################################################################################# # Bayesian model selection and statistical modeling # Chapman & Hall/CRC Taylor and Francis Group # # Chapter5: Section5.5.2 # # Link function selection for binomial regression # # Author : Tomohiro Ando # ################################################################################ # O-ring data y <- c(1,1,1,1,0,0,0,0,0,0,0,0,1,1,0,0,0,1,0,0,0,0,0) x <- c(53,57,58,63,66,67,67,67,68,69,70,70,70,70,72,73,75,75,76,76,78,79,81) n <- length(y) # Fitting logit model p <- glm(y~x,family=binomial(link="logit")) B <- p$coefficients O <- cbind(1,x)%*%B P1 <- exp(O)/(1+exp(O)) BIC1 <- p$aic-2+log(n)*2 summary(p) # Fitting probit model p <- glm(y~x,family=binomial(link="probit")) B <- p$coefficients O <- cbind(1,x)%*%B P2 <- pnorm(O) BIC2 <- p$aic-2+log(n)*2 summary(p) # Plot y <- y/6 plot(x,y,xlab="Temperature",ylab="Probability of failure of the O-rings",ylim=c(0,1),xlim=c(min(x),max(x))) lines(x,P1) lines(x,P2,lty=2)