[R] Dispersion in summary.glm() with binomial & poisson link

[John Maindonald]

> From ripley at stats.ox.ac.uk  Tue May  9 15:30:33 2000
> Date: Tue, 9 May 2000 06:29:10 +0100 (BST)

> > Following p.206 of "Statistical Models in S", I wish to change
> > the code for summary.glm() so that it estimates the dispersion
> > for binomial & poisson models when the parameter dispersion is
> > set to zero.  The following changes [insertion of ||dispersion==0
> > at one point; and !is.null(dispersion) at another] will do the trick:
> 
> I know S does that, but R is not documented to do so (so your example does
> works as documented).  I think this is at best confusing. Once phi is
> estimated, they are quasi-likelihood models not binomial nor Poisson and in
> particular have no likelihood, so e.g. drop1 becomes inappropriate.  And it
> is all too easy to have different treatments of dispersion in different
> ancilliary functions (as S managed for many years).

That is why I did not submit a bug report.  The problem is that in
many application areas phi is much greater than one.

> My preference is to treat such models as quasi models.  If enough
> people really want them as `binomial' or `poisson' then we need to
> make much wider changes to ensure consistency (and incompitibility
> with S).

I agree with the sentiments.  So would it be feasible to have
quasi-poisson and quasi-binomial errors?  Would an immediate recourse
be to create functions summary.quasi and predict.quasi?  Or perhaps
summary.phi, etc.



John Maindonald               email : john.maindonald at anu.edu.au        
Statistical Consulting Unit,  phone : (6249)3998        
c/o CMA, SMS,                 fax   : (6249)5549  
John Dedman Mathematical Sciences Building
Australian National University
Canberra ACT 0200
Australia
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