I'm performing a logistic regression in R.I wanted to know if the function predict.glm outputs $p$ (probability of event occurring) or log odds i.e. $log(p/1-p)$?
For logistic regression, Predict.glm() outputs $p$ or $ln(p/1-p)$?
r;logistic regression
It returns the log odds. You can see that with this basic example,# Create a perfect correlated data.data <- data.frame(x = c(1,0,1,0), y = c(T, F, T, F))# Estimate the model.model <- glm(y ~ x, data)# Show predictions.predict(model)##        1         2         3         4 ## 23.56607 -23.56607  23.56607 -23.56607# Compute the inverse of the log odd to come to your prediction. boot::inv.logit(predict(model))##           1            2            3            4 ##1.000000e+00 5.826215e-11 1.000000e+00 5.826215e-11 If logit would return probabilities you could not take the inverse to come to your predicted values.