Thank you all for the very fast answers. My proportions come from a factor analysis on a number of binary variables, in order to avoid having to fit 12 logistic regressions on the same dataset. By scaling the obtained scores to 0 and 1, I get weighted averages of the response combinations I'm interested in.
I tried the betareg function, but that one can't deal with probabilities 0 and 1 unfortunately. I'll have to manually do the logit transformation, I'm afraid. Thanks for the help. Kind regards Joris On Tue, Mar 24, 2009 at 8:48 PM, Kjetil Halvorsen < kjetilbrinchmannhalvor...@gmail.com> wrote: > You did'nt say how your proportions have arisen! If each corresonds to one > observation, you could simply simulate > indicator variables with those proportions as prob's, fit glm, repeat many > times, and > average results! > > More seriously, you could transform the proportions to logits > logit <- log(p/(1-p)) > and fit a linear regression. > > Kjetil > > On Tue, Mar 24, 2009 at 3:30 PM, joris meys <jorism...@gmail.com> wrote: > >> Dear all, >> >> I have a dataset where I reduced the dimensionality, and now I have a >> response variable with probabilities/proportions between 0 and 1. I wanted >> to do a logistic regression on those, but the function glm refuses to do >> that with non-integer values in the response. I also tried lrm, but that >> one >> interpretes the probabilities as different levels and gives for every >> level >> a different intercept. Not exactly what I want... >> >> Is there a way to specify that the response variable should be interpreted >> as a probability? >> >> Kind regards >> Joris >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.