[R] Questions about deviance

[Prof Brian D Ripley]

On Mon, 24 Jul 2000, halvorsen wrote:

> I have experimented with the cheese data example from McCullagh&Nelder,
> page 175. With a proportional odds model they obtain a residual deviance
> of
> 20.31.
> 
> Estimating the same model with polr(MASS) gives a residual deviance of
> 762.11 !,  while using ordglm(gnlm) gives a deviance of 523.94.  Can
> anybody explain these differences?

It depends on the choice of saturated model. See MASS3 pp 230-1, including
how to compare them.  It is a standard problem with discrete glms, and for
this problem (which is not a glm).  I maintain that our choice, which
amounts to minus twice sum of log predicted probabilities, is by far the
most interpretable.  (Peter McCullagh had a thing about their lack of
value, but he is not supported by the whole prediction assessment
industry.)

(I suspect ordglm is giving a minus twice log-likelihood as the
`deviance'.)


If you use a function (polr) from support software from a book, you 
need to be aware that most of the documentation is the book.


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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