principal components scores
- •14.3 Exploratory factor analysis
- •14.3.1 Deciding how many common factors to extract
- •14.3.2 Extracting common factors
- •14.3.3 Rotating factors
- •14.3.4 Factor scores
- •14.4 Other latent variable models
- •14.5 Summary
- •15 Time series
- •15.1 Creating a time-series object in R
- •15.2 Smoothing and seasonal decomposition
- •15.2.1 Smoothing with simple moving averages
- •15.2.2 Seasonal decomposition
- •15.3 Exponential forecasting models
- •15.3.1 Simple exponential smoothing
- •15.3.3 The ets() function and automated forecasting
- •15.4 ARIMA forecasting models
- •15.4.1 Prerequisite concepts
- •15.4.2 ARMA and ARIMA models
- •15.4.3 Automated ARIMA forecasting
- •15.5 Going further
- •15.6 Summary
- •16 Cluster analysis
- •16.1 Common steps in cluster analysis
- •16.2 Calculating distances
- •16.3 Hierarchical cluster analysis
- •16.4 Partitioning cluster analysis
- •16.4.2 Partitioning around medoids
- •16.5 Avoiding nonexistent clusters
- •16.6 Summary
- •17 Classification
- •17.1 Preparing the data
- •17.2 Logistic regression
- •17.3 Decision trees
- •17.3.1 Classical decision trees
- •17.3.2 Conditional inference trees
- •17.4 Random forests
- •17.5 Support vector machines
- •17.5.1 Tuning an SVM
- •17.6 Choosing a best predictive solution
- •17.7 Using the rattle package for data mining
- •17.8 Summary
- •18 Advanced methods for missing data
- •18.1 Steps in dealing with missing data
- •18.2 Identifying missing values
- •18.3 Exploring missing-values patterns
- •18.3.1 Tabulating missing values
- •18.3.2 Exploring missing data visually
- •18.3.3 Using correlations to explore missing values
- •18.4 Understanding the sources and impact of missing data
- •18.5 Rational approaches for dealing with incomplete data
- •18.6 Complete-case analysis (listwise deletion)
- •18.7 Multiple imputation
- •18.8 Other approaches to missing data
- •18.8.1 Pairwise deletion
- •18.8.2 Simple (nonstochastic) imputation
- •18.9 Summary
- •19 Advanced graphics with ggplot2
- •19.1 The four graphics systems in R
- •19.2 An introduction to the ggplot2 package
- •19.3 Specifying the plot type with geoms
- •19.4 Grouping
- •19.5 Faceting
- •19.6 Adding smoothed lines
- •19.7 Modifying the appearance of ggplot2 graphs
- •19.7.1 Axes
- •19.7.2 Legends
- •19.7.3 Scales
- •19.7.4 Themes
- •19.7.5 Multiple graphs per page
- •19.8 Saving graphs
- •19.9 Summary
- •20 Advanced programming
- •20.1 A review of the language
- •20.1.1 Data types
- •20.1.2 Control structures
- •20.1.3 Creating functions
- •20.2 Working with environments
- •20.3 Object-oriented programming
- •20.3.1 Generic functions
- •20.3.2 Limitations of the S3 model
- •20.4 Writing efficient code
- •20.5 Debugging
- •20.5.1 Common sources of errors
- •20.5.2 Debugging tools
- •20.5.3 Session options that support debugging
- •20.6 Going further
- •20.7 Summary
- •21 Creating a package
- •21.1 Nonparametric analysis and the npar package
- •21.1.1 Comparing groups with the npar package
- •21.2 Developing the package
- •21.2.1 Computing the statistics
- •21.2.2 Printing the results
- •21.2.3 Summarizing the results
- •21.2.4 Plotting the results
- •21.2.5 Adding sample data to the package
- •21.3 Creating the package documentation
- •21.4 Building the package
- •21.5 Going further
- •21.6 Summary
- •22 Creating dynamic reports
- •22.1 A template approach to reports
- •22.2 Creating dynamic reports with R and Markdown
- •22.3 Creating dynamic reports with R and LaTeX
- •22.4 Creating dynamic reports with R and Open Document
- •22.5 Creating dynamic reports with R and Microsoft Word
- •22.6 Summary
- •afterword Into the rabbit hole
- •appendix A Graphical user interfaces
- •appendix B Customizing the startup environment
- •appendix C Exporting data from R
- •Delimited text file
- •Excel spreadsheet
- •Statistical applications
- •appendix D Matrix algebra in R
- •appendix E Packages used in this book
- •appendix F Working with large datasets
- •F.1 Efficient programming
- •F.2 Storing data outside of RAM
- •F.3 Analytic packages for out-of-memory data
- •F.4 Comprehensive solutions for working with enormous datasets
- •appendix G Updating an R installation
- •G.1 Automated installation (Windows only)
