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Generalized Linear Model With Excel Tutorial

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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6K views

Generalized Linear Model With Excel Tutorial

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

Uploaded by

NumXL Pro
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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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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