glm(.) / summary.glm(.); [over]dispersion and returning AIC..
Thomas Lumley
thomas@biostat.washington.edu
Tue, 3 Feb 1998 08:56:22 -0800 (PST)
On Tue, 3 Feb 1998, Martin Maechler wrote:
> I have been implementing a proposal of Jim Lindsey for glm(.)
> to return AIC values, and
> print.glm(.) and print.summary.glm(.) printing them....
> however:
<snip>
>
> For binomial and poisson,
> there are even three possibilities:
>
> 1. no dispersion (as by the proper GLM)
> 2. overdispersion estimated by the deviance (ratio)
> 3. overdispersion specified by the user
>
How about overdispersion as estimated by the mean squared Pearson
residual. Unlike the deviance estimate this works for quasilikelihood (ie
when only first two moments are specified correctly), at least according
to McCullagh & Nelder.
Thomas Lumley
------------------------------------------------------+------
Biostatistics : "Never attribute to malice what :
Uni of Washington : can be adequately explained by :
Box 357232 : incompetence" - Hanlon's Razor :
Seattle WA 98195-7232 : :
------------------------------------------------------------
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._