- •G.2 Manual installation (Windows and Mac OS X)
- •G.3 Updating an R installation (Linux)
- •references
- •index
- •Symbols
- •Numerics
- •23.1 The lattice package
- •23.2 Conditioning variables
- •23.3 Panel functions
- •23.4 Grouping variables
- •23.5 Graphic parameters
- •23.6 Customizing plot strips
- •23.7 Page arrangement
- •23.8 Going further
Classification
This chapter covers
■Classifying with decision trees
■Ensemble classification with random forests
■Creating a support vector machine
■Evaluating classification accuracy
Data analysts are frequently faced with the need to predict a categorical outcome from a set of predictor variables. Some examples include
■Predicting whether an individual will repay a loan, given their demographics and financial history
■Determining whether an ER patient is having a heart attack, based on their symptoms and vital signs
■Deciding whether an email is spam, given the presence of key words, images, hypertext, header information, and origin
Each of these cases involves the prediction of a binary categorical outcome (good credit risk/bad credit risk, heart attack/no heart attack, spam/not spam) from a set of predictors (also called features). The goal is to find an accurate method of classifying new cases into one of the two groups.
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CHAPTER 17 Classification |
The field of supervised machine learning offers numerous classification methods that can be used to predict categorical outcomes, including logistic regression, decision trees, random forests, support vector machines, and neural networks. The first four are discussed in this chapter. Neural networks are beyond the scope of this book.
Supervised learning starts with a set of observations containing values for both the predictor variables and the outcome. The dataset is then divided into a training sample and a validation sample. A predictive model is developed using the data in the training sample and tested for accuracy using the data in the validation sample. Both samples are needed because classification techniques maximize prediction for a given set of data. Estimates of their effectiveness will be overly optimistic if they’re evaluated using the same data that generated the model. By applying the classification rules developed on a training sample to a separate validation sample, you can obtain a more realistic accuracy estimate. Once you’ve created an effective predictive model, you can use it to predict outcomes in situations where only the predictor variables are known.
In this chapter, you’ll use the rpart, rpart.plot, and party packages to create and visualize decision trees; the randomForest package to fit random forests; and the e1071 package to build support vector machines. Logistic regression will be fit with the glm() function in the base R installation. Before starting, be sure to install the necessary packages:
pkgs <- c("rpart", "rpart.plot", "party", "randomForest", "e1071")
install.packages(pkgs, depend=TRUE)
The primary example used in this chapter comes from the Wisconsin Breast Cancer data originally posted to the UCI Machine Learning Repository. The goal will be to develop a model for predicting whether a patient has breast cancer from the characteristics of a fine-needle tissue aspiration (a tissue sample taken with a thin hollow needle from a lump or mass just under the skin).
17.1 Preparing the data
The Wisconsin Breast Cancer dataset is available as a comma-delimited text file on the UCI Machine Learning Server (http://archive.ics.uci.edu/ml). The dataset contains 699 fine-needle aspirate samples, where 458 (65.5%) are benign and 241 (34.5%) are malignant. The dataset contains a total of 11 variables and doesn’t include the variable names in the file. Sixteen samples have missing data and are coded in the text file with a question mark (?).
The variables are as follows:
■ID
■Clump thickness
■Uniformity of cell size
■Uniformity of cell shape
■Marginal adhesion
Preparing the data |
391 |
■Single epithelial cell size
■Bare nuclei
■Bland chromatin
■Normal nucleoli
■Mitoses
■Class
The first variable is an ID variable (which you’ll drop), and the last variable (class) contains the outcome (coded 2=benign, 4=malignant).
