Dear Alex
Yes, the deviance is deliberately not implemented. Hence, the statement
in the help file is incorrect.
If you want to compare your model with another model, please use anova
(anova.glmrob). However, you don't find any deviance calculations there
as well but the differences of robust quasi-likelihoods. The reason is
the difficulties with the interpretation of ("raw") robust
quasi-likelihoods. - Do you have any particular applications of ("raw")
robust quasi-likelihoods in mind?
Thank you very much for pointing out the inconsistency in the help file.
All the best,
Andreas
------- Ursprüngliche Nachricht --------
Von: Alex Holcombe <holcom...@me.com>
Gesendet: Tue, 26 Oct 2010 17:57:47 +1100
An: r-sig-robust@r-project.org
Betreff: [RsR] calculating deviance for glmrob
Standard glm returns a deviance field, which is apparently minus twice the
maximized log-likelihood.
glmrob claims to do the same in its help page, but seems to always return NULL
for deviance.
It seems to be an unimplemented feature. Does anyone have code or an algorithm
that can calculate it?
Any pointers appreciated
Alex Holcombe
www.psych.usyd.edu.au/staff/alexh/
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--
----------------------------------------------------------------------
Prof. Dr. Andreas Ruckstuhl
ZHAW Zürcher Hochschule für Angewandte Wissenschaften
IDP Institut für Datenanalyse und Prozessdesign
Rosenstrasse 3 Tel. : +41 (0)58 934 78 12
Postfach Fax : +41 (0)58 935 78 12
CH-8401 Winterthur e-Mail: andreas.ruckst...@zhaw.ch
WWW : http://www.idp.zhaw.ch
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