[R] glm null deviance

Peter Dalgaard BSA p.dalgaard at biostat.ku.dk
Tue Feb 2 14:18:52 CET 1999

yudi at hermes.ucd.ie writes:

> > Date:          Tue, 02 Feb 1999 09:11:21 +0100 (MET)
> > From:          Jim Lindsey <jlindsey at alpha.luc.ac.be>
> > I have never really understood of what use is the null deviance
> > printed out by glm or how it could be interpreted. No such idea
> > exists in GLIM. Here is exactly the same model fitted 4 time with 4
> > different answers.
> Before some people think this is a bug, there is nothing
> pathological or undesirable in Jim's examples. First,
> the deviance in the Bernoulli model (0-1 outcome) is

Couldn't have put that better myself. 0-intercept models may of course
be irrelevant in specific situations but they are sometimes relevant,
and in those cases, you need the null deviance to test all regression
coefficients zero. 

> Question to the devel:
>        shouldn't the cloglog = log(-log(p))?
>        rather than   log(-log(1-p)) as implemented?

A matter of taste, of course (S-plus has the same as R here). I
believe the convention comes from survival analysis where cloglog of
the *death* probability in a given interval is linear under the
proportional hazards assumption.

   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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