Re: [R] glm questions

2004-03-16 Thread David Firth
Dear Paul Here are some attempts at your questions. I hope it's of some help. On Tuesday, Mar 16, 2004, at 06:00 Europe/London, Paul Johnson wrote: Greetings, everybody. Can I ask some glm questions? 1. How do you find out -2*lnL(saturated model)? In the output from glm, I find: Null

Re: [R] glm questions

2004-03-16 Thread Rolf Turner
David Firth wrote (in response to a question from Paul Johnson): On the more general point: yes, if all that students need to know is OLS, Poisson rate models and logistic regression, then GLM is overkill. I couldn't agree less. The glm (not GLM!) framework gives a

RE: [R] glm questions --- saturated model

2004-03-16 Thread BXC (Bendix Carstensen)
-Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of David Firth Sent: Tuesday, March 16, 2004 1:12 PM To: Paul Johnson Cc: [EMAIL PROTECTED] Subject: Re: [R] glm questions Dear Paul Here are some attempts at your questions. I hope it's of some

Re: [R] glm questions --- saturated model

2004-03-16 Thread David Firth
On Tuesday, Mar 16, 2004, at 14:51 Europe/London, BXC (Bendix Carstensen) wrote: -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of David Firth Sent: Tuesday, March 16, 2004 1:12 PM To: Paul Johnson Cc: [EMAIL PROTECTED] Subject: Re: [R] glm questions Dear

Re: [R] glm questions --- saturated model

2004-03-16 Thread Peter Dalgaard
BXC (Bendix Carstensen) [EMAIL PROTECTED] writes: It's important to remember that lnL is defined only up to an additive constant. For example a Poisson model has lnL contributions -mu + y*log(mu) + constant, and the constant is arbitrary. The differencing in the deviance

Re: [R] glm questions

2004-03-16 Thread Thomas Lumley
On Tue, 16 Mar 2004, David Firth wrote: I am unclear what you are asking here. I assume by scaled deviance you mean deviance divided by phi, a (known) scale parameter? (I'm sorry, I don't know SAS's definition.)In many applications (eg binomial, Poisson) deviance and scaled deviance are

Re: [R] glm questions

2004-03-16 Thread David Firth
On Tuesday, Mar 16, 2004, at 15:15 Europe/London, Rolf Turner wrote: David Firth wrote (in response to a question from Paul Johnson): On the more general point: yes, if all that students need to know is OLS, Poisson rate models and logistic regression, then GLM is overkill. I couldn't agree

Re: [R] glm questions --- saturated model

2004-03-16 Thread Paul Johnson
I'm confused going back and forth between the textbooks and these emails. Please pardon me that I seem so pedantic. I am pretty certain that -2lnL(saturated) is not 0 by definition. In the binomial model with groups of size=1, then the observed scores will be {0,1} but the predicted mean

Re: [R] glm questions --- saturated model

2004-03-16 Thread David Firth
On Tuesday, Mar 16, 2004, at 20:28 Europe/London, Paul Johnson wrote: I'm confused going back and forth between the textbooks and these emails. Please pardon me that I seem so pedantic. I am pretty certain that -2lnL(saturated) is not 0 by definition. I'm pretty certain of that too. In the

[R] glm questions

2004-03-15 Thread Paul Johnson
Greetings, everybody. Can I ask some glm questions? 1. How do you find out -2*lnL(saturated model)? In the output from glm, I find: Null deviance: which I think is -2[lnL(null) - lnL(saturated)] Residual deviance: -2[lnL(fitted) - lnL(saturated)] The Null model is the one that includes the