[R] Dispersion in summary.glm() with binomial & poisson link
John Maindonald
john.maindonald at anu.edu.au
Tue May 9 07:46:02 CEST 2000
> 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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