For each sample, nine cytological characteristics previously found to correlate with malignancy are also recorded. These variables are each scored from 1 (closest to benign) to 10 (most anaplastic). But no one predictor alone can distinguish between benign and malignant samples. The challenge is to find a set of classification rules that can be used to accurately predict malignancy from some combination of these nine cell characteristics. See Mangasarian and Wolberg (1990) for details.
In the following listing, the comma-delimited text file containing the data is downloaded from the UCI repository and randomly divided into a training sample (70%) and a validation sample (30%).
Listing 17.1 Preparing the breast cancer data
loc <- "http://archive.ics.uci.edu/ml/machine-learning-databases/" ds <- "breast-cancer-wisconsin/breast-cancer-wisconsin.data"
url <- paste(loc, ds, sep="")
breast <- read.table(url, sep=",", header=FALSE, na.strings="?") names(breast) <- c("ID", "clumpThickness", "sizeUniformity",
"shapeUniformity", "maginalAdhesion", "singleEpithelialCellSize", "bareNuclei", "blandChromatin", "normalNucleoli", "mitosis", "class")
df <- breast[-1]
df$class <- factor(df$class, levels=c(2,4), labels=c("benign", "malignant"))
set.seed(1234)
train <- sample(nrow(df), 0.7*nrow(df)) df.train <- df[train,]
df.validate <- df[-train,] table(df.train$class) table(df.validate$class)
The training sample has 499 cases (329 benign, 160 malignant), and the validation sample has 210 cases (129 benign, 81 malignant).
The training sample will be used to create classification schemes using logistic regression, a decision tree, a conditional decision tree, a random forest, and a support vector machine. The validation sample will be used to evaluate the effectiveness of these schemes. By using the same example throughout the chapter, you can compare the results of each approach.
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CHAPTER 17 Classification |
17.2 Logistic regression
Logistic regression is a type of generalized linear model that is often used to predict a binary outcome from a set of numeric variables (see section 13.2 for details). The glm() function in the base R installation is used for fitting the model. Categorical predictors (factors) are automatically replaced with a set of dummy coded variables. All the predictors in the Wisconsin Breast Cancer data are numeric, so dummy coding is unnecessary. The next listing provides a logistic regression analysis of the data.
Listing 17.2 Logistic regression with glm()
> fit.logit <- glm(class~., data=df.train, family=binomial()) |
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b regression |
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c Examines the model |
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glm(formula = class ~ ., family = |
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Deviance Residuals: |
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Median |
3Q |
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Max |
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-2.7581 -0.1060 -0.0568 |
0.0124 |
2.6432 |
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Coefficients: |
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Estimate |
Std. Error z value |
Pr(>|z|) |
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(Intercept) |
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-10.4276 |
1.4760 |
-7.06 |
1.6e-12 |
*** |
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clumpThickness |
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0.5243 |
0.1595 |
3.29 |
0.0010 |
** |
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sizeUniformity |
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-0.0481 |
0.2571 |
-0.19 |
0.8517 |
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shapeUniformity |
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0.2677 |
1.58 |
0.1141 |
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maginalAdhesion |
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0.2924 |
0.1469 |
1.99 |
0.0465 |
* |
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singleEpithelialCellSize |
0.1105 |
0.1798 |
0.61 |
0.5387 |
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bareNuclei |
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0.3357 |
0.1072 |
3.13 |
0.0017 |
** |
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blandChromatin |
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0.4235 |
0.2067 |
2.05 |
0.0405 |
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normalNucleoli |
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0.2889 |
0.1399 |
2.06 |
0.0390 |
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mitosis |
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0.6906 |
0.3983 |
1.73 |
0.0829 . |
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Signif. codes: |
0 '***' 0.001 '**' 0.01 '*' 0.05 '.' |
0.1 ' ' 1 |
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> prob <- predict(fit.logit, df.validate, type="response") |
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d Classifies |
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benign malignant |
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benign |
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malignant |
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First, a logistic regression model is fit using class as the dependent variable and the remaining variables as predictors b. The model is based on the cases in the df.train data frame. The coefficients for the model are displayed next c. Section 13.2 provides guidelines for interpreting logistic model coefficients.