Thank you, Peter! Sincerely, KeithC.
On Wed, Jul 4, 2018 at 4:11 AM, Peter Dalgaard <pda...@gmail.com> wrote: >> # Extract SEs via vcov() >> SEvcov1<-exp(coef(fit1)) *sqrt(diag(vcov(fit1))) >> SEvcov2<-exp(coef(fit2))*sqrt(diag(vcov(fit2))) > > What makes you think that you need to multiply with exp(coef(....)) here??? > > -pd > >> On 4 Jul 2018, at 11:08 , 1/k^c <kchambe...@gmail.com> wrote: >> >> Hi R-helpers, >> >> I was working with some count data using gamlss() and glm(), and >> noticed that the standard errors from the two functions correspond >> when extracting from either the model summary for both functions, or >> using vcov for both functions, but the standard errors between those >> methods do not correspond. I have been lead to believe that in SAS and >> Stata, the SEs do correspond between the different methods. Can anyone >> assist me in understanding what's different between the two types of >> SEs I seem to be encountering when using R with either glm or gamlss? >> I feel like I'm missing something obvious. I have included a small >> reproducible example below. >> >> library(COUNT) # for myTable() >> library(gamlss) >> len<-50 >> seeder<-250 >> set.seed(seeder) # reproducible example >> dat<-rpois(c(1:len), lambda=2) >> myTable(dat) >> fac<-gl(n=2, k=1, length=len, labels = c("control","treat")) >> >> # Fit gamlss() and glm() models >> fit1<-gamlss(dat~fac, family="PO") >> fit2<-glm(dat~fac, family="poisson") >> >> # Extract SEs from model summaries >> SESum1<-summary(fit1)[,"Std. Error"] >> SESum2<-coef(summary(fit2))[,"Std. Error"] >> cbind(SESum1, SESum2) # Corresponds >> >> # Extract SEs via vcov() >> SEvcov1<-exp(coef(fit1)) *sqrt(diag(vcov(fit1))) >> SEvcov2<-exp(coef(fit2))*sqrt(diag(vcov(fit2))) >> cbind(SEvcov1, SEvcov2) # Corresponds >> >> # Compare between summary() and vcov() extraction. Missmatch. >> cbind(SESum1, SEvcov1) >> >> ______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> 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. > > -- > Peter Dalgaard, Professor, > Center for Statistics, Copenhagen Business School > Solbjerg Plads 3, 2000 Frederiksberg, Denmark > Phone: (+45)38153501 > Office: A 4.23 > Email: pd....@cbs.dk Priv: pda...@gmail.com > > > > > > > > > ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.