[Rd] proposed simulate.glm method
adamour at iq.harvard.edu
Thu Feb 12 18:11:09 CET 2009
There is functionality similar to this included in the Zelig package
with it's "sim" method. The "sim" method goes a step further and
replicates the fitted model's analysis on the generated datasets as
well. I would suggest taking a look -- Zelig supports most (if not
all) glm models and a wide range of others.
The Zelig maintainers' site can be found at: http://gking.harvard.edu/zelig/.
Full disclosure: I am an employee of the Institute for Quantitative
Social Science, which performs most of the development and support for
the Zelig package.
Harvard Institute for Quantitative Social Science
2009/2/12 Ben Bolker <bolker at ufl.edu>:
> I have found the "simulate" method (incorporated
> in some packages) very handy. As far as I can tell the
> only class for which simulate is actually implemented
> in base R is lm ... this is actually a little dangerous
> for a naive user who might be tempted to try
> simulate(X) where X is a glm fit instead, because
> it defaults to simulate.lm (since glm inherits from
> the lm class), and the answers make no sense ...
> Here is my simulate.glm(), which is modeled on
> simulate.lm . It implements simulation for poisson
> and binomial (binary or non-binary) models, should
> be easy to implement others if that seems necessary.
> I hereby request comments and suggest that it wouldn't
> hurt to incorporate it into base R ... (I will write
> docs for it if necessary, perhaps by modifying ?simulate --
> there is no specific documentation for simulate.lm)
> Ben Bolker
> Ben Bolker
> Associate professor, Biology Dep't, Univ. of Florida
> bolker at ufl.edu / www.zoology.ufl.edu/bolker
> GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc
> R-devel at r-project.org mailing list
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