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  • Generalized Linear Model With Excel Tutorial

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    NumXL Pro
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    In this tutorial, we will use a sample data gathered during a clinical trial of a new chemical/pesticide on tobacco Budworms. The subjects (i.e. Budworms) are grouped into batches of 20, and exposed to different doses of the chemical. Our objective here is to model (and forecast) the effectiveness of the new chemical using different dosages, and explain, to some extent, any variation based on the gender of the budworm. Furthermore, we want to express the results in term of the worm mortality rates (i.e. probability). http://bitly.com/IfZKCx

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    Generalized Linear Model with Excel Tutorial

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    In this tutorial, we will use a sample data gathered during a clinical trial of a new chemical/pesticide on tobacco Budworms. The subjects (i.e. Budworms) are grouped into batches of 20, and exposed to different doses of the chemical. Our objective here is to model (and forecast) the effectiveness of the new chemical using different dosages, and explain, to some extent, any variation based on the gender of the budworm. Furthermore, we want to express the results in term of the worm mortality rates (i.e. probability). http://bitly.com/IfZKCx

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    5K views6 pages

    Generalized Linear Model With Excel Tutorial

    Uploaded by

    NumXL Pro
    In this tutorial, we will use a sample data gathered during a clinical trial of a new chemical/pesticide on tobacco Budworms. The subjects (i.e. Budworms) are grouped into batches of 20, and exposed to different doses of the chemical. Our objective here is to model (and forecast) the effectiveness of the new chemical using different dosages, and explain, to some extent, any variation based on the gender of the budworm. Furthermore, we want to express the results in term of the worm mortality rates (i.e. probability). http://bitly.com/IfZKCx

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 6

    Tutorial:

    GLM with NumXL


    Inthistutorial,wewilluseasampledatagatheredduringaclinicaltrialofanewchemical/pesticideon tobaccoBudworms.Thesubjects(i.e.budworms)aregroupedintobatchesof20,andexposedto differentdosesofthechemical.Theresultsaresummarizedbelow: Batch 1 2 3 4 5 6 7 8 9 10 11 12 Dose 1 2 4 8 16 32 1 2 4 8 16 32 Gender 0 0 0 0 0 0 1 1 1 1 1 1 Death 1 4 9 13 18 20 0 2 6 10 12 16

    Data preparation
    Ourobjectivehereistomodel(andforecast)theeffectivenessofthenewchemicalusingdifferent dosages,andexplain,tosomeextent,anyvariationbasedonthegenderofthebudworm.Furthermore, wewanttoexpresstheresultsintermofthewormmortalityrates(i.e.probability). Batch 1 2 3 4 5 6 7 8 9 10 11 12 Dose 1 2 4 8 16 32 1 2 4 8 16 32 Gender 0 0 0 0 0 0 1 1 1 1 1 1 Death 1 4 9 13 18 20 0 2 6 10 12 16 Rate 5.0% 20.0% 45.0% 65.0% 90.0% 100.0% 0.0% 10.0% 30.0% 50.0% 60.0% 80.0% 1 SpiderFinancialCorp,2012

    TutorialGLM(BinomialDistribution)

    Weplotthedataintotwoseparatecurves:malesandfemales.Itisapparentthatmortalityrateis affectedbythosetwofactors:genderanddosage. Wewillmaketwoassumptions:(1)theresultsforeachtrial(i.e.batch)aredrawnfromaBinomial distributedpopulation;wewouldliketoestimateptheprobabilityofsuccess(i.e.wormsdeath).The probability(p)isallowedtovaryacrossdifferenttrials(batches).(2)Theprobabilityofsuccessis affectedbytwofactors:genderofthesubjectandadministereddosageofthedrug. Basedonthesetwoassumptions,wewouldmodelthisrelationship:

    P f ( X , Y ) E[ p | X , Y ]

    Modeling
    Wearereadynowtoproposeastatisticalmodel:generalizedlinearmodelwithresidualsfollowingthe Binomialdistribution. UsingNumXLtoolbar,clickontheGLMicon.

    TutorialGLM(BinomialDistribution) 2 SpiderFinancialCorp,2012

    TheGLMwizardwillpopup.Initially,allthecontrolsaredisableduntilwespecifyavalidrangefor responseandexplanatoryvariables.Thenumberofrowsofthetwocellsrangesmustmatch.

    Fornow,wechooseLogitasourlink(transform)function,specifythetrialorbatchsize(20),and instructtheWizardtocalibrate(i.e.computeoptimalvaluesforthecoefficients).LeavetheGoodness offitandresidualdiagnosisoptionschecked.

    TutorialGLM(BinomialDistribution)

    SpiderFinancialCorp,2012

    Calibration
    Inthiscase,theGLMWizardhascalibratedthemodelscoefficients,sowecanskipthisstep. But,intheeventwewishtoexperimentwithdifferentlinkfunctions:LOGIT,PROBITorLOGLOG,then weneedtorecalibratethemodel.Todoso,wecaneither: (1) Createanewmodelwiththewizard,or, (2) ChangetheLvkparameterinanexistingmodeltable,andrunthecalibrationusingNumXL toolbar.

    Step 1: Select the cell that acts as a header for the model table

    Step 2: Click on the calibration icon/menu (Excel 2003)

    Step 3: Click on Solve button in the Solver window

    TutorialGLM(BinomialDistribution)

    SpiderFinancialCorp,2012

    Forecast
    Oncethemodeliscalibrated,andwearehappywiththeresiduals,wecanuseittoconstructour forecastmean(andconfidenceintervalaroundit). UsingNumXLfunction(GLM_FORE),wecancomputethemean.UsingGLM_FORECI,wecancompute theupperandlowerlimitoftheconfidenceinterval.

    Plottingthedataagain(actual)versusthemodelvalues.

    TutorialGLM(BinomialDistribution)

    SpiderFinancialCorp,2012

    Thedotsrepresentthesampledata,whilethecenterlineistheforecastmean.Theshadedregionsin thegraphsarethe95%confidenceintervals. Notes: 1. Theforecasterrordecreaseasweincreasethedosage(C.I.getstighter).Thisisevidentinmale andfemalebatches. 2. Thelogarithmicrelationdetectedwhenweplottherawdatacanbemerelyadataanomaly;the GLMshowsmorelikeaquadratictypeofrelationship. 3. Themeanisnotexactlythecenteroftheconfidenceintervalduetothediscretenatureofthe underlyingbinomialdistribution,andthesmallbatch/trialsize.

    TutorialGLM(BinomialDistribution)

    SpiderFinancialCorp,2012